9783540422884-3540422889-Mathematical Models of Financial Derivatives (Springer Finance)

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
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Book details

ISBN-13: 9783540422884
ISBN-10: 3540422889
Edition: 2nd
Author: Yue Kuen Kwok
Publication date: 2008
Publisher: Springer
Format: Hardcover 386 pages

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.

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