{"product_id":"problems-and-solutions-in-mathematical-finance-volume-2-equity-derivatives","title":"Problems and Solutions in Mathematical Finance, Volume 2","description":"\u003cb\u003eDetailed guidance on the mathematics behind equity derivatives\u003c\/b\u003e  \u003cp\u003e\u003ci\u003eProblems and Solutions in Mathematical Finance Volume II\u003c\/i\u003e is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry. This volume focuses solely on equity derivatives problems, beginning with basic problems in derivatives securities before moving on to more advanced applications, including the construction of volatility surfaces to price exotic options. By providing a methodology for solving theoretical and practical problems, whilst explaining the limitations of financial models, this book helps readers to develop the skills they need to advance their careers. The text covers a wide range of derivatives pricing, such as European, American, Asian, Barrier and other exotic options. Extensive appendices provide a summary of important formulae from calculus, theory of probability, and differential equations, for the convenience of readers.\u003c\/p\u003e \u003cp\u003eAs Volume II of the four-volume \u003ci\u003eProblems and Solutions in Mathematical Finance\u003c\/i\u003e series, this book provides clear explanation of the mathematics behind equity derivatives, in order to help readers gain a deeper understanding of their mechanics and a firmer grasp of the calculations.\u003c\/p\u003e \u003cul\u003e\n\u003cli\u003eReview the fundamentals of equity derivatives\u003c\/li\u003e\n\u003cli\u003eWork through problems from basic securities to advanced exotics pricing\u003c\/li\u003e\n\u003cli\u003eExamine numerical methods and detailed derivations of closed-form solutions\u003c\/li\u003e\n\u003cli\u003eUtilise formulae for probability, differential equations, and more\u003c\/li\u003e\n\u003c\/ul\u003e \u003cp\u003eMathematical finance relies on mathematical models, numerical methods, computational algorithms and simulations to make trading, hedging, and investment decisions. For the practitioners and graduate students of quantitative finance, \u003ci\u003eProblems and Solutions in Mathematical Finance Volume II\u003c\/i\u003e provides essential guidance principally towards the subject of equity derivatives.\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":54080921403736,"sku":null,"price":78.99,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0278\/1295\/4195\/files\/9781119965824.jpg?v=1778577379","url":"https:\/\/agendabookshop.com\/products\/problems-and-solutions-in-mathematical-finance-volume-2-equity-derivatives","provider":"Agenda Bookshop","version":"1.0","type":"link"}