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Problems and Solutions in Mathematical Finance: Equity Derivatives, Volume 2 (The Wiley Finance Series)
Ebook Free Problems and Solutions in Mathematical Finance: Equity Derivatives, Volume 2 (The Wiley Finance Series)
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From the Back Cover
Problems and Solutions in Mathematical Finance VOLUME 2 Equity Derivatives Eric Chin, Dian Nel and Sverrir Ólafsson The quantitative methods required for the pricing and hedging of a range of financial securities are drawn from mathematical finance, an important and rapidly growing discipline. In an increasingly complex financial world, the role of mathematical finance is indispensable. It follows that successful financial engineers or quants need to have an excellent grasp of all the major technicalities of mathematical finance to master its diverse applications in the financial industry. Problems and Solutions in Mathematical Finance Volume 2: Equity Derivatives is the second of a four-volume set of books focusing on problems and solutions in mathematical finance. The first volume in the series introduced the reader to all the important concepts in probability and stochastic calculus. The second volume covers a broad area of equity derivative contracts, ranging from vanilla options to various more complex options such as time dependent American, compound, barrier and volatility options. The theoretical presentation and its effective integration with a wide range of problems is clear and to the point. This approach brings the student quickly to the forefront of the modern practice of mathematical finance. This series is unique as it provides the student with rigorous but yet intuitive explanations of some highly technical material further deepened by extensive real-world examples. Written mainly for students, industry practitioners and those involved in teaching in this field of study, Equity Derivatives provides a valuable reference book to complement one's further understanding of mathematical finance.
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About the Author
Dr. Eric Chin (London, UK) is a quantitative analyst at Standard Chartered Bank where he is involved in providing guidance on price testing methodologies and their implementation, formulating model calibration and model appropriateness across all asset classes. Dian Nel (London, UK) is a quantitative analyst currently working for Norwegian Energy and has many years experience in energy markets where his main interests include exotic options, portfolio optimisation and hedging in incomplete markets. Dr. Sverrir ?lafsson?(Reykjavik, Iceland) is a professor in the School of Business at the University of Reykjavik, Iceland and a visiting professor in the Department of Electrical Engineering and Computer Science at Queen Mary University of London. He is also the director of Riskcon Ltd a UK based consultancy on risk management.
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Product details
Series: The Wiley Finance Series (Book 2)
Hardcover: 856 pages
Publisher: Wiley; 1 edition (March 13, 2017)
Language: English
ISBN-10: 9781119965824
ISBN-13: 978-1119965824
ASIN: 1119965829
Product Dimensions:
6.8 x 2 x 9.7 inches
Shipping Weight: 3.5 pounds (View shipping rates and policies)
Average Customer Review:
5.0 out of 5 stars
1 customer review
Amazon Best Sellers Rank:
#1,030,125 in Books (See Top 100 in Books)
A terrific book for training quants on trading equity derivative. Problems can be challenging for the mathematical novice. Full solutions are provided for every problem!
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