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Mathematical Models of Financial Derivatives (Springer Finance)
Yue-Kuen Kwok
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Description for Mathematical Models of Financial Derivatives (Springer Finance)
Hardcover. This book contains a comprehensive account of pricing models of financial derivatives. It covers risk neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory. Series: Springer Finance / Springer Finance Textbooks. Num Pages: 530 pages, 3 black & white tables, biography. BIC Classification: KFF; PBWH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 30. Weight in Grams: 976.
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.
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.
Product Details
Format
Hardback
Publication date
2008
Publisher
Springer
Condition
New
Series
Springer Finance / Springer Finance Textbooks
Number of Pages
530
Place of Publication
Berlin, Germany
ISBN
9783540422884
SKU
V9783540422884
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Yue-Kuen Kwok
Yue-Kuen Kwok is Professor and Program Director of MSc in Mathematics (Financial Mathematics and Statistics) at the Department of Mathematics of Hong Kong University of Science and Technology
Reviews for Mathematical Models of Financial Derivatives (Springer Finance)
From the reviews of the second edition: Mathematical Models of Financial Derivatives is a ... comprehensive collection of known facts and techniques, as well as a methodologically thought-through textbook on derivative pricing in financial markets. The book is written both for a novice who will profit from its ... Read more