Financial Mathematics, Derivatives and Str...

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Sprache: Englisch

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Beschreibung

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)

Über den Autor

Prof. Raymond H. Chan, Chair Professor and Dean of College of Science, City University of Hong Kong

Yves GUO, Managing Director, BNP Paribas CIB, Central, Hong Kong

Spike T. LEE, Research Assistant, The Chinese University of Hong Kong

Xun LI, Associate Professor, Hong Kong Polytechnic University

Zusammenfassung

Friendly with readers with or without rigorous mathematical training

Bridges the gap between theory and practice

Offers examples and analysis from industrial point of view

Inhaltsverzeichnis

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.

Details

Erscheinungsjahr:	2019
Fachbereich:	Allgemeines
Genre:	Mathematik
Rubrik:	Naturwissenschaften & Technik
Medium:	Buch
Seiten:	424
ISBN-13:	9789811336959
ISBN-10:	9811336954
Sprache:	Englisch
Herstellernummer:	978-981-13-3695-9
Ausstattung / Beilage:	HC runder Rücken kaschiert
Einband:	Gebunden
Autor:	Chan, Raymond H. Li, Xun Lee, Spike T. Guo, Yves ZY.
Auflage:	1st ed. 2019
Hersteller:	Springer Singapore Springer Nature Singapore
Maße:	241 x 160 x 29 mm
Von/Mit:	Raymond H. Chan (u. a.)
Erscheinungsdatum:	07.03.2019
Gewicht:	0,799 kg

preigu-id: 114913819