Financial Mathematics, Derivatives and Structured Products

Raymond H. Chan (), Yves ZY. Guo (), Spike T. Lee () and Xun Li ()
Additional contact information
Raymond H. Chan: City University of Hong Kong
Yves ZY. Guo: BNP Paribas CIB
Spike T. Lee: The Chinese University of Hong Kong
Xun Li: The Hong Kong Polytechnic University

in Springer Books from Springer

Date: 2019
ISBN: 978-981-13-3696-6
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Chapters in this book:

Ch Chapter 1 Introduction to Financial Markets

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 10 Stochastic Calculus Part I

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 11 Black–Scholes–Merton Model for Option Pricing

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 12 Stochastic Calculus Part II

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 13 Risk-Neutral Pricing Framework

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 14 Numerical Methods for Option Pricing

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 15 American Options

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 16 Exotic Options Pricing and Hedging

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 17 Numéraires and the Pricing of Vanilla Interest Rate Options

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 18 Foreign Exchange Modelling

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 19 Local, Stochastic Volatility Models, Static Hedging and Variance Swap

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 2 Interest Rate Instruments

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 20 Jump-Diffusion Models

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 21 Interest Rate Term Structure Modelling

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 22 Credit Modelling

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 23 Commodity Modelling

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 24 Structured Products

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 25 Popular Structured Products

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 26 Dynamic Asset Allocation

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 27 Systematic Strategy

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 3 Equities and Equity Indices

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 4 Foreign Exchange Instruments

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 5 Commodities

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 6 Credit Derivatives

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 7 Investment Funds

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 8 Options

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Ch Chapter 9 Elements of Probability

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-981-13-3696-6

Ordering information: This item can be ordered from
http://www.springer.com/9789811336966

DOI: 10.1007/978-981-13-3696-6

Access Statistics for this book

More books in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().