Financial Mathematics, Derivatives and Structured Products: Edition 2

Raymond H. Chan · Yves ZY. Guo · Spike T. Lee · Xun Li

Jun 2024 · Springer Nature

Kitabu pepe

480

Kurasa

Ukadiriaji na maoni hayajahakikishwa Pata Maelezo Zaidi

Kuhusu kitabu pepe hiki

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)

Kuhusu mwandishi

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

Prof. Xun Li, Professor, Hong Kong Polytechnic University

Kadiria kitabu pepe hiki

Tupe maoni yako.

Kusoma maelezo

Simu mahiri na kompyuta vibao

Sakinisha programu ya Vitabu vya Google Play kwa ajili ya Android na iPad au iPhone. Itasawazishwa kiotomatiki kwenye akaunti yako na kukuruhusu usome vitabu mtandaoni au nje ya mtandao popote ulipo.

Kompyuta za kupakata na kompyuta

Unaweza kusikiliza vitabu vilivyonunuliwa kwenye Google Play wakati unatumia kivinjari cha kompyuta yako.

Visomaji pepe na vifaa vingine

Ili usome kwenye vifaa vya wino pepe kama vile visomaji vya vitabu pepe vya Kobo, utahitaji kupakua faili kisha ulihamishie kwenye kifaa chako. Fuatilia maagizo ya kina ya Kituo cha Usaidizi ili uhamishe faili kwenye visomaji vya vitabu pepe vinavyotumika.

Ripoti maudhui yanayokiuka sera