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Wiley Problems and Solutions in Mathematical Finance Vol 2

Amazon

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Description

Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives is an innovative reference designed for quantitative practitioners and students. Part of the Wiley Finance Series, this volume provides detailed guidance on the mathematics behind equity derivatives. It serves as a practical guide for navigating mathematical problems encountered within the finance industry. The text begins with fundamental problems in derivative securities before progressing to advanced applications. Readers will find methodology for solving both theoretical and practical problems, including the construction of volatility surfaces used to price exotic options. This book offers a structured approach to mastering the mathematical foundations required for modern equity derivative analysis.

Key Features

This Wiley Finance Series volume provides detailed mathematical guidance specifically for equity derivatives.

The text offers a methodology for solving both theoretical and practical mathematical problems found in the finance industry.

Content progresses from basic derivative securities problems to advanced applications like constructing volatility surfaces.

This book serves as a professional reference for quantitative practitioners and students studying mathematical finance.

The material includes specific guidance on the mathematics required to price exotic options.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
12 August 2016
Listed Since
22 July 2011

Barcode

No barcode data available

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