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Financial Mathematics, Derivatives and Structured Products

  • Raymond H. Chan
  • Yves ZY. Guo
  • Spike T. Lee
  • Xun Li

Table of contents

  1. Front Matter
    Pages i-xxv
  2. Financial Markets

    1. Front Matter
      Pages 1-1
    2. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 3-12
    3. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 13-33
    4. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 35-41
    5. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 43-48
    6. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 49-53
    7. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 55-60
    8. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 61-65
    9. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 67-85
  3. Stochastic Calculus and Financial Modelling

    1. Front Matter
      Pages 87-87
    2. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 89-101
    3. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 103-118
    4. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 119-133
    5. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 135-143
    6. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 145-160
    7. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 161-177
    8. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 179-194
    9. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 195-212
    10. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 213-221
    11. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 223-230
  4. Extensions to Financial Modelling

    1. Front Matter
      Pages 231-231
    2. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 233-247
    3. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 249-258
    4. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 259-275
    5. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 277-289
    6. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 291-294
  5. Structured Products and Solutions

    1. Front Matter
      Pages 295-295
    2. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 297-307
    3. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 309-350
    4. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 351-366
    5. Raymond H. Chan, Yves ZY. Guo, Spike T. Lee, Xun Li
      Pages 367-376
  6. Back Matter
    Pages 377-395

About this book

Introduction

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)

Keywords

Financial Markets Equities and Equity Indices Foreign Exchange Instruments Commodities Investment Funds Options . Black–Scholes–Merton Model Local Volatility Model Stochastic Volatility Model Structured Products

Authors and affiliations

  • Raymond H. Chan
    • 1
  • Yves ZY. Guo
    • 2
  • Spike T. Lee
    • 3
  • Xun Li
    • 4
  1. 1.City University of Hong KongKowloon TongHong Kong
  2. 2.BNP Paribas CIBCentralHong Kong
  3. 3.The Chinese University of Hong KongSha TinHong Kong
  4. 4.The Hong Kong Polytechnic UniversityHung HomHong Kong

Bibliographic information

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