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Matériel obligatoire et recommandé
Mathematical Models of Financial Derivatives : 2nd Edition
Kwok, Yue-Kuen
Éditeur : SPRINGER NATURE
ISBN papier: 9783540422884
Parution : 2008
Code produit : 1135660
Catégorisation :
Livres /
Science /
Mathématique /
Actuariat et mathématiques financières
Formats disponibles
| Format | Qté. disp. | Prix* | Commander |
|---|---|---|---|
| Livre papier | En rupture de stock** |
Prix membre : 98,75 $ Prix non-membre : 103,95 $ |
*Les prix sont en dollars canadien. Taxes et frais de livraison en sus.
**Ce produits est en rupture de stock mais sera expédié dès qu'ils sera disponible.
Description
This second edition of "Mathematical Models of Financial Derivatives", 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. It presents a self-contained treatment of risk-neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory. Derivative pricing models are solved using various approaches, by martingale pricing theory and partial differential equation methods. This text is targeted to students in mathematical finance. It also serves as a good reference for quantitative analysts and derivative traders in investment banks. The most recent research results and methodologies are made accessible to the reader through the extensive set of exercises at the end of each chapter.