Abstract
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).
| Original language | English |
|---|---|
| Publisher | Springer Singapore |
| Number of pages | 395 |
| ISBN (Electronic) | 9789811336966 |
| ISBN (Print) | 9789811336959 |
| DOIs | |
| Publication status | Published - 2019 |
| Externally published | Yes |
Bibliographical note
Publisher Copyright:© Springer Nature Singapore Pte Ltd. 2019.
Keywords
- Black-scholes-merton model
- Commodities
- Equities and equity indices
- Financial markets
- Foreign exchange instruments
- Investment funds
- Local volatility model
- Options
- Stochastic volatility model
- Structured products