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Viac informácií o knihe Mathematical Models of Financial Derivatives

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• Anotácia kniha
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Anotácia knihy

This second edition of Mathematical Models of Financial Derivatives, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. It presents a self-contained treatment of risk-neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory. Derivative pricing models are solved using various approaches, by martingale pricing theory and partial differential equation methods. This text is targeted to students in mathematical finance. It also serves as a good reference for quantitative analysts and derivative traders in investment banks. The most recent research results and methodologies are made accessible to the reader through the extensive set of exercises at the end of each chapter.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Applied mathematics

• Celý názov: Mathematical Models of Financial Derivatives
• Autor: Yue-Kuen Kwok
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 530
• EAN: 9783540422884
• ISBN: 3540422889
• ID: 01563593
• Nakladateľ: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnosť: 974 g
• Rozmery: 241 × 165 × 36 mm
• Dátum vydania: 01. July 2003

Obľúbené z iného súdka

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