عنوان

Financial mathematics, derivatives and structured products /

شابک

9789811336966

شابک

9789811336973

شابک

9811336962

شابک

9811336970

شابک اشتباه

9789811336959

شابک اشتباه

9811336954

عنوان اصلي

Financial mathematics, derivatives and structured products /

نام عام مواد

[Book]

نام نخستين پديدآور

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

محل نشرو پخش و غیره

Singapore :

نام ناشر، پخش کننده و غيره

Springer,

تاریخ نشرو بخش و غیره

[2019]

نام خاص و کميت اثر

1 online resource

متن يادداشت

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 -- BlackScholesMerton Model for Option Pricing -- Stochastic Calculus Part II -- Risk-Neutral Pricing Framework -- Numerical Methods for Option Pricing -- American Options -- Exotic Options Pricing and Hedging -- Numeraires 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.

بدون عنوان

0

متن يادداشت

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).

منبع سفارش / آدرس اشتراک

Springer Nature

شماره انبار

com.springer.onix.9789811336966

شماره استاندارد بين المللي کتاب و موسيقي

9789811336959

موضوع مستند نشده

Business mathematics.

موضوع مستند نشده

Business mathematics.

موضوع مستند نشده

MAT003000

موضوع مستند نشده

PBWH

موضوع مستند نشده

PBWH

موضوع مستند نشده

TBJ

شماره

شماره

ويراست

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Chan, Raymond H.

تاريخ عمليات

20200823234114.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y