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Financial mathematics, derivatives and structured products

Author: Raymond H Chan
Publisher: Singapore : Springer, [2019]
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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  Read more...
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Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
(OCoLC)1064748302
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Raymond H Chan
ISBN: 9789811336966 9811336962 9789811336973 9811336970
OCLC Number: 1089003729
Description: 1 online resource
Contents: 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.
Responsibility: Raymond H. Chan, Yves ZY. Guo. Spike T. Lee, Xun Li.

Abstract:

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  Read more...

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