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Financial mathematics, derivatives and structured products

Record Type:	Electronic resources : Monograph/item
Title/Author:	Financial mathematics, derivatives and structured productsby Raymond H. Chan ... [et al.].
other author:	Chan, Raymond H.
Published:	Singapore :Springer Nature Singapore :2024.
Description:	xxvii, 480 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Business mathematics.
Online resource:	https://doi.org/10.1007/978-981-99-9534-9
ISBN:	9789819995349$q(electronic bk.)

Financial mathematics, derivatives and structured products
Financial mathematics, derivatives and structured products[electronic resource] /by Raymond H. Chan ... [et al.]. - Second edition. - Singapore :Springer Nature Singapore :2024. - xxvii, 480 p. :ill., digital ;24 cm.

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.

ISBN: 9789819995349$q(electronic bk.)

Standard No.: 10.1007/978-981-99-9534-9doiSubjects--Topical Terms:

191036
Business mathematics.

LC Class. No.: HF5691

Dewey Class. No.: 650.01513

Financial mathematics, derivatives and structured products
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505 0 $a 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.
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650 0 $a Distribution (Probability theory) $3 182306
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650 2 4 $a Statistics in Business, Management, Economics, Finance, Insurance. $3 913173
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