Financial Mathematics, Derivatives and Structured Products

By Xun Li, Yves ZY. Guo, Raymond H. Chan, et al.

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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.

Format:Hardcover

Language:English

ISBN:9811336954

ISBN13:9789811336959

Release Date:March 2019

Publisher:Springer

Length:395 Pages

Weight:1.69 lbs.

Dimensions:0.9" x 6.1" x 9.3"

Related Subjects

Business Business & Investing Math Mathematics Science & Math

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