Problems and Solutions in Mathematical Finance Vol ume IV: Commodity and Foreign Exchange Derivatives

Szerző: Eric Chin

Nyelv:

Kötés: Kemény kötésű

Kiadó: John Wiley & Sons Inc

Elérhetőség: Könyvújdonság

Megjelenés ismeretlen

16 053 Ft

An essential reference for practitioners and students of quantitative finance Financial analysts an...

Információk a könyvről

Szerző

Eric Chin

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

2024

oldal

416

EAN

9781119965800

ISBN

1119965802

Enbook ID

02099095

Kiadó

John Wiley & Sons Inc

Méretek

170 x 244

Teljes leírás

An essential reference for practitioners and students of quantitative finance Financial analysts and investment bankers rely greatly upon the mathematical finance (also known as computational finance) when seeking to establish the value of financial instruments. Nowhere is that more true than in the pricing of commodity and foreign exchange derivatives. While there are many guides to pricing commodity and foreign exchange derivatives, until now there were none whose focus is on making the complex mathematics involved accessible for students and practitioners. This fourth and final volume in the landmark Problems and Solutions in Mathematical Finance series does just that. Its unique problem/solution, step-by-step approach dramatically streamlines the learning process for anyone attempting to get to grips with the mathematical modeling of commodity and foreign exchange derivatives. Builds upon the ideas in the previous three volumes to school you in the essential mathematical concepts and procedures used in valuing commodity and foreign exchange options Walks you step-by-step through both the theoretical aspects of commodity and Forex derivatives pricing and an array of crucial real-world problems An ideal text for quantitative finance students providing detailed, plain-English explanations of equity derivatives and their valuation An essential go-to resource for busy practitioners looking to refresh their knowledge of the most popular techniques for commodity and foreign exchange derivates

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Problems and Solutions in Mathematical Finance Vol ume IV: Commodity and Foreign Exchange Derivatives

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