Mathematical Models of Financial Derivatives PDF, ePub eBook

Mathematical Models of Financial Derivatives

File Name:Mathematical Models of Financial Derivatives
Posted By:Yue-Kuen Kwok
Published on 2008-07-10 by Springer Science & Business Media
ISBN-10:3540686886
Status : AVAILABLE Last checked: 23 Minutes ago!
Ratting: 4.6 of 5 from 889 votes. Ready to download

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Book Summary

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.

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