Cart
Free Shipping in the UK
Proud to be B-Corp

Financial Mathematics, Derivatives and Structured Products Raymond H. Chan

Financial Mathematics, Derivatives and Structured Products By Raymond H. Chan

Financial Mathematics, Derivatives and Structured Products by Raymond H. Chan


£80.79
Condition - New
Out of stock

Summary

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)


Financial Mathematics, Derivatives and Structured Products Summary

Financial Mathematics, Derivatives and Structured Products by Raymond H. Chan

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. 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. Further, it takes a different route from the existing financial mathematics books, and will appeal to students and practitioners with or without a scientific background. 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)


Financial Mathematics, Derivatives and Structured Products Reviews

The material included in this book covers a very wide spectrum of financial mathematics, which makes the book useful for different levels of readers, including undergraduate and graduate students as well as researchers and practitioners. The write-up is of a lecture note style, and is easy to follow. (Wenqing Hu, Mathematical Reviews, May, 2021)

This book would be a natural choice in advanced undergraduate courses and master's level courses in financial mathematics, financial engineering, applied stochastic processes, and finance. The book would also serve as a useful reference for academics and practicing financial engineers. (Steve Dunbar, MAA Reviews, January 12, 2020)

About Raymond H. Chan

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


Xun LI, Associate Professor, Hong Kong Polytechnic University



Table of 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.- 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.- 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.

Additional information

NPB9789811336959
9789811336959
9811336954
Financial Mathematics, Derivatives and Structured Products by Raymond H. Chan
New
Hardback
Springer Verlag, Singapore
2019-03-07
395
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a new book - be the first to read this copy. With untouched pages and a perfect binding, your brand new copy is ready to be opened for the first time

Customer Reviews - Financial Mathematics, Derivatives and Structured Products