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Thursday, 17 November 2022

Mathematical Models of Financial Derivatives Free Download Here

Mathematical Models of Financial Derivatives

Book Title: Mathematical Models of Financial Derivatives
Author:  Yue-Kuen Kwok
2nd Edition

 This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. This second edition features additional emphasis on the discussion of Ito calculus and Girsanovs Theorem, and the risk-neutral measure and equivalent martingale pricing approach. A new chapter on credit risk models and pricing of credit derivatives has been added. Up-to-date research results are provided by many useful exercises.



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