Financial mathematics, derivatives and structured products. ([2019])

• Record Type: Book
• Further Information: Note: Raymond H. Chan, Yves ZY. Guo. Spike T. Lee, Xun Li.
• Authors: Chan, Raymond H
• Contents: 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 -- BlackScholesMerton Model for Option Pricing -- Stochastic Calculus Part II -- Risk-Neutral Pricing Framework -- Numerical Methods for Option Pricing -- American Options -- Exotic Options Pricing and Hedging -- Numeraires 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.
• Publisher Details: Singapore : Springer
• Publication Date: 2019
• Extent: 1 online resource
• Subjects: 650.01513; 330.1/5195; Business mathematics; Mathematical Modeling and Industrial Mathematics; Probability Theory and Stochastic Processes; Financial Engineering; Statistics for Business, Management, Economics, Finance, Insurance; Electronic books
• Languages: English
• ISBNs: 9789811336966; 9811336962; 9789811336973; 9811336970
• Related ISBNs: 9811336954; 9789811336959
• Notes: Note: Description based on online resource; title from digital title page (viewed on March 14, 2019).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.