000 03379nam a22003855i 4500
001 297116
003 MX-SnUAN
005 20160429155404.0
007 cr nn 008mamaa
008 150903s2008 gw | o |||| 0|eng d
020 _a9783540686880
_99783540686880
024 7 _a10.1007/9783540686880
_2doi
035 _avtls000350092
039 9 _a201509030455
_bVLOAD
_c201405050351
_dVLOAD
_y201402071308
_zstaff
040 _aMX-SnUAN
_bspa
_cMX-SnUAN
_erda
050 4 _aHB135-147
100 1 _aKwok, Yue-Kuen.
_eautor
_9332659
245 1 0 _aMathematical Models of Financial Derivatives /
_cby Yue-Kuen Kwok.
250 _a2.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c2008.
300 _axv, 530 páginas
_brecurso en línea.
336 _atexto
_btxt
_2rdacontent
337 _acomputadora
_bc
_2rdamedia
338 _arecurso en línea
_bcr
_2rdacarrier
347 _aarchivo de texto
_bPDF
_2rda
490 0 _aSpringer Finance,
_x1616-0533
500 _aSpringer eBooks
505 0 _ato Derivative Instruments -- Financial Economics and Stochastic Calculus -- Option Pricing Models: Black–Scholes–Merton Formulation and Martingale Pricing Theory -- Path Dependent Options -- American Options -- Numerical Schemes for Pricing Options -- Interest Rate Models and Bond Pricing -- Interest Rate Derivatives: Bond Options, LIBOR and Swap Products.
520 _aMathematical Models of Financial Derivatives is a textbook on the theory behind modeling derivatives using the financial engineering approach, focussing on the martingale pricing principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analyzed, emphasizing on the aspects of pricing, hedging and their risk management. Starting from the renowned Black-Scholes-Merton formulation of option pricing model, readers are guided through the text on the new advances on the state-of-the-art derivative pricing models and interest rate models. Both analytic techniques and numerical methods for solving various types of derivative pricing models are emphasized. The second edition presents a substantial revision of the first edition. The continuous-time martingale pricing theory is motivated through analysis of the underlying financial economics principles within a discrete-time framework. A large collection of closed-form formulas of various forms of exotic equity and fixed income derivatives are documented. The most recent research results and methodologies are made accessible to readers through the extensive set of exercises at the end of each chapter. Yue-Kuen Kwok is Professor of Mathematics at Hong Kong University of Science and Technology. He is the author of over 80 research papers and several books, including Applied Complex Variables. He is an associate editor of Journal of Economic Dynamics and Control and Asia-Pacific Financial Markets.
590 _aPara consulta fuera de la UANL se requiere clave de acceso remoto.
710 2 _aSpringerLink (Servicio en línea)
_9299170
776 0 8 _iEdición impresa:
_z9783540422884
856 4 0 _uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-3-540-68688-0
_zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL)
942 _c14
999 _c297116
_d297116