Financial Mathematics, Derivatives and Structured Products

• Main Authors: Chan, Raymond H. (Author, http://id.loc.gov/vocabulary/relators/aut), Guo, Yves ZY (http://id.loc.gov/vocabulary/relators/aut), Lee, Spike T. (http://id.loc.gov/vocabulary/relators/aut), Li, Xun (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Singapore : Springer Singapore : Imprint: Springer, 2019.
• Edition: 1st ed. 2019.
• Subjects: Mathematical models.; Probabilities.; Financial engineering.; Statistics .; Mathematical Modeling and Industrial Mathematics.; Probability Theory and Stochastic Processes.; Financial Engineering.; Statistics for Business, Management, Economics, Finance, Insurance.

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...

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
• 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.