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Financial mathematics, derivatives and structured products

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

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

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

625055
Business mathematics.

LC Class. No.: HF5691

Dewey Class. No.: 650.01513

Financial mathematics, derivatives and structured products
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245 0 0 $a Financial mathematics, derivatives and structured products $h [electronic resource] / $c by Raymond H. Chan ... [et al.].
250 $a Second edition.
260 $a Singapore : $b Springer Nature Singapore : $b Imprint: Springer, $c 2024.
300 $a xxvii, 480 p. : $b ill., digital ; $c 24 cm.
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.
650 0 $a Business mathematics. $3 625055
650 0 $a Distribution (Probability theory) $3 533179
650 0 $a Financial engineering. $3 550926
650 1 4 $a Mathematical Modeling and Industrial Mathematics. $3 891089
650 2 4 $a Probability Theory. $3 3538789
650 2 4 $a Financial Economics. $3 895543
650 2 4 $a Statistics in Business, Management, Economics, Finance, Insurance. $3 3538572
700 1 $a Chan, Raymond H. $3 3385661
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856 4 0 $u https://doi.org/10.1007/978-981-99-9534-9
950 $a Mathematics and Statistics (SpringerNature-11649)