Financial Mathematics, Derivatives and Structured Products
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Beschreibung
This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. Further, it takes a different route from the existing financial mathematics books, and will appeal to students and practitioners with or without a scientific background. The book can also be used as a textbook for the following courses:
- Financial Mathematics (undergraduate level)
- Stochastic Modelling in Finance (postgraduate level)
- Financial Markets and Derivatives (undergraduate level)
- Structured Products and Solutions (undergraduate/postgraduate level)
This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. Further, it takes a different route from the existing financial mathematics books, and will appeal to students and practitioners with or without a scientific background. The book can also be used as a textbook for the following courses:
• Financial Mathematics (undergraduate level)
• Stochastic Modelling in Finance (postgraduate level)
• Financial Markets and Derivatives (undergraduate level)
• Structured Products and Solutions (undergraduate/postgraduate level)
Friendly with readers with or without rigorous mathematical training Bridges the gap between theory and practice Offers examples and analysis from industrial point of view
Autor*in
Raymond H. Chan
Themen in »Financial Mathematics, Derivatives and Structured Products«
Financial Markets Equities and Equity Indices Foreign Exchange Instruments Commodities Investment Funds Options . Black–Scholes–Merton Model Local Volatility Model Stochastic Volatility Model Structured Products
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“The material included in this book covers a very wide spectrum of financial mathematics, which makes the book useful for different levels of readers, including undergraduate and graduate students as well as researchers and practitioners. The write-up is of a lecture note style, and is easy to follow.” (Wenqing Hu, Mathematical Reviews, May, 2021)
“This book would be a natural choice in advanced undergraduate courses and master's level courses in financial mathematics, financial engineering, applied stochastic processes, and finance. The book would also serve as a useful reference for academics and practicing financial engineers.” (Steve Dunbar, MAA Reviews, January 12, 2020)
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