The Mathematics of Financial Derivatives PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download The Mathematics of Financial Derivatives PDF full book. Access full book title The Mathematics of Financial Derivatives by Paul Wilmott. Download full books in PDF and EPUB format.
Author: Paul Wilmott
Publisher: Cambridge University Press
ISBN: 9780521497893
Category : Business & Economics
Languages : en
Pages : 338
Get Book Here
Book Description
Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.
Author: Paul Wilmott
Publisher: Cambridge University Press
ISBN: 9780521497893
Category : Business & Economics
Languages : en
Pages : 338
Get Book Here
Book Description
Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.
Author: Salih N. Neftci
Publisher: Academic Press
ISBN: 0125153929
Category : Business & Economics
Languages : en
Pages : 550
Get Book Here
Book Description
A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.
Author: Jamil Baz
Publisher: Cambridge University Press
ISBN: 9780521815109
Category : Business & Economics
Languages : en
Pages : 358
Get Book Here
Book Description
This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito's lemma are discussed heuristically. The second chapter develops generic pricing techniques for assets and derivatives, determining the notion of a stochastic discount factor or pricing kernel, and then uses this concept to price conventional and exotic derivatives. The third chapter applies the pricing concepts to the special case of interest rate markets, namely, bonds and swaps, and discusses factor models and term structure consistent models. The fourth chapter deals with a variety of mathematical topics that underlie derivatives pricing and portfolio allocation decisions such as mean-reverting processes and jump processes and discusses related tools of stochastic calculus such as Kolmogorov equations, martingale techniques, stochastic control, and partial differential equations.
Author: Raymond H. Chan
Publisher: Springer Nature
ISBN: 9819995345
Category :
Languages : en
Pages : 478
Get Book Here
Book Description
Author: Rob Quail
Publisher: John Wiley & Sons
ISBN: 0471467669
Category : Business & Economics
Languages : en
Pages : 337
Get Book Here
Book Description
"Financial Derivatives" - Jetzt neu in der 3. komplett überarbeiteten Auflage! Dieses umfassende Nachschlagewerk bietet eine gründliche Einführung in das Thema Finanzderivate und ihre Bedeutung für das Risikomanagement im Unternehmensumfeld. Es vermittelt fundierte Kenntnisse zum Thema Finanzderivate, und zwar mit einem verständlich gehaltenen Minimum an Finanzmathematik, was Preisbildung und Bewertung angeht. Mit einer breitgefächerten Übersicht über die verschiedenen Arten von Finanzderivaten. Mit neuem Material zu Kreditderivaten und zur Kreditrisikobewertung bei Derivaten. Mit neuen und ausführlicheren Informationen zu den Themen Finanztechnik und strukturierte Finanzprodukte. "Financial Derivatives" - Ein unverzichtbarer Ratgeber für alle Finanzexperten im Bereich Risikomanagement.
Author: Satyajit Das
Publisher: McGraw-Hill Companies
ISBN:
Category : Business & Economics
Languages : en
Pages : 888
Get Book Here
Book Description
"Risk Management and Financial Derivatives: A Guide to the Mathematics meets the demand for a simple, nontechnical explanation of the methodology of risk management and financial derivatives." "Risk Management and Financial Derivatives provides clear, concise explanations of the mathematics behind today's complex financial risk management topics. An ideal introduction for those new to the subject, it will also serve as an indispensable reference for those already experienced in the field."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved
Author: Yue-Kuen Kwok
Publisher: Springer Science & Business Media
ISBN: 3540686886
Category : Mathematics
Languages : en
Pages : 541
Get Book Here
Book Description
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.
Author: William T. Shaw
Publisher: Cambridge University Press
ISBN: 9780521592338
Category : Business & Economics
Languages : en
Pages : 570
Get Book Here
Book Description
CD plus book for financial modelling, requires Mathematica 3 or 2.2; runs on most platforms.
Author: Martin Baxter
Publisher: Cambridge University Press
ISBN: 9780521552899
Category : Business & Economics
Languages : en
Pages : 252
Get Book Here
Book Description
A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
Author: Michael A. H. Dempster
Publisher: Cambridge University Press
ISBN: 9780521584241
Category : Business & Economics
Languages : en
Pages : 614
Get Book Here
Book Description
During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. During this period more than 300 scholars and financial practitioners attended to conduct research and to attend more than 150 research seminars. Many of the presented papers were on the subject of financial derivatives. The very best were selected to appear in this volume. They range from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. Hence this book will be of interest to both academic scholars and financial engineers.
