Financial Mathematics, Derivatives and Structured Products - Couverture rigide

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

Couverture rigide

ISBN 10 : 9819995337 ISBN 13 : 9789819995332

Editeur : Springer Verlag, Singapore, 2024

Synopsis

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.

This second edition substantially extends, updates and clarifies the previous edition. New materials and enhanced contents include, but not limited to, the role of central counterparties for derivatives transactions, the reference rates to replace LIBOR, risk-neutral modelling for futures and forward, discussions and analysis on risk-neutral framework and numéraires, discrete dividend modelling, variance reduction techniques for Monte Carlo method, finite difference method analysis, tree method, FX modelling, multi-name credit derivatives modelling, local volatility model, forward variance model and local-stochastic volatility model to reflect market practice.

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. 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)

A propos du livre

À propos de l'auteur

Prof. Raymond H. Chan, Chair Professor and Dean of College of Science, City University of Hong Kong

Yves Guo, Managing Director, BNP Paribas CIB, Central, Hong Kong

Spike T. Lee, Research Assistant, The Chinese University of Hong Kong

Prof. Xun Li, Professor, Hong Kong Polytechnic University

Détails de l'édition

• Éditeur: Springer Verlag, Singapore
• Date d'édition: 2024
• Langue: anglais
• ISBN 10: 9819995337
• ISBN 13: 9789819995332
• Reliure: Relié
• Numéro d'édition: 2
• Nombre de pages: 507
• Coordonnées du fabricant: GPSR Kontakt; ProductSafety@springernature.com; ; Abraham-Lincoln-Str. 46; Wiesbaden; 65189; Allemagne