An Introduction To The Mathematics Of Financial Derivatives
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Author | : Salih N. Neftci |
Publisher | : Academic Press |
Total Pages | : 550 |
Release | : 2000-05-19 |
Genre | : Business & Economics |
ISBN | : 0125153929 |
Download An Introduction to the Mathematics of Financial Derivatives Book in PDF, Epub and Kindle
A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.
Author | : Paul Wilmott |
Publisher | : Cambridge University Press |
Total Pages | : 338 |
Release | : 1995-09-29 |
Genre | : Business & Economics |
ISBN | : 9780521497893 |
Download The Mathematics of Financial Derivatives Book in PDF, Epub and Kindle
Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.
Author | : Martin Baxter |
Publisher | : Cambridge University Press |
Total Pages | : 252 |
Release | : 1996-09-19 |
Genre | : Business & Economics |
ISBN | : 9780521552899 |
Download Financial Calculus Book in PDF, Epub and Kindle
A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
Author | : Jamil Baz |
Publisher | : Cambridge University Press |
Total Pages | : 358 |
Release | : 2004-01-12 |
Genre | : Business & Economics |
ISBN | : 9780521815109 |
Download Financial Derivatives Book in PDF, Epub and Kindle
Publisher Description
Author | : Raymond H. Chan |
Publisher | : Springer |
Total Pages | : 395 |
Release | : 2019-02-27 |
Genre | : Mathematics |
ISBN | : 9811336962 |
Download Financial Mathematics, Derivatives and Structured Products Book in PDF, Epub and Kindle
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)
Author | : William T. Shaw |
Publisher | : Cambridge University Press |
Total Pages | : 570 |
Release | : 1998-12-10 |
Genre | : Business & Economics |
ISBN | : 9780521592338 |
Download Modelling Financial Derivatives with MATHEMATICA ® Book in PDF, Epub and Kindle
CD plus book for financial modelling, requires Mathematica 3 or 2.2; runs on most platforms.
Author | : Yue-Kuen Kwok |
Publisher | : Springer Science & Business Media |
Total Pages | : 541 |
Release | : 2008-07-10 |
Genre | : Mathematics |
ISBN | : 3540686886 |
Download Mathematical Models of Financial Derivatives Book in PDF, Epub and Kindle
This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. This second edition features additional emphasis on the discussion of Ito calculus and Girsanovs Theorem, and the risk-neutral measure and equivalent martingale pricing approach. A new chapter on credit risk models and pricing of credit derivatives has been added. Up-to-date research results are provided by many useful exercises.
Author | : Philip Hunt |
Publisher | : John Wiley and Sons |
Total Pages | : 476 |
Release | : 2004-07-02 |
Genre | : Mathematics |
ISBN | : 9780470863589 |
Download Financial Derivatives in Theory and Practice Book in PDF, Epub and Kindle
The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions. The book originally published in March 2000 to widespread acclaim. This revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text. Comprehensive introduction to the theory and practice of financial derivatives. Discusses and elaborates on the theory of interest rate derivatives, an area of increasing interest. Divided into two self-contained parts ? the first concentrating on the theory of stochastic calculus, and the second describes in detail the pricing of a number of different derivatives in practice. Written by well respected academics with experience in the banking industry. A valuable text for practitioners in research departments of all banking and finance sectors. Academic researchers and graduate students working in mathematical finance.
Author | : Victor Goodman |
Publisher | : American Mathematical Soc. |
Total Pages | : 274 |
Release | : 2009 |
Genre | : Capital market |
ISBN | : 0821847937 |
Download The Mathematics of Finance Book in PDF, Epub and Kindle
The book begins with binomial stock price models, moves on to multistage models, then to the Cox-Ross-Rubinstein option pricing process, and then to the Black-Scholes formula. Other topics presented include Zero Coupon Bonds, forward rates, the yield curve, and several bond price models. The book continues with foreign exchange models and the Keynes Interest Rate Parity Formula, and concludes with the study of country risk, a topic not inappropriate for the times."--pub. desc.
Author | : Donald R. Chambers |
Publisher | : CRC Press |
Total Pages | : 581 |
Release | : 2021-06-16 |
Genre | : Computers |
ISBN | : 1000370127 |
Download Introduction to Financial Mathematics Book in PDF, Epub and Kindle
This book’s primary objective is to educate aspiring finance professionals about mathematics and computation in the context of financial derivatives. The authors offer a balance of traditional coverage and technology to fill the void between highly mathematical books and broad finance books. The focus of this book is twofold: To partner mathematics with corresponding intuition rather than diving so deeply into the mathematics that the material is inaccessible to many readers. To build reader intuition, understanding and confidence through three types of computer applications that help the reader understand the mathematics of the models. Unlike many books on financial derivatives requiring stochastic calculus, this book presents the fundamental theories based on only undergraduate probability knowledge. A key feature of this book is its focus on applying models in three programming languages –R, Mathematica and EXCEL. Each of the three approaches offers unique advantages. The computer applications are carefully introduced and require little prior programming background. The financial derivative models that are included in this book are virtually identical to those covered in the top financial professional certificate programs in finance. The overlap of financial models between these programs and this book is broad and deep.