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    3. Financial Mathematics, Derivatives and Structured Products (2nd Edition)

    Financial Mathematics, Derivatives and Structured Products (2nd Edition)

    Posted By: hill0
    Date: 14 Jun 2024 10:56:02
    Financial Mathematics, Derivatives and Structured Products (2nd Edition)

    Financial Mathematics, Derivatives and Structured Products
    English | 2024 | ISBN: 9819995337 | 507 Pages | PDF EPUB (True) | 26 MB

    This second edition substantially extends, updates and clarifies the previous edition. New materials and enhanced contents include, but not limited to, the role of central counterparties for derivatives transactions, the reference rates to replace LIBOR, risk-neutral modelling for futures and forward, discussions and analysis on risk-neutral framework and numéraires, discrete dividend modelling, variance reduction techniques for Monte Carlo method, finite difference method analysis, tree method, FX modelling, multi-name credit derivatives modelling, local volatility model, forward variance model and local-stochastic volatility model to reflect market practice.
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