Financial Mathematics, Derivatives and Structured Products
Author
Abstract
Individual chapters are listed in the "Chapters" tab
Suggested Citation
DOI: 10.1007/978-981-13-3696-6
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Book Chapters
The following chapters of this book are listed in IDEAS- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Introduction to Financial Markets," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 3-12, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Interest Rate Instruments," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 13-33, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Equities and Equity Indices," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 35-41, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Foreign Exchange Instruments," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 43-48, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Commodities," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 49-53, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Credit Derivatives," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 55-60, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Investment Funds," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 61-65, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Options," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 67-85, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Elements of Probability," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 89-101, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Stochastic Calculus Part I," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 103-118, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Black–Scholes–Merton Model for Option Pricing," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 119-133, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Stochastic Calculus Part II," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 135-143, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Risk-Neutral Pricing Framework," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 145-160, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Numerical Methods for Option Pricing," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 161-177, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "American Options," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 179-194, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Exotic Options Pricing and Hedging," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 195-212, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Numéraires and the Pricing of Vanilla Interest Rate Options," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 213-221, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Foreign Exchange Modelling," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 223-230, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Local, Stochastic Volatility Models, Static Hedging and Variance Swap," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 233-247, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Jump-Diffusion Models," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 249-258, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Interest Rate Term Structure Modelling," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 259-275, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Credit Modelling," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 277-289, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Commodity Modelling," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 291-294, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Structured Products," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 297-307, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Popular Structured Products," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 309-350, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Dynamic Asset Allocation," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 351-366, Springer.
- Raymond H. Chan & Yves ZY. Guo & Spike T. Lee & Xun Li, 2019. "Systematic Strategy," Springer Books, in: Financial Mathematics, Derivatives and Structured Products, chapter 0, pages 367-376, Springer.
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