Mathematical Models of Financial Derivatives (Springer Finance)
ISBN-13:
9783540422884
ISBN-10:
3540422889
Edition:
2nd
Author:
Yue Kuen Kwok
Publication date:
2008
Publisher:
Springer
Format:
Hardcover
386 pages
Category:
Public Finance
,
Economics
FREE US shipping
Book details
ISBN-13:
9783540422884
ISBN-10:
3540422889
Edition:
2nd
Author:
Yue Kuen Kwok
Publication date:
2008
Publisher:
Springer
Format:
Hardcover
386 pages
Category:
Public Finance
,
Economics
Summary
Mathematical Models of Financial Derivatives (Springer Finance) (ISBN-13: 9783540422884 and ISBN-10: 3540422889), written by authors
Yue Kuen Kwok, was published by Springer in 2008.
With an overall rating of 4.2 stars, it's a notable title among other
Public Finance
(Economics) books. You can easily purchase or rent Mathematical Models of Financial Derivatives (Springer Finance) (Hardcover) from BooksRun,
along with many other new and used
Public Finance
books
and textbooks.
And, if you're looking to sell your copy, our current buyback offer is $0.3.
Description
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.
We would LOVE it if you could help us and other readers by reviewing the book
Book review
Congratulations! We have received your book review.
{user}
{createdAt}
by {truncated_author}