Financial Mathematics, Derivatives and Structured Products
Feb. 2019 · Springer
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This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. Further, it takes a different route from the existing financial mathematics books, and will appeal to students and practitioners with or without a scientific background. The book can also be used as a textbook for the following courses:
• Financial Mathematics (undergraduate level)
• Stochastic Modelling in Finance (postgraduate level)
• Financial Markets and Derivatives (undergraduate level)
• Structured Products and Solutions (undergraduate/postgraduate level)
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Prof. Raymond H. Chan, Chair Professor and Dean of College of Science, City University of Hong Kong
Yves GUO, Managing Director, BNP Paribas CIB, Central, Hong Kong
Spike T. LEE, Research Assistant, The Chinese University of Hong Kong
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