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" Financial mathematics, derivatives and structured products / "
Raymond H. Chan, Yves ZY. Guo. Spike T. Lee, Xun Li.
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BL
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| Record Number
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891276
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| Main Entry
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Chan, Raymond H.
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| Title & Author
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Financial mathematics, derivatives and structured products /\ Raymond H. Chan, Yves ZY. Guo. Spike T. Lee, Xun Li.
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| Publication Statement
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Singapore :: Springer,, [2019]
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| Page. NO
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1 online resource
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| ISBN
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9789811336966
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: 9789811336973
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: 9811336962
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: 9811336970
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9789811336959
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9811336954
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| Contents
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Introduction to Financial Markets -- Interest Rate Instruments -- Equities and Equity Indices -- Foreign Exchange Instruments -- Commodities -- Credit Derivatives -- Investment Funds -- Options -- Elements of Probability -- Stochastic Calculus Part I -- BlackScholesMerton Model for Option Pricing -- Stochastic Calculus Part II -- Risk-Neutral Pricing Framework -- Numerical Methods for Option Pricing -- American Options -- Exotic Options Pricing and Hedging -- Numeraires and the Pricing of Vanilla Interest Rate Options -- Foreign Exchange Modelling -- Local, Stochastic Volatility Models, Static Hedging and Variance Swap -- Jump-diffusion Models -- Interest Rate Term Structure Modelling -- Credit Modelling -- Commodity Modelling -- Structured Products -- Popular Structured Products -- Dynamic Asset Allocation -- Systematic Strategy.
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| Abstract
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This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. Further, it takes a different route from the existing financial mathematics books, and will appeal to students and practitioners with or without a scientific background. The book can also be used as a textbook for the following courses: Financial Mathematics (undergraduate level) Stochastic Modelling in Finance (postgraduate level) Financial Markets and Derivatives (undergraduate level) Structured Products and Solutions (undergraduate/postgraduate level).
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| Subject
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Business mathematics.
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| Subject
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Business mathematics.
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| Dewey Classification
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330.1/5195
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650.01513
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| LC Classification
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HF5691.C43 2019
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