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Financial mathematics, derivatives a...

Chan, Raymond H.

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Financial mathematics, derivatives and structured products

Record Type:	Electronic resources : Monograph/item
Title/Author:	Financial mathematics, derivatives and structured products/ by Raymond H. Chan ... [et al.].
other author:	Chan, Raymond H.
Published:	Singapore :Springer Singapore : : 2019.,
Description:	xxv, 395 p. :ill., digital ;24 cm.
[NT 15003449]:	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.
Contained By:	Springer eBooks
Subject:	Business mathematics. -
Online resource:	https://doi.org/10.1007/978-981-13-3696-6
ISBN:	9789811336966

Financial mathematics, derivatives and structured products
Financial mathematics, derivatives and structured products[electronic resource] /by Raymond H. Chan ... [et al.]. - Singapore :Springer Singapore :2019. - xxv, 395 p. :ill., digital ;24 cm.

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.

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)

ISBN: 9789811336966

Standard No.: 10.1007/978-981-13-3696-6doiSubjects--Topical Terms:

625055
Business mathematics.

LC Class. No.: HF5691

Dewey Class. No.: 650.01513

Financial mathematics, derivatives and structured products
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245 0 0 $a Financial mathematics, derivatives and structured products $h [electronic resource] / $c by Raymond H. Chan ... [et al.].
260 $a Singapore : $b Springer Singapore : $b Imprint: Springer, $c 2019.
300 $a xxv, 395 p. : $b ill., digital ; $c 24 cm.
505 0 $a 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.
520 $a 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)
650 0 $a Business mathematics. $3 625055
650 1 4 $a Mathematical Modeling and Industrial Mathematics. $3 891089
650 2 4 $a Probability Theory and Stochastic Processes. $3 891080
650 2 4 $a Financial Engineering. $3 2191344
650 2 4 $a Statistics for Business, Management, Economics, Finance, Insurance. $3 3382132
700 1 $a Chan, Raymond H. $3 3385661
710 2 $a SpringerLink (Online service) $3 836513
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856 4 0 $u https://doi.org/10.1007/978-981-13-3696-6
950 $a Mathematics and Statistics (Springer-11649)