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عنوان
Financial mathematics, derivatives and structured products /

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

موضوع
Business mathematics.,Business mathematics.

رده
HF5691
.
C43
2019

کتابخانه
کتابخانه مطالعات اسلامی به زبان های اروپایی

محل استقرار
استان: قم ـ شهر: قم

کتابخانه مطالعات اسلامی به زبان های اروپایی

تماس با کتابخانه : 32910706-025

9789811336966
9789811336973
9811336962
9811336970
9789811336959
9811336954

Financial mathematics, derivatives and structured products /
[Book]
Raymond H. Chan, Yves ZY. Guo. Spike T. Lee, Xun Li.

Singapore :
Springer,
[2019]

1 online resource

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.
0

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).

Springer Nature
com.springer.onix.9789811336966

9789811336959

Business mathematics.
Business mathematics.

MAT003000
PBWH
PBWH
TBJ

330
.
1/5195
650
.
01513
23
23

HF5691
.
C43
2019

Chan, Raymond H.

20200823234114.0
pn

 مطالعه متن کتاب 

[Book]

Y

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