Authors:
- Friendly with readers with or without rigorous mathematical training
- Bridges the gap between theory and practice
- Offers examples and analysis from industrial point of view
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Table of contents (27 chapters)
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Front Matter
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Stochastic Calculus and Financial Modelling
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Front Matter
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About this book
This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. Further, it takes a different route from the existing financial mathematics books, and will appeal to students and practitioners with or without a scientific background. The book can also be used as a textbook for the following courses:
• Financial Mathematics (undergraduate level)
• Stochastic Modelling in Finance (postgraduate level)
• Financial Markets and Derivatives (undergraduate level)
• Structured Products and Solutions (undergraduate/postgraduate level)
Reviews
“The material included in this book covers a very wide spectrum of financial mathematics, which makes the book useful for different levels of readers, including undergraduate and graduate students as well as researchers and practitioners. The write-up is of a lecture note style, and is easy to follow.” (Wenqing Hu, Mathematical Reviews, May, 2021)
“This book would be a natural choice in advanced undergraduate courses and master's level courses in financial mathematics, financial engineering, applied stochastic processes, and finance. The book would also serve as a useful reference for academics and practicing financial engineers.” (Steve Dunbar, MAA Reviews, January 12, 2020)
Authors and Affiliations
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City University of Hong Kong, Kowloon Tong, Hong Kong
Raymond H. Chan
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BNP Paribas CIB, Central, Hong Kong
Yves ZY. Guo
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The Chinese University of Hong Kong, Sha Tin, Hong Kong
Spike T. Lee
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The Hong Kong Polytechnic University, Hung Hom, Hong Kong
Xun Li
About the authors
Prof. Raymond H. Chan, Chair Professor and Dean of College of Science, City University of Hong Kong
Yves GUO, Managing Director, BNP Paribas CIB, Central, Hong Kong
Spike T. LEE, Research Assistant, The Chinese University of Hong Kong
Bibliographic Information
Book Title: Financial Mathematics, Derivatives and Structured Products
Authors: Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
DOI: https://doi.org/10.1007/978-981-13-3696-6
Publisher: Springer Singapore
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer Nature Singapore Pte Ltd. 2019
Hardcover ISBN: 978-981-13-3695-9Published: 07 March 2019
eBook ISBN: 978-981-13-3696-6Published: 27 February 2019
Edition Number: 1
Number of Pages: XXV, 395
Number of Illustrations: 127 b/w illustrations
Topics: Mathematical Modeling and Industrial Mathematics, Probability Theory and Stochastic Processes, Financial Engineering, Statistics for Business, Management, Economics, Finance, Insurance