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Catalogue Information
Field name	Details
Dewey Class	003.3
Title	Financial Mathematics, Derivatives and Structured Products ([EBook] /) / by Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li.
Author	Chan, Raymond H.
Added Personal Name	Guo, Yves ZY.
	Lee, Spike T.
	Li, Xun
Other name(s)	SpringerLink (Online service)
Edition statement	1st ed. 2019.
Publication	Singapore : : Springer Singapore : : Imprint: Springer, , 2019.
Physical Details	XXV, 395 p. 127 illus. : online resource.
ISBN	9789811336966
Summary Note	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).:
Contents note	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.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	https://doi.org/10.1007/978-981-13-3696-6
Links to Related Works	Subject References: Financial Engineering . Mathematical Modeling and Industrial Mathematics . Mathematical models . Probabilities . Probability theory and stochastic processes . Statistics . Statistics for Business, Management, Economics, Finance, Insurance . Authors: author . Chan, Raymond H. . Guo, Yves ZY. . Lee, Spike T. . Li, Xun . Corporate Authors: SpringerLink (Online service) . Classification: 003.3 .

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Financial Mathematics, Derivatives and Structured Products

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