Problems and Solutions in Mathematical Finance, Volume 2, 9781119965824
Hardcover
Master equity derivatives: problems, solutions, and mathematics explained in detail.

Problems and Solutions in Mathematical Finance, Volume 2

equity derivatives

$221.06

  • Hardcover

    864 pages

  • Release Date

    13 March 2017

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Summary

Mastering Equity Derivatives: Problems and Solutions in Mathematical Finance

Detailed guidance on the mathematics behind equity derivatives

Problems and Solutions in Mathematical Finance Volume II is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry. This volume focuses solely on equity derivatives problems, beginning with basic problem…

Book Details

ISBN-13:9781119965824
ISBN-10:1119965829
Series:The Wiley Finance Series
Author:Eric Chin, Dian Nel, Sverrir �lafsson
Publisher:John Wiley & Sons Inc
Imprint:John Wiley & Sons Inc
Format:Hardcover
Number of Pages:864
Edition:1st
Release Date:13 March 2017
Weight:1.63kg
Dimensions:246mm x 173mm x 51mm
About The Author

Eric Chin

Dr. Eric Chin (London, UK) is a quantitative analyst at Standard Chartered Bank where he is involved in providing guidance on price testing methodologies and their implementation, formulating model calibration and model appropriateness across all asset classes.

Dian Nel (London, UK) is a quantitative analyst currently working for Norwegian Energy and has many years experience in energy markets where his main interests include exotic options, portfolio optimisation and hedging in incomplete markets.

Dr. Sverrir ?lafsson (Reykjavik, Iceland) is a professor in the School of Business at the University of Reykjavik, Iceland and a visiting professor in the Department of Electrical Engineering and Computer Science at Queen Mary University of London. He is also the director of Riskcon Ltd a UK based consultancy on risk management.

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