| Record Type: |
Electronic resources
: Monograph/item
|
| Title/Author: |
Financial mathematics, derivatives and structured products/ by Raymond H. Chan ... [et al.]. |
| other author: |
Chan, Raymond H. |
| Published: |
Singapore :Springer Nature Singapore : : 2024., |
| Description: |
xxvii, 480 p. :ill., digital ;24 cm. |
| [NT 15003449]: |
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. |
| Contained By: |
Springer Nature eBook |
| Subject: |
Business mathematics. - |
| Online resource: |
https://doi.org/10.1007/978-981-99-9534-9 |
| ISBN: |
9789819995349 |