Author | Chan, Raymond H. author. Author. http://id.loc.gov/vocabulary/relators/aut |
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Title | Financial Mathematics, Derivatives and Structured Products [electronic resource] / by Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li |
Imprint | Singapore : Springer Singapore : Imprint: Springer, 2019 |
Edition | 1st ed. 2019 |
Connect to | https://doi.org/10.1007/978-981-13-3696-6 |
Descript | XXV, 395 p. 127 illus. online resource |
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 -- Nuḿeraires 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