Description: Mathematical Models of Financial Derivatives, Paperback by Kwok, Yue-Kuen, ISBN 3642447937, ISBN-13 9783642447938, Like New Used, Free P&P in the UK 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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Book Title: Mathematical Models of Financial Derivatives
Item Height: 235 mm
Item Width: 155 mm
Series: Springer Finance
Author: Yue-Kuen Kwok
Publication Name: Mathematical Models of Financial Derivatives
Format: Paperback
Language: English
Publisher: Springer-Verlag Berlin AND Heidelberg Gmbh & Co. KG
Subject: Engineering & Technology, Accounting, Finance, Mathematics
Publication Year: 2014
Type: Textbook
Item Weight: 831 g
Number of Pages: 530 Pages
