| Autore |
Chan Raymond H
|
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa |
Singapore : , : Springer Singapore : , : Imprint : Springer, , 2019
|
| Descrizione fisica |
1 online resource (397 pages)
|
| Disciplina |
519.24
|
| Soggetto topico |
Mathematical models
Probabilities
Financial engineering
Statistics
Mathematical Modeling and Industrial Mathematics
Probability Theory and Stochastic Processes
Financial Engineering
Statistics for Business, Management, Economics, Finance, Insurance
|
| ISBN |
981-13-3696-2
|
| Formato |
Materiale a stampa  |
| Livello bibliografico |
Monografia |
| Lingua di pubblicazione |
eng
|
| Nota di contenuto |
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.
|
| Record Nr. | UNINA-9910350242203321 |
Info
Financial Mathematics, Derivatives and Structured Products / / by Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
