LEADER 04402nam 22006375 450 001 9910350242203321 005 20200704022205.0 010 $a981-13-3696-2 024 7 $a10.1007/978-981-13-3696-6 035 $a(CKB)5340000000061433 035 $a(MiAaPQ)EBC5926542 035 $a(DE-He213)978-981-13-3696-6 035 $a(PPN)235002712 035 $a(EXLCZ)995340000000061433 100 $a20190227d2019 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aFinancial Mathematics, Derivatives and Structured Products /$fby Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li 205 $a1st ed. 2019. 210 1$aSingapore :$cSpringer Singapore :$cImprint: Springer,$d2019. 215 $a1 online resource (397 pages) 311 $a981-13-3695-4 320 $aIncludes bibliographical references and index. 327 $aIntroduction 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. 330 $aThis 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). 606 $aMathematical models 606 $aProbabilities 606 $aFinancial engineering 606 $aStatistics 606 $aMathematical Modeling and Industrial Mathematics$3https://scigraph.springernature.com/ontologies/product-market-codes/M14068 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aFinancial Engineering$3https://scigraph.springernature.com/ontologies/product-market-codes/612020 606 $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010 615 0$aMathematical models. 615 0$aProbabilities. 615 0$aFinancial engineering. 615 0$aStatistics. 615 14$aMathematical Modeling and Industrial Mathematics. 615 24$aProbability Theory and Stochastic Processes. 615 24$aFinancial Engineering. 615 24$aStatistics for Business, Management, Economics, Finance, Insurance. 676 $a519.24 700 $aChan$b Raymond H$4aut$4http://id.loc.gov/vocabulary/relators/aut$01062931 702 $aGuo$b Yves ZY$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aLee$b Spike T$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aLi$b Xun$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910350242203321 996 $aFinancial Mathematics, Derivatives and Structured Products$92529272 997 $aUNINA