{"product_id":"problems-and-solutions-in-mathematical-finance-volume-2-9781119965824","title":"Problems and Solutions in Mathematical Finance","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eDetailed guidance on the mathematics behind equity derivatives    Problems and Solutions in Mathematical Finance Volume II is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003cp\u003ePreface ix\u003c\/p\u003e \u003cp\u003eAbout the Authors xi\u003c\/p\u003e \u003cp\u003e\u003cb\u003e1 Basic Equity Derivatives Theory 1\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e1.1 Introduction 1\u003c\/p\u003e \u003cp\u003e1.2 Problems and Solutions 8\u003c\/p\u003e \u003cp\u003e1.2.1 Forward and Futures Contracts 8\u003c\/p\u003e \u003cp\u003e1.2.2 Options Theory 15\u003c\/p\u003e \u003cp\u003e1.2.3 Hedging Strategies 27\u003c\/p\u003e \u003cp\u003e\u003cb\u003e2 European Options 63\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e2.1 Introduction 63\u003c\/p\u003e \u003cp\u003e2.2 Problems and Solutions 74\u003c\/p\u003e \u003cp\u003e2.2.1 Basic Properties 74\u003c\/p\u003e \u003cp\u003e2.2.2 Black–Scholes Model 89\u003c\/p\u003e \u003cp\u003e2.2.3 Tree-Based Methods 190\u003c\/p\u003e \u003cp\u003e2.2.4 The Greeks 218\u003c\/p\u003e \u003cp\u003e\u003cb\u003e3 American Options 267\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e3.1 Introduction 267\u003c\/p\u003e \u003cp\u003e3.2 Problems and Solutions 271\u003c\/p\u003e \u003cp\u003e3.2.1 Basic Properties 271\u003c\/p\u003e \u003cp\u003e3.2.2 Time-Independent Options 292\u003c\/p\u003e \u003cp\u003e3.2.3 Time-Dependent Options 305\u003c\/p\u003e \u003cp\u003e\u003cb\u003e4 Barrier Options 351\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e4.1 Introduction 351\u003c\/p\u003e \u003cp\u003e4.2 Problems and Solutions 357\u003c\/p\u003e \u003cp\u003e4.2.1 Probabilistic Approach 357\u003c\/p\u003e \u003cp\u003e4.2.2 Reflection Principle Approach 386\u003c\/p\u003e \u003cp\u003e4.2.3 Further Barrier-Style Options 408\u003c\/p\u003e \u003cp\u003e\u003cb\u003e5 Asian Options 439\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e5.1 Introduction 439\u003c\/p\u003e \u003cp\u003e5.2 Problems and Solutions 443\u003c\/p\u003e \u003cp\u003e5.2.1 Discrete Sampling 443\u003c\/p\u003e \u003cp\u003e5.2.2 Continuous Sampling 480\u003c\/p\u003e \u003cp\u003e\u003cb\u003e6 Exotic Options 531\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e6.1 Introduction 531\u003c\/p\u003e \u003cp\u003e6.2 Problems and Solutions 532\u003c\/p\u003e \u003cp\u003e6.2.1 Path-Independent Options 532\u003c\/p\u003e \u003cp\u003e6.2.2 Path-Dependent Options 586\u003c\/p\u003e \u003cp\u003e\u003cb\u003e7 Volatility Models 647\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e7.1 Introduction 647\u003c\/p\u003e \u003cp\u003e7.2 Problems and Solutions 652\u003c\/p\u003e \u003cp\u003e7.2.1 Historical and Implied Volatility 652\u003c\/p\u003e \u003cp\u003e7.2.2 Local Volatility 685\u003c\/p\u003e \u003cp\u003e7.2.3 Stochastic Volatility 710\u003c\/p\u003e \u003cp\u003e7.2.4 Volatility Derivatives 769\u003c\/p\u003e \u003cp\u003eA Mathematics Formulae 787\u003c\/p\u003e \u003cp\u003eB Probability Theory Formulae 797\u003c\/p\u003e \u003cp\u003eC Differential Equations Formulae 813\u003c\/p\u003e \u003cp\u003eBibliography 821\u003c\/p\u003e \u003cp\u003eNotation 825\u003c\/p\u003e \u003cp\u003eIndex 829\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49407195054423,"sku":"9781119965824","price":59.85,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781119965824.jpg?v=1730498512","url":"https:\/\/bookcurl.com\/products\/problems-and-solutions-in-mathematical-finance-volume-2-9781119965824","provider":"Book Curl","version":"1.0","type":"link"}