Problems and Solutions in Mathematical Finance Volume Ii - Equity Derivatives(The Wiley Finance Series)

数学金融难题和解决方案 卷2:股票衍生工具

货币银行学

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546.00
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2017年02月02日
装      帧
精装
ISBN
9781119965824
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页      码
856
开      本
152.4x228.6mm
语      种
英文
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图书简介
Mathematical finance is a vast subject and is an ever growing field that no single book can cover everything, nor should it try to do so. Following on from the detailed treatment on stochastic calculus in volume I, this volume focuses on solving equity, currency and commodity derivative problems faced in todays world. By providing a methodology of solving theoretical and practical problems as well as discussing the limitations of financial models, readers will have a better understanding of the problem at hand, and hence fast track them to the next two volumes.   This volume is the first practical volume of the series containing basic problems in derivative securities before moving on to more advanced applications in the industry such as estimation of model parameters and constructing volatility surfaces to price exotic options. This volume contains problems and solutions of popular option pricing techniques ranging from detailed derivation of closed-form solutions to numerical methods. It will provide the reader with the necessary skills to enhance their career specialising in equities, currency and commodity derivatives and will provide a valuable reference book for practitioners and graduate students of quantitative finance.   Volume II Problems and Solutions on Mathematical Finance : Equity, Currency and Commodity Derivatives   Table of Contents   1.       Background on Equity, Currency and Commodity Derivatives 2.       European Options 3.       Volatility Models 4.       American Options 5.       Asian Options 6.       Barrier and Lookback Options 7.       Further Exotic Options 8.       Currency Derivatives 9.       Energy Derivatives Appendix A  Mathematics Formulae Appendix B  Probability Theory Formulae Appendix C  Statistical Theory Formulae Appendix D  Differential Equations Formulae
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