Mathematical Models of Financial Derivatives

• Κύριος συγγραφέας: Kwok, Yue-Kuen (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
• Έκδοση: 2.
• Σειρά: Springer Finance,
• Θέματα: Mathematics.; Finance.; Applied mathematics.; Engineering mathematics.; Economics, Mathematical.; Mathematical models.; Probabilities.; Public finance.; Mathematical Modeling and Industrial Mathematics.; Public Economics.; Quantitative Finance.; Finance, general.; Applications of Mathematics.; Probability Theory and Stochastic Processes.

Mathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial engineering approach, focussing on the martingale pricing principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the eq...

Πίνακας περιεχομένων:

• to Derivative Instruments
• Financial Economics and Stochastic Calculus
• Option Pricing Models: Black–Scholes–Merton Formulation and Martingale Pricing Theory
• Path Dependent Options
• American Options
• Numerical Schemes for Pricing Options
• Interest Rate Models and Bond Pricing
• Interest Rate Derivatives: Bond Options, LIBOR and Swap Products.