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Mathematical Models of Financial Derivatives
Author(s): Yue-Kuen Kwok
Publisher: Springer
Date : August 2008
Pages : 541
Format : PDF
OCR : Y
Product Description
This second edition of Mathematical Models of Financial Derivatives, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. It presents a self-contained treatment of risk-neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory. Derivative pricing models are solved using various approaches, by martingale pricing theory and partial differential equation methods. This text is targeted to students in mathematical finance. It also serves as a good reference for quantitative analysts and derivative traders in investment banks. The most recent research results and methodologies are made accessible to the reader through the extensive set of exercises at the end of each chapter.
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Product Details
* Hardcover: 541 pages
* Publisher: Springer; 2nd ed. edition (August 2008)
* Language: English
* ISBN-10: 3540422889
* ISBN-13: 978-3540422884
| 4247 KB
تحميـــــــل
Author(s): Yue-Kuen Kwok
Publisher: Springer
Date : August 2008
Pages : 541
Format : PDF
OCR : Y
Product Description
This second edition of Mathematical Models of Financial Derivatives, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. It presents a self-contained treatment of risk-neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory. Derivative pricing models are solved using various approaches, by martingale pricing theory and partial differential equation methods. This text is targeted to students in mathematical finance. It also serves as a good reference for quantitative analysts and derivative traders in investment banks. The most recent research results and methodologies are made accessible to the reader through the extensive set of exercises at the end of each chapter.
See all Editorial Reviews
Product Details
* Hardcover: 541 pages
* Publisher: Springer; 2nd ed. edition (August 2008)
* Language: English
* ISBN-10: 3540422889
* ISBN-13: 978-3540422884
| 4247 KB
تحميـــــــل
