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Book Cover for: Derivatives Pricing, Frédéric D. Vrins

Derivatives Pricing

Frédéric D. Vrins

Book Details

  • Publisher: Cambridge University Press
  • Publish Date: May 31st, 2025
  • Pages: 460
  • Language: English
  • Edition: undefined - undefined
  • Dimensions: 0.00in - 0.00in - 0.00in - 0.00lb
  • EAN: 9781009554657
  • Categories: Applied

About the Author

Vrins, Frédéric D.: - Frédéric D. Vrins has been a quantitative finance professor at the Louvain School of Management (UCLouvain) since 2014, where he coordinates the Financial Engineering track. Previously, he was Senior Quant in the trading room of a systemic bank. His research includes mathematical finance, credit risk and portfolio optimization.