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: 2024
Edition: 2nd ed. 2024
ISBN: 978-981-99-9534-9
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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 Options

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

Ch Chapter 11 Introduction to Structured Products

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

Ch Chapter 12 Review of Basic Probability Concepts

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

Ch Chapter 13 Stochastic Calculus: I

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

Ch Chapter 14 Black–Scholes–Merton Model for Option Pricing

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

Ch Chapter 15 Stochastic Calculus: II

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

Ch Chapter 16 Risk-Neutral Pricing Framework

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

Ch Chapter 17 Numéraires and Vanilla Interest Rate Options Pricing*

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 American and Exotic Options*

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

Ch Chapter 2 Financial Transactions and Counterparty Risk Management*

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

Ch Chapter 20 Hedging/Pricing Options and Structured Products in Practice*

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

Ch Chapter 21 Numerical Method (1): Monte Carlo Simulation

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

Ch Chapter 22 Numerical Method (2): Binomial and Trinomial Trees

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

Ch Chapter 23 Numerical Method (3): PDE Approach*

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

Ch Chapter 24 Static Hedging, Variance Swap and Volatility Index*

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

Ch Chapter 25 Local and Stochastic Volatility Models

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

Ch Chapter 26 Jump-Diffusion Models*

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

Ch Chapter 27 Interest Rate Term Structure Modelling*

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

Ch Chapter 28 Credit Modelling*

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

Ch Chapter 29 Commodity Modelling*

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

Ch Chapter 3 Interest Rate Instruments: I

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

Ch Chapter 30 Structured Products: Structuring Topics

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

Ch Chapter 31 Popular Option Based Structured Products

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

Ch Chapter 32 Structured Products with Dynamic Asset Allocation and Systematic Strategies

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

Ch Chapter 4 Interest Rate Instruments: II

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

Ch Chapter 5 Equities and Equity Indices

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

Ch Chapter 6 Foreign Exchange Instruments

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

Ch Chapter 7 Commodities

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

Ch Chapter 8 Credit Derivatives

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

Ch Chapter 9 Investment Funds

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

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DOI: 10.1007/978-981-99-9534-9

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