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Mathematical Models of Financial Derivatives

Mathematical Models of Financial Derivatives

Yue-Kuen Kwok

119,19 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
2014
Materia
Hacienda pública
ISBN:
9783642447938
119,19 €
IVA incluido
Disponible

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Sobre IBD

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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Otros libros del autor

  • Mathematical Models of Financial Derivatives
    Yue-Kuen Kwok
    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 t...