Newsletter   Secure Checkout   Shopping Cart (0 Items)  
Search:    Welcome Guest! Save up to 30-40% on most items with our awesome everyday discounts!

Mathematical Models of Financial Derivatives (Springer Finance) [Hardcover]

Our Price $ 93.06  
Retail Value $ 99.00  
You Save $ 5.94  
Item Number 230434  
Buy New $93.06
Available on the Internet only.

Item description for Mathematical Models of Financial Derivatives (Springer Finance) by Yue-Kuen Kwok...

This second edition of Mathematical Models of Financial Derivatives, 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. It presents a self-contained treatment of risk-neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory. Derivative pricing models are solved using various approaches, by martingale pricing theory and partial differential equation methods. This text is targeted to students in mathematical finance. It also serves as a good reference for quantitative analysts and derivative traders in investment banks. The most recent research results and methodologies are made accessible to the reader through the extensive set of exercises at the end of each chapter.

Promise Angels is dedicated to bringing you great books at great prices. Whether you read for entertainment, to learn, or for literacy - you will find what you want at!

Item Specifications...

Pages   530
Est. Packaging Dimensions:   Length: 1.5" Width: 6.5" Height: 9.5"
Weight:   2.02 lbs.
Binding  Hardcover
Release Date   Aug 15, 2008
Publisher   Springer
ISBN  3540422889  
ISBN13  9783540422884  

Availability  149 units.
Availability accurate as of Oct 24, 2016 08:21.
Usually ships within one to two business days from La Vergne, TN.
Orders shipping to an address other than a confirmed Credit Card / Paypal Billing address may incur and additional processing delay.

More About Yue-Kuen Kwok

Register your artisan biography and upload your photo! Yue-Kuen Kwok is Professor and Program Director of MSc in Mathematics (Financial Mathematics and Statistics) at the Department of Mathematics of Hong Kong University of Science and Technology

Are You The Artisan or Author behind this product?
Improve our customers experience by registering for an Artisan Biography Center Homepage.

Product Categories

1Books > Special Features > Formats
2Books > Special Features > New & Used Textbooks > Business & Finance > Finance
3Books > Subjects > Business & Investing > Economics > General
4Books > Subjects > Professional & Technical > Accounting & Finance > Finance > General
5Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > General
6Books > Subjects > Reference
7Books > Subjects > Science > General
8Books > Subjects > Science > Mathematics > Applied > General
9Books > Subjects > Science > Mathematics > General
10Books > Subjects > Science > Mathematics > Reference

Reviews - What do customers think about Mathematical Models of Financial Derivatives (Springer Finance)?

The goal of this book is to disseminate the knowledge of a very technical subject to a very wide range of audience, including finance professionals. The author did a respectable job in that regard. With some improvement in future revisions, this book seems to be one of the best introductionary texts on stochastic calculus.
Lucid and detailed introduction  Aug 20, 2001
This is a really lucid and detailed introduction to derivative pricing theory from the pde way of doing things. The author is an applied mathematician, of the fluid mechanics variety, and this should tell you right away what the drift of the presentation is like.

Some will argue that all of Wilmott's books are along exactly the same line, so why do we need another pde book? Given the amazing number of textbooks dedicated to the martingale approach, it is great to have yet another, fresh way of looking at the pde approach.

The derivations come with all the necessary technical details, the style is very down to earth, and to my mind original. There are many details that I personally haven't seen in any other textbook before, and there are plenty of what seem like very useful exercises.

I really like this book, and it was a pleasant surprise to see it in a local library.

The cherry of this book is its well-thought out exercises  Nov 26, 2000
This is a well-written textbook for beginners in financial derivatives. It is very comprehensive as it covers various financial products. The main attraction of this book is its exercises. Many problems come from past academic papers. I benefit a lot from doing those drills.
Mathematical Models of Financial Derivatives  Jun 12, 2000
The book is only a undergraduate textbook with no surprise. The author just tried to collect every method in linear pde and applied to finance area. Content is more or less same as Paul Wilmott's "option pricing : mathematical models and computations".

Write your own review about Mathematical Models of Financial Derivatives (Springer Finance)

Ask A Question or Provide Feedback regarding Mathematical Models of Financial Derivatives (Springer Finance)

Item Feedback and Product Questions
For immediate assistance call 888.395.0572 during the hours of 10am thru 8pm EST Monday thru Friday and a customer care representative will be happy to help you!

Help us continuously improve our service by reporting your feedback or questions below:

I have a question regarding this product
The information above is incorrect or conflicting
The page has misspellings or incorrect grammar
The page did not load correctly in my browser or created an error.

Email Address:
Anti Spam Question. To combat spammers we require that you answer a simple question.
What color is the sky?
Leave This Blank :
Do Not Change This Text :

Add This Product Widget To Your Website

Looking to add this information to your own website? Then use our Product Widget to allow you to display product information in a frame that is 120 pixels wide by 240 pixels high.

    Copy and paste the following HTML into your website and enjoy!

Order toll-free weekdays 10am thru 10pm EST by phone: 1-888-395-0572 (Lines are closed on holidays & weekends.)
Customer Service | My Account | Track My Orders | Return Policy | Request Free Catalog | Email Newsletter

Gift Certificates
RSS Feeds
About Us
Contact Us
Terms Of Use
Privacy Policy