Overview
- Was one of the earliest introductory textbooks in mathematical finance
- Good reputation established by the 1st edition
- Includes supplementary material: sn.pub/extras
Part of the book series: Springer Finance (FINANCE)
Part of the book sub series: Springer Finance Textbooks (SFTEXT)
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Table of contents (8 chapters)
Keywords
About this book
Reviews
From the reviews of the second edition:
"Mathematical Models of Financial Derivatives is a … comprehensive collection of known facts and techniques, as well as a methodologically thought-through textbook on derivative pricing in financial markets. The book is written both for a novice who will profit from its numerous and well-conceived exercises, and a practitioner who wants to brush up on finer points of the classical pricing theory behind a specific financial product. … it will certainly attract many a non-mathematician with an interest in quantitative methods in finance … ." (Gordan Žitkovic, The Mathematical Association of America, March, 2009)
"This book is written mainly as a textbook of modeling on derivative pricing theory for the students in financial engineering, computational finance etc. It provides basic knowledge of mathematical theory and applications of the financial derivatives. … This book can also be used as an Instructor’s Manual of reference of those in financial institutions." (Gong Guanglu, Zentralblatt MATH, Vol. 1146, 2008)
Authors and Affiliations
About the author
Yue-Kuen Kwok is Professor and Program Director of MSc in Mathematics (Financial Mathematics and Statistics) at the Department of Mathematics of Hong Kong University of Science and Technology
Bibliographic Information
Book Title: Mathematical Models of Financial Derivatives
Authors: Yue-Kuen Kwok
Series Title: Springer Finance
DOI: https://doi.org/10.1007/978-3-540-68688-0
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2008
Hardcover ISBN: 978-3-540-42288-4Published: 09 July 2008
Softcover ISBN: 978-3-642-44793-8Published: 02 November 2014
eBook ISBN: 978-3-540-68688-0Published: 10 July 2008
Series ISSN: 1616-0533
Series E-ISSN: 2195-0687
Edition Number: 2
Number of Pages: XV, 530
Topics: Mathematical Modeling and Industrial Mathematics, Public Economics, Quantitative Finance, Finance, general, Applications of Mathematics, Probability Theory and Stochastic Processes