Financial Mathematics, Derivatives and Structured Products (Springer Finance) - Hardcover

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

 
9789819995332: Financial Mathematics, Derivatives and Structured Products (Springer Finance)
Hardcover
ISBN 10: 9819995337 ISBN 13: 9789819995332
Verlag: Springer, 2024

Inhaltsangabe

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)


Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Über die Autorin bzw. den Autor

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     

 




Von der hinteren Coverseite

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)

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2024
Sprache
Englisch
ISBN 10 
9819995337
ISBN 13 
9789819995332
Einband
Gebundene Ausgabe
Auflage
2
Anzahl der Seiten
507
Kontakt zum Hersteller
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Deutschland

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Softcover