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Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation
Jan R. M. Roman
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Description for Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation
Paperback. Num Pages: 492 pages, 2 black & white illustrations, 1 colour illustrations, biography. BIC Classification: KFF; KJM. Category: (G) General (US: Trade). Dimension: 158 x 235 x 33. Weight in Grams: 780.
This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years' experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets. Coverage includes: *Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks. *Numerical methods including discrete-time methods, finite different methods, binomial models and Monte Carlo simulations. ... Read more
This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years' experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets. Coverage includes: *Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks. *Numerical methods including discrete-time methods, finite different methods, binomial models and Monte Carlo simulations. ... Read more
Product Details
Publisher
Springer International Publishing AG
Format
Paperback
Publication date
2017
Condition
New
Weight
779g
Number of Pages
492
Place of Publication
Cham, Switzerland
ISBN
9783319340265
SKU
V9783319340265
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Jan R. M. Roman
Jan Roeman is Senior Lecturer, Malardaran University, where he teaches analytical finance and financial engineering. He is also a financial engineer in the Quantitative Risk Modelling Group at Swedbank Robur Funds, where he specializes in risk model validation, focusing on all inputs to front office systems including interest rates and volatility structures. Jan has over 16 years financial markets experience ... Read more
Reviews for Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation
The aim of this book is to cover the most essential elements of valuing derivatives on equity markets. ... The book may be used as a textbook for graduate students in mathematical and analytical finance, and also may be useful for practitioners working in this area of finance. (Anatoliy Swishchuk, zbMATH 1382.91001, 2018)