{"product_id":"mathematics-of-the-financial-markets-financial-instruments-and-derivatives-modelling-valuation-and-risk-issues-the-wiley-finance-series-9781118513453","title":"Mathematics of the Financial Markets Financial","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003cp\u003eForeword by A.G. MALLIARIS, Loyola University, Chicago xi\u003c\/p\u003e \u003cp\u003eMain Notations xiii\u003c\/p\u003e \u003cp\u003eIntroduction xv\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART I THE DETERMINISTIC ENVIRONMENT\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e1 Prior to the Yield Curve: Spot and Forward Rates 3\u003c\/p\u003e \u003cp\u003e2 The Term Structure or Yield Curve 13\u003c\/p\u003e \u003cp\u003e3 Spot Instruments 23\u003c\/p\u003e \u003cp\u003e4 Equities and Stock Indexes 47\u003c\/p\u003e \u003cp\u003e5 Forward Instruments 75\u003c\/p\u003e \u003cp\u003e6 Swaps 91\u003c\/p\u003e \u003cp\u003e7 Futures 119\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART II THE PROBABILISTIC ENVIRONMENT\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e8 The Basis of Stochastic Calculus 147\u003c\/p\u003e \u003cp\u003e9 Other Financial Models: From ARMA to the GARCH Family 165\u003c\/p\u003e \u003cp\u003e10 Option Pricing in General 175\u003c\/p\u003e \u003cp\u003e11 Options on Specific Underlyings and Exotic Options 209\u003c\/p\u003e \u003cp\u003e12 Volatility and Volatility Derivatives 237\u003c\/p\u003e \u003cp\u003e13 Credit Derivatives 257\u003c\/p\u003e \u003cp\u003e14 Market Performance and Risk Measures 275\u003c\/p\u003e \u003cp\u003e15 Beyond the Gaussian Hypothesis: Potential Troubles with Derivatives Valuation 303\u003c\/p\u003e \u003cp\u003eBibliography 319\u003c\/p\u003e \u003cp\u003eIndex 323\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49406883660119,"sku":"9781118513453","price":57.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781118513453.jpg?v=1730497439","url":"https:\/\/bookcurl.com\/products\/mathematics-of-the-financial-markets-financial-instruments-and-derivatives-modelling-valuation-and-risk-issues-the-wiley-finance-series-9781118513453","provider":"Book Curl","version":"1.0","type":"link"}