Carte Problems and Solutions in Mathematical Finance Dian Nel

Problems and Solutions in Mathematical Finance

Equity Derivatives, Volume 2

Limbă: engleză
Legare: Copertă tare
Disponibilitate: În depozitul extern
Expediem în 14-21 zile
350.24 lei
An essential reference for practitioners and students of quantitative finance§Financial analysts and...

Informații despre carte

Limbă
engleză
Legare
Carte - Copertă tare
Publicat
2017
Pagini
856
EAN
9781119965824
ISBN
1119965829
Enbook ID
01995010
Greutate
1604
Dimensiuni
252 x 181 x 50

Descriere completă

An essential reference for practitioners and students of quantitative finance§Financial analysts and investment bankers utilize mathematical finance tenets constantly in their encounters with financial markets, making a firm grasp of quantitative skills essential to a successful practitioner. Building upon the stochastic calculus basis established in Volume I, Problems and Solutions in Mathematical Finance Volume II concentrates on the study of equity, currency, and commodity derivatives. In their sequel study on mathematical finance, quantitative analysts Dr. Eric Chin and Dian Nel and risk management professor Dr. Sverrir Olafsson provide examples of both basic derivative securities and advanced model parameters. Mathematical and computational finance rely on computational intelligence, numerical methods, and computer simulations to make trading, hedging, and investment decisions, to determine the risk of those decisions, and to define price derivatives.§Details the problem-solving process that determines popular option pricing techniques including procedures from closed-form solutions to numerical methods§Provides the background required to enrich a career based in equities, currency, and commodity derivatives§For students and practitioners of quantitative finance, the detailed explanations of equity derivatives in this book will enrich any study of financial markets.

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