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Applied Math for Derivatives : a Non-Quant Guide to the Valuation and Modeling of Financial Derivatives

by John Martin

  • ISBN: 9780471479024
  • ISBN10: 0471479020

Applied Math for Derivatives : a Non-Quant Guide to the Valuation and Modeling of Financial Derivatives

by John Martin

  • List Price: $165.00
  • Binding: Hardcover
  • Edition: 0002
  • Publisher: John Wiley & Sons
  • Publish date: 07/01/2001
  • ISBN: 9780471479024
  • ISBN10: 0471479020
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Description: Acknowledgments. Preface. GETTING STARTED. Introduction. Fundamentals of Derivative Valuation. A Review of Financial Math. FORWARDS AND FUTURES. The Role of Forwards Market. Interest Rate Forwards. Foreign Exchange Forwards. Equity Forwards. SWAPS. Swap Fundamentals. Interest Rate Swaps. Cross Currency Swaps. Equity Swaps. OPTIONS. Option Fundamentals. Equity Options. Interest Rate Options. Currency Options.
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