صورة الغلاف

Financial Mathematics, Derivatives and Structured Products

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...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Chan, Raymond H. (مؤلف), Guo, Yves ZY (مؤلف), Lee, Spike T. (مؤلف), Li, Xun (مؤلف)
مؤلف مشترك: SpringerLink (Online service)
التنسيق: الكتروني كتاب الكتروني
اللغة:الإنجليزية
منشور في: Singapore : Springer Nature Singapore : Imprint: Springer, 2024.
الطبعة:2nd ed. 2024.
الموضوعات:
Mathematical models.
Probabilities.
Finance.
Statistics .
Mathematical Modeling and Industrial Mathematics.
Probability Theory.
Financial Economics.
Statistics in Business, Management, Economics, Finance, Insurance.
الوصول للمادة أونلاين:https://doi.org/10.1007/978-981-99-9534-9
الوسوم: إضافة وسم
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جدول المحتويات:
  • 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
  • Black–Scholes–Merton Model for Option Pricing
  • Stochastic Calculus Part II
  • Risk-Neutral Pricing Framework
  • Numerical Methods for Option Pricing
  • American Options
  • Exotic Options Pricing and Hedging
  • Num´eraires 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.

مواد مشابهة