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Mathematical Models Of Financial Derivatives 2nd Ed Y K Kwok

  • SKU: BELL-4104392
Mathematical Models Of Financial Derivatives 2nd Ed Y K Kwok
$ 31.00 $ 45.00 (-31%)

4.8

104 reviews

Mathematical Models Of Financial Derivatives 2nd Ed Y K Kwok instant download after payment.

Publisher: Springer
File Extension: PDF
File size: 3.09 MB
Pages: 537
Author: Y K Kwok
ISBN: 9783540686880, 3540686886
Language: English
Year: 2008
Edition: 2nd ed

Product desciption

Mathematical Models Of Financial Derivatives 2nd Ed Y K Kwok by Y K Kwok 9783540686880, 3540686886 instant download after payment.

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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