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Více informací o knize Problems and Solutions in Mathematical Finance

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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Applied mathematics

• Plný název: Problems and Solutions in Mathematical Finance
• Podnázev: Equity Derivatives, Volume 2
• Autor: Dian Nel, Sverrir Ólafsson
• Jazyk: Angličtina
• Vazba: Pevná
• Počet stran: 856
• EAN: 9781119965824
• ISBN: 1119965829
• ID: 01995010
• Nakladatelství: John Wiley & Sons Inc
• Hmotnost: 1604 g
• Rozměry: 181 × 252 × 50 mm
• Datum vydání: 03. February 2017

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