Financial Mathematics Derivatives And Structured Products PDF Download
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| 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 | : Raymond H. Chan |
| Publisher | : Springer Nature |
| Total Pages | : 478 |
| Release | : |
| Genre | : |
| ISBN | : 9819995345 |
Download Financial Mathematics, Derivatives and Structured Products Book in PDF, ePub and Kindle
| 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 | : Harry M. Kat |
| Publisher | : Wiley |
| Total Pages | : 390 |
| Release | : 2001-08-22 |
| Genre | : Business & Economics |
| ISBN | : 9780471486527 |
Download Structured Equity Derivatives Book in PDF, ePub and Kindle
Although the pricing and hedging of derivatives contracts has been the subject of a large number of books, hardly any books exist on the actual design of derivatives contracts. Structured Equity Derivatives fills this gap in a remarkable way. The book introduces an approach to the structuring and practical application of derivatives that allows the reader to create his own derivatives solutions to an endless variety of problems. The approach is extremely natural - the only limit is the reader's own creativity. Since it clearly explains the reasons why derivatives exist and why there is such a large variety, this is the book that should be read before picking up any other book on the pricing and hedging of derivatives. As the book concentrates on product design instead of pricing, there are no complex pricing formulas or numerical procedures. The emphasis is on intuition and common sense rather than complex formal results, which makes the book accessible to people from many different backgrounds.
| Author | : Jerome Yen |
| Publisher | : Routledge |
| Total Pages | : 150 |
| Release | : 2014-11-27 |
| Genre | : Business & Economics |
| ISBN | : 1317638891 |
Download Emerging Financial Derivatives Book in PDF, ePub and Kindle
Exotic options and structured products are two of the most popular financial products over the past ten years and will soon become very important to the emerging markets, especially China. This book first discusses the products' recent development in the world and provides comprehensive overview of the major products. The book also discusses the risks of issuing and buying such products as well as the techniques to price them and to assess the risks. Volatility is the most important factor in determining the return and risk. Therefore, significant part of the book's content discusses how we can measure the volatility by using local and stochastic volatility models — Heston Model and Dupire Model, the volatility surface, the term structure of volatility, variance swaps, and breakeven volatility. The book introduces a set of dimensions which can be used to describe structured products to help readers to classify them. It also describes the more commonly traded exotic options with details. The book discusses key features of each exotic option which can be used to develop structured products and covers their pricing models and when to issue such products that contain such exotic options. This book contains several case studies about how to use the models or techniques to price and hedge risks. These case analyses are illuminating.
| Author | : Steffen Tolle |
| Publisher | : John Wiley & Sons |
| Total Pages | : 223 |
| Release | : 2012-11-30 |
| Genre | : Business & Economics |
| ISBN | : 1118580400 |
Download Structured Products in Wealth Management Book in PDF, ePub and Kindle
Structured products in the form of equity-linked derrivatives have seen a rapid rise in popularity in the field of wealth management. Structured products are combinations of derivatives and traditional financial instruments such as stocks and bonds. The various components are combined into a single financial instrument and securitized. Discusses the characteristics and practical applications of structured products. In addition to providing a description of the structured products, this book focuses on their practical applications, showing how they can generate added value as part of an integrated investment process. Colourful charts help present the material in an attractive, real-world context.
| Author | : Rob Quail |
| Publisher | : John Wiley & Sons |
| Total Pages | : 337 |
| Release | : 2003-03-20 |
| Genre | : Business & Economics |
| ISBN | : 0471467669 |
Download Financial Derivatives Book in PDF, ePub and Kindle
"Financial Derivatives" - Jetzt neu in der 3. komplett überarbeiteten Auflage! Dieses umfassende Nachschlagewerk bietet eine gründliche Einführung in das Thema Finanzderivate und ihre Bedeutung für das Risikomanagement im Unternehmensumfeld. Es vermittelt fundierte Kenntnisse zum Thema Finanzderivate, und zwar mit einem verständlich gehaltenen Minimum an Finanzmathematik, was Preisbildung und Bewertung angeht. Mit einer breitgefächerten Übersicht über die verschiedenen Arten von Finanzderivaten. Mit neuem Material zu Kreditderivaten und zur Kreditrisikobewertung bei Derivaten. Mit neuen und ausführlicheren Informationen zu den Themen Finanztechnik und strukturierte Finanzprodukte. "Financial Derivatives" - Ein unverzichtbarer Ratgeber für alle Finanzexperten im Bereich Risikomanagement.
| Author | : Rob Quail |
| Publisher | : John Wiley & Sons |
| Total Pages | : 627 |
| Release | : 2009-10-15 |
| Genre | : Business & Economics |
| ISBN | : 0470541741 |
Download Financial Derivatives Book in PDF, ePub and Kindle
Essential insights on the various aspects of financial derivatives If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can prudently use them within the context of your underlying business activities. Financial Derivatives introduces you to the wide range of markets for financial derivatives. This invaluable guide offers a broad overview of the different types of derivatives-futures, options, swaps, and structured products-while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with helpful tables and charts, Financial Derivatives offers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. Discusses what derivatives are and how you can prudently implement them within the context of your underlying business activities Provides thorough coverage of financial derivatives and their role in risk management Explores financial derivatives without getting bogged down by the mathematics surrounding their pricing and valuation This informative guide will help you unlock the incredible potential of financial derivatives.
| Author | : Richard Bateson |
| Publisher | : World Scientific Publishing Company |
| Total Pages | : 375 |
| Release | : 2011-06-07 |
| Genre | : Business & Economics |
| ISBN | : 1911299565 |
Download Financial Derivative Investments: An Introduction To Structured Products Book in PDF, ePub and Kindle
Structured products are sold to a wide range of retail, high net worth and institutional investors, with over £15bn of structured investments sold in the UK in 2009. Based on a non-specialist graduate lecture course given at University College London (UCL), this book provides an invaluable introduction to the fast growing world of derivative investments and the technology used in their design, pricing and structuring. The book gives a comprehensive overview of structuring and trading products based on the author's extensive international experience in structuring investment products across a range of underlying asset classes, including equities, interest rates, credit and hybrids. The product coverage ranges from equity investments such as reverse convertibles and basket correlation products, to credit products such as first-to-default notes and the notorious “CDO2”.Written in a simple and accessible manner, this book will be of interest to students, bankers, investors and other finance professionals./a
| Author | : Michael A. H. Dempster |
| Publisher | : Cambridge University Press |
| Total Pages | : 614 |
| Release | : 1997-10-13 |
| Genre | : Business & Economics |
| ISBN | : 9780521584241 |
Download Mathematics of Derivative Securities Book in PDF, ePub and Kindle
During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. During this period more than 300 scholars and financial practitioners attended to conduct research and to attend more than 150 research seminars. Many of the presented papers were on the subject of financial derivatives. The very best were selected to appear in this volume. They range from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. Hence this book will be of interest to both academic scholars and financial engineers.
