Name: Financial Mathematics, Derivatives and Structured Products (en Inglés)
Price: 71780.00 CLP
Availability: InStock
Author: Chan, Raymond H. ; Guo, Yves Zy ; Lee, Spike T.
ISBN: 9789819995332

portada Financial Mathematics, Derivatives and Structured Products (en Inglés)

Financial Mathematics, Derivatives and Structured Products (en Inglés)

Formato

Libro Físico

Autor

Editorial

Idioma

Inglés

N° páginas

476

Encuadernación

Tapa Dura

ISBN13

9789819995332

N° edición

0002

Categorías

Finanzas
Probabilidad y estadística
Matemáticas aplicadas

Financial Mathematics, Derivatives and Structured Products (en Inglés)

Raymond H. Chan (Autor) · Yves Zy Guo (Autor) · Spike T. Lee (Autor) · Springer · Tapa Dura

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Reseña del libro "Financial Mathematics, Derivatives and Structured Products (en Inglés)"

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)