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책 정보
· 분류 : 외국도서 > 과학/수학/생태 > 수학 > 응용수학
· ISBN : 9789811336959
· 쪽수 : 395쪽
· 출판일 : 2019-03-07
목차
Introduction to Financial Markets.- Interest Rate Instruments.- Equities and Equity Indices.- Foreign Exchange Instruments.- Commodities.- Credit Derivatives.- Investment Funds.- Options.- Elements of Probability.- Stochastic Calculus Part I.- Black-Scholes-Merton Model for Option Pricing.- Stochastic Calculus Part II.- Risk-Neutral Pricing Framework.- Numerical Methods for Option Pricing.- American Options.- Exotic Options Pricing and Hedging.- Num eraires and the Pricing of Vanilla Interest Rate Options.- Foreign Exchange Modelling.- Local, Stochastic Volatility Models, Static Hedging and Variance Swap.- Jump-diffusion Models.- Interest Rate Term Structure Modelling.- Credit Modelling.- Commodity Modelling.- Structured Products.- Popular Structured Products.- Dynamic Asset Allocation.- Systematic Strategy.