| 书目名称 | Financial Mathematics, Derivatives and Structured Products | | 编辑 | Raymond H. Chan,Yves ZY. Guo,Xun Li | | 视频video | | | 概述 | Friendly with readers with or without rigorous mathematical training.Bridges the gap between theory and practice.Offers examples and analysis from industrial point of view | | 图书封面 |  | | 描述 | .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 us | | 出版日期 | Textbook 2024Latest edition | | 关键词 | Financial Markets; Equities and Equity Indices; Foreign Exchange Instruments; Commodities; Investment Fu | | 版次 | 2 | | doi | https://doi.org/10.1007/978-981-99-9534-9 | | isbn_softcover | 978-981-99-9536-3 | | isbn_ebook | 978-981-99-9534-9 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Singapor |
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发表于 2025-3-21 19:24:06
