Financial Mathematics, Derivatives and Structured Products
Authors: Chan, R., Guo, Y., Lee, S.T., Li, X.
Free Preview- Friendly with readers with or without rigorous mathematical trainingBridges the gap between theory and practiceOffers examples and analysis from industrial point of view
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- About this Textbook
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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)
- About the authors
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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
Xun LI, Associate Professor, Hong Kong Polytechnic University
- Reviews
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“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)
- Table of contents (27 chapters)
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Introduction to Financial Markets
Pages 3-12
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Interest Rate Instruments
Pages 13-33
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Equities and Equity Indices
Pages 35-41
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Foreign Exchange Instruments
Pages 43-48
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Commodities
Pages 49-53
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Table of contents (27 chapters)
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Bibliographic Information
- Bibliographic Information
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- Book Title
- Financial Mathematics, Derivatives and Structured Products
- Authors
-
- Raymond Chan
- Yves Guo
- Spike T Lee
- Xun Li
- Copyright
- 2019
- Publisher
- Springer Singapore
- Copyright Holder
- Springer Nature Singapore Pte Ltd.
- eBook ISBN
- 978-981-13-3696-6
- DOI
- 10.1007/978-981-13-3696-6
- Hardcover ISBN
- 978-981-13-3695-9
- Edition Number
- 1
- Number of Pages
- XXV, 395
- Number of Illustrations
- 127 b/w illustrations
- Topics
