Mathematical Models of Financial Derivatives

Mathematical Models of Financial Derivatives
Author :
Publisher : Springer Science & Business Media
Total Pages : 541
Release :
ISBN-10 : 9783540686880
ISBN-13 : 3540686886
Rating : 4/5 (886 Downloads)

Book Synopsis Mathematical Models of Financial Derivatives by : Yue-Kuen Kwok

Download or read book Mathematical Models of Financial Derivatives written by Yue-Kuen Kwok and published by Springer Science & Business Media. This book was released on 2008-07-10 with total page 541 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second edition, 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. This second edition features additional emphasis on the discussion of Ito calculus and Girsanovs Theorem, and the risk-neutral measure and equivalent martingale pricing approach. A new chapter on credit risk models and pricing of credit derivatives has been added. Up-to-date research results are provided by many useful exercises.


Mathematical Models of Financial Derivatives Related Books

Mathematical Models of Financial Derivatives
Language: en
Pages: 541
Authors: Yue-Kuen Kwok
Categories: Mathematics
Type: BOOK - Published: 2008-07-10 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial de
Modelling Financial Derivatives with MATHEMATICA ®
Language: en
Pages: 570
Authors: William T. Shaw
Categories: Business & Economics
Type: BOOK - Published: 1998-12-10 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

CD plus book for financial modelling, requires Mathematica 3 or 2.2; runs on most platforms.
The Mathematics of Financial Derivatives
Language: en
Pages: 338
Authors: Paul Wilmott
Categories: Business & Economics
Type: BOOK - Published: 1995-09-29 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.
Financial Derivatives Modeling
Language: en
Pages: 320
Authors: Christian Ekstrand
Categories: Business & Economics
Type: BOOK - Published: 2011-08-26 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This book gives a comprehensive introduction to the modeling of financial derivatives, covering all major asset classes (equities, commodities, interest rates a
An Introduction to the Mathematics of Financial Derivatives
Language: en
Pages: 550
Authors: Salih N. Neftci
Categories: Business & Economics
Type: BOOK - Published: 2000-05-19 - Publisher: Academic Press

DOWNLOAD EBOOK

A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new o