Problems and Solutions in Mathematical Finance, Volume 2 (PDF)
Equity Derivatives
(Sprache: Englisch)
Detailed guidance on the mathematics behind equity
derivatives
Problems and Solutions in Mathematical Finance Volume II
is an innovative reference for quantitative practitioners and
students, providing guidance through a range of...
derivatives
Problems and Solutions in Mathematical Finance Volume II
is an innovative reference for quantitative practitioners and
students, providing guidance through a range of...
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Detailed guidance on the mathematics behind equity
derivatives
Problems and Solutions in Mathematical Finance Volume II
is an innovative reference for quantitative practitioners and
students, providing guidance through a range of mathematical
problems encountered in the finance industry. This volume focuses
solely on equity derivatives problems, beginning with basic
problems in derivatives securities before moving on to more
advanced applications, including the construction of volatility
surfaces to price exotic options. By providing a methodology for
solving theoretical and practical problems, whilst explaining the
limitations of financial models, this book helps readers to develop
the skills they need to advance their careers. The text covers a
wide range of derivatives pricing, such as European, American,
Asian, Barrier and other exotic options. Extensive appendices
provide a summary of important formulae from calculus, theory of
probability, and differential equations, for the convenience of
readers.
As Volume II of the four-volume Problems and Solutions in
Mathematical Finance series, this book provides clear
explanation of the mathematics behind equity derivatives, in order
to help readers gain a deeper understanding of their mechanics and
a firmer grasp of the calculations.
* Review the fundamentals of equity derivatives
* Work through problems from basic securities to advanced exotics
pricing
* Examine numerical methods and detailed derivations of
closed-form solutions
* Utilise formulae for probability, differential equations, and
more
Mathematical finance relies on mathematical models, numerical
methods, computational algorithms and simulations to make trading,
hedging, and investment decisions. For the practitioners and
graduate students of quantitative finance, Problems and
Solutions in Mathematical Finance Volume II provides essential
guidance principally towards the subject of equity derivatives.
derivatives
Problems and Solutions in Mathematical Finance Volume II
is an innovative reference for quantitative practitioners and
students, providing guidance through a range of mathematical
problems encountered in the finance industry. This volume focuses
solely on equity derivatives problems, beginning with basic
problems in derivatives securities before moving on to more
advanced applications, including the construction of volatility
surfaces to price exotic options. By providing a methodology for
solving theoretical and practical problems, whilst explaining the
limitations of financial models, this book helps readers to develop
the skills they need to advance their careers. The text covers a
wide range of derivatives pricing, such as European, American,
Asian, Barrier and other exotic options. Extensive appendices
provide a summary of important formulae from calculus, theory of
probability, and differential equations, for the convenience of
readers.
As Volume II of the four-volume Problems and Solutions in
Mathematical Finance series, this book provides clear
explanation of the mathematics behind equity derivatives, in order
to help readers gain a deeper understanding of their mechanics and
a firmer grasp of the calculations.
* Review the fundamentals of equity derivatives
* Work through problems from basic securities to advanced exotics
pricing
* Examine numerical methods and detailed derivations of
closed-form solutions
* Utilise formulae for probability, differential equations, and
more
Mathematical finance relies on mathematical models, numerical
methods, computational algorithms and simulations to make trading,
hedging, and investment decisions. For the practitioners and
graduate students of quantitative finance, Problems and
Solutions in Mathematical Finance Volume II provides essential
guidance principally towards the subject of equity derivatives.
Autoren-Porträt von Chin, Dian Nel, Sverrir Ólafsson
Dr. Eric Chin (London, UK) is a quantitative analyst at Standard Chartered Bank where he is involved in providing guidance on price testing methodologies and their implementation, formulating model calibration and model appropriateness across all asset classes.Dian Nel (London, UK) is a quantitative analyst currently working for Norwegian Energy and has many years experience in energy markets where his main interests include exotic options, portfolio optimisation and hedging in incomplete markets.
Dr. Sverrir ?lafsson?(Reykjavik, Iceland) is a professor in the School of Business at the University of Reykjavik, Iceland and a visiting professor in the Department of Electrical Engineering and Computer Science at Queen Mary University of London. He is also the director of Riskcon Ltd a UK based consultancy on risk management.
Bibliographische Angaben
- Autoren: Chin , Dian Nel , Sverrir Ólafsson
- 2017, 1. Auflage, 856 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 1119966108
- ISBN-13: 9781119966104
- Erscheinungsdatum: 04.01.2017
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
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- Größe: 17 MB
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Sprache:
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