SULJE VALIKKO

Englanninkielisten kirjojen poikkeusaikata... LUE LISÄÄ

avaa valikko

Financial Mathematics, Derivatives and Structured Products
64,10 €
Springer
Sivumäärä: 480 sivua
Asu: Kovakantinen kirja
Painos: 2
Julkaisuvuosi: 2024, 13.06.2024 (lisätietoa)
Kieli: Englanti
Tuotesarja: Springer Finance Textbooks

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.

This second edition substantially extends, updates and clarifies the previous edition. New materials and enhanced contents include, but not limited to, the role of central counterparties for derivatives transactions, the reference rates to replace LIBOR, risk-neutral modelling for futures and forward, discussions and analysis on risk-neutral framework and numéraires, discrete dividend modelling, variance reduction techniques for Monte Carlo method, finite difference method analysis, tree method, FX modelling, multi-name credit derivatives modelling, local volatility model, forward variance model and local-stochastic volatility model to reflect market practice.

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. 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)




Tuotetta lisätty
ostoskoriin kpl
Siirry koriin
LISÄÄ OSTOSKORIIN
Tilaustuote | Arvioimme, että tuote lähetetään meiltä noin 4-5 viikossa
Myymäläsaatavuus
Helsinki
Tapiola
Turku
Tampere
Financial Mathematics, Derivatives and Structured Productszoom
Näytä kaikki tuotetiedot
ISBN:
9789819995332
Sisäänkirjautuminen
Kirjaudu sisään
Rekisteröityminen
Oma tili
Omat tiedot
Omat tilaukset
Omat laskut
Lisätietoja
Asiakaspalvelu
Tietoa verkkokaupasta
Toimitusehdot
Tietosuojaseloste