Peter Carr, Principal, Banc of America Securities, New York
"By using two of the software packages most widely used in industry, Professor Prisman's book should prove to be of great value to both students and practitioners."
Review
Darrell Duffie, Stanford University, Stanford, California
"This treatment of derivative pricing will make a fine textbook for a masters-level finance course, or a reference work for practitioners. Prisman's novel presentation combines software, algorithms, and analytical modeling, emphasizing visualization of the pricing. This book makes it possible to develop both a solid conceptual foundation for derivatives modeling as well as a working knowledge suitable for numerical implementation."
Peter Carr, Principal, Banc of America Securities, New York
"By using two of the software packages most widely used in industry, Professor Prisman's book should prove to be of great value to both students and practitioners."
"This treatment of derivative pricing will make a fine textbook for a masters-level finance course, or a reference work for practitioners. Prisman's novel presentation combines software, algorithms, and analytical modeling, emphasizing visualization of the pricing. This book makes it possible to develop both a solid conceptual foundation for derivatives modeling as well as a working knowledge suitable for numerical implementation."
Peter Carr, Principal, Banc of America Securities, New York
"By using two of the software packages most widely used in industry, Professor Prisman's book should prove to be of great value to both students and practitioners."
