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Mathematical Models of Financial Derivatives, Paperback by Kwok, Yue-Kuen, Li...

Description: Mathematical Models of Financial Derivatives, Paperback by Kwok, Yue-Kuen, ISBN 3642447937, ISBN-13 9783642447938, Like New Used, Free P&P in the UK 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.

Price: 63.33 GBP

Location: Castle Donington

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Mathematical Models of Financial Derivatives, Paperback by Kwok, Yue-Kuen, Li...

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Book Title: Mathematical Models of Financial Derivatives

Item Height: 235 mm

Item Width: 155 mm

Series: Springer Finance

Author: Yue-Kuen Kwok

Publication Name: Mathematical Models of Financial Derivatives

Format: Paperback

Language: English

Publisher: Springer-Verlag Berlin AND Heidelberg Gmbh & Co. KG

Subject: Engineering & Technology, Accounting, Finance, Mathematics

Publication Year: 2014

Type: Textbook

Item Weight: 831 g

Number of Pages: 530 Pages

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