Financial Mathematics, Derivatives and Structured Products /

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...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Chan, Raymond H (مؤلف), Guo, Yves ZY (مؤلف), Lee, Spike T (مؤلف), Li, Xun (مؤلف)
الوثيقة: كتاب إلكتروني
اللغة:English
منشور في: Singapore : Springer Singapore : Imprint: Springer, 2019.
الطبعة:1st ed. 2019.
الموضوعات:
Financial engineering.
Mathematical models.
Probabilities.
Statistics.
Mathematical Modeling and Industrial Mathematics.
Financial Engineering.
Probability Theory and Stochastic Processes.
Statistics for Business, Management, Economics, Finance, Insurance.
الوصول للمادة أونلاين:https://library.sama.gov.sa/cgi-bin/koha/opac-retrieve-file.pl?id=169ab062d59317b8df454c4dbd53ae13
الوسوم: إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
جدول المحتويات:
  • 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
  • Black-Scholes-Merton Model for Option Pricing
  • Stochastic Calculus Part II
  • Risk-Neutral Pricing Framework
  • Numerical Methods for Option Pricing
  • American Options
  • Exotic Options Pricing and Hedging
  • Num'eraires 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.
اكتشف القنوات ذات الصلة

انظر أيضاً