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Problems and Solutions in Mathematical Finance Volume 2 ebook

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Spesifikasi produk: Judul : Problems and Solutions in Mathematical Finance Volume 2 Equity Derivatives Edisi : 1 Tahun : 2017 ISBN : -10: 1119965829 Pengarang : Dian Nel, Eric Chin, Sverrir Olafsson Penerbit: : Wiley Format file : PDF Ukuran File : 9.9 mb Jumlah halaman : 856 Bahasa: Inggris 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 Table of Contents Chapter 1 Basic Equity Derivatives Theory Chapter 2 European Options Chapter 3 American Options Chapter 4 Barrier Options Chapter 5 Asian Options Chapter 6 Exotic Options Chapter 7 Volatility Models

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