Financial Mathematics, Derivatives and Structured Products

Name: Financial Mathematics, Derivatives and Structured Products
Brand: Springer
Availability: OutOfStock
Rating: 5 (1 reviews)

By Chan, Raymond H.

0 - Default Title

Description

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.

Product details

Binding:

Paperback

Edition:

2

Number of Pages:

508

Release Date:

2025-06-14

Publication Date:

2025-06-14

Publisher:

Springer

Languages:

Original: English

ISBN10:

9819995361

ISBN13:

9789819995363

GPSR Manufacturer Reference:

[email protected]

Weight:

762 g

Height:

155 cm

Width:

235 cm

Thickness:

28 cm

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