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Viac informácií o knihe Financial Mathematics, Derivatives and Structured Products

• Parametre knihy
• Anotácia kniha
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Anotácia knihy

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.This second edition substantially extends, updates and clarifies the previous edition. New materials and enhanced contents include, but not limited to, the role of central counterparties for derivatives transactions, the reference rates to replace LIBOR, risk-neutral modelling for futures and forward, discussions and analysis on risk-neutral framework and numéraires, discrete dividend modelling, variance reduction techniques for Monte Carlo method, finite difference method analysis, tree method, FX modelling, multi-name credit derivatives modelling, local volatility model, forward variance model and local-stochastic volatility model to reflect market practice.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. 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)

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Applied mathematics

• Celý názov: Financial Mathematics, Derivatives and Structured Products
• Autor: Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
• Jazyk: Angličtina
• Väzba: Pevná
• EAN: 9789819995332
• ID: 44570423
• Nakladateľ: Springer, Berlin
• Rozmery: 235 × 155 mm
• Dátum vydania: 02. June 2024

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