×


 x 

Shopping cart
Eric Chin - Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives - 9781119965824 - V9781119965824
Stock image for illustration purposes only - book cover, edition or condition may vary.

Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives

€ 82.26
FREE Delivery in Ireland
Description for Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives Hardback. Detailed guidance on the mathematics behind equity derivatives Problems and Solutions in Mathematical Finance Volume II is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry. Series: Wiley Finance Series. Num Pages: 416 pages. BIC Classification: KFF; PBW. Category: (P) Professional & Vocational. Dimension: 244 x 170. .
Detailed guidance on the mathematics behind equity derivatives

Problems and Solutions in Mathematical Finance Volume II is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry. This volume focuses solely on equity derivatives problems, beginning with basic problems in derivatives securities before moving on to more advanced applications, including the construction of volatility surfaces to price exotic options. By providing a methodology for solving theoretical and practical problems, whilst explaining the limitations of financial models, this book helps readers to develop the skills they need to advance ... Read more

As Volume II of the four-volume Problems and Solutions in Mathematical Finance series, this book provides clear explanation of the mathematics behind equity derivatives, in order to help readers gain a deeper understanding of their mechanics and a firmer grasp of the calculations.

  • Review the fundamentals of equity derivatives
  • Work through problems from basic securities to advanced exotics pricing
  • Examine numerical methods and detailed derivations of closed-form solutions
  • Utilise formulae for probability, differential equations, and more

Mathematical finance relies on mathematical models, numerical methods, computational algorithms and simulations to make trading, hedging, and investment decisions. For the practitioners and graduate students of quantitative finance, Problems and Solutions in Mathematical Finance Volume II provides essential guidance principally towards the subject of equity derivatives.

Show Less

Product Details

Format
Hardback
Publication date
2017
Publisher
John Wiley & Sons Inc
Condition
New
Series
Wiley Finance Series
Number of Pages
864
Place of Publication
New York, United States
ISBN
9781119965824
SKU
V9781119965824
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50

About Eric Chin
Dr. Eric Chin (London, UK) is a quantitative analyst at Standard Chartered Bank where he is involved in providing guidance on price testing methodologies and their implementation, formulating model calibration and model appropriateness across all asset classes. Dian Nel (London, UK) is a quantitative analyst currently working for Norwegian Energy and has many years experience in energy markets where his ... Read more

Reviews for Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives

Goodreads reviews for Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives


Subscribe to our newsletter

News on special offers, signed editions & more!