An Introduction to the Mathematics of Financial Derivatives

An Introduction to the Mathematics of Financial Derivatives
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.

The Mathematics of Financial Derivatives

The Mathematics of Financial Derivatives
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.

Financial Calculus

Financial Calculus
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.

Financial Derivatives

Financial Derivatives
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

Financial Mathematics, Derivatives and Structured Products

Financial Mathematics, Derivatives and Structured Products
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)

Modelling Financial Derivatives with MATHEMATICA ®

Modelling Financial Derivatives with MATHEMATICA ®
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.

Mathematical Models of Financial Derivatives

Mathematical Models of Financial Derivatives
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.

Financial Derivatives in Theory and Practice

Financial Derivatives in Theory and Practice
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.

The Mathematics of Finance

The Mathematics of 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.

Introduction to Financial Mathematics

Introduction to Financial Mathematics
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.