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Mathematical Models of Financial Derivatives

af Yue-Kuen Kwok

indgår i Springer Finance serien

indgår i Springer Finance Textbooks serien

Mathematical Models of Financial Derivatives af Yue-Kuen Kwok
Bag om Mathematical Models of Financial Derivatives

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783540422884
  • Indbinding:
  • Hardback
  • Sideantal:
  • 530
  • Udgivet:
  • 1. juli 2003
  • Udgave:
  • 22008
  • Størrelse:
  • 242x165x36 mm.
  • Vægt:
  • 974 g.
  • 8-11 hverdage.
  • 10. december 2024

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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.

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