Erschienen: 13.03.2017 Abbildung von Ólafsson / Nel | Problems and Solutions in Mathematical Finance | 2017

Ólafsson / Nel

Problems and Solutions in Mathematical Finance

Equity Derivatives, Volume 2

2017. Buch. 856 S. Hardcover

ISBN 978-1-119-96582-4

Format (B x L): 16,8 x 24,4 cm

Gewicht: 1562 g

In englischer Sprache

Das Werk ist Teil der Reihe: Wiley Finance Series; 2

Produktbeschreibung

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.

Gesamtwerk

Die 8. Auflage ist wieder auf sechs Bände angelegt. Darin finden sich übersichtlich und in systematischer Gliederung Vertragsmuster aus der Feder erfahrener Experten. Jedem dieser Muster folgen Anmerkungen, mit denen der dem Vertragsentwurf zu Grunde liegende Sachverhalt und die Gründe für die Wahl des spezifischen Formulars erläutert werden.

Autoren

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