Applied Math for Derivatives: A Non-Quant Guide to the Valuation and Modeling of Financial Derivatives / Edition 2

Applied Math for Derivatives: A Non-Quant Guide to the Valuation and Modeling of Financial Derivatives / Edition 2

by John Martin
     
 

ISBN-10: 0471479020

ISBN-13: 9780471479024

Pub. Date: 07/28/2001

Publisher: Wiley

A handy guide/reference for investors, analysts, and students, Mathematics for Derivatives provides an integrated approach to the valuation of financial derivative instruments for a wide range of asset classes. Featuring a user-friendly format, it was designed to be used as both a step-by-step guide to derivative pricing for beginners, and a handy quick-reference

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Overview

A handy guide/reference for investors, analysts, and students, Mathematics for Derivatives provides an integrated approach to the valuation of financial derivative instruments for a wide range of asset classes. Featuring a user-friendly format, it was designed to be used as both a step-by-step guide to derivative pricing for beginners, and a handy quick-reference for experienced market practitioners in need of a refresher on the intricacies of a specific instrument. Offering comprehensive coverage of derivative instruments, simple valuation methods, and many detailed examples, this book is sure to be warmly received by professional investors, fund managers, brokers, risk managers, analysts, financial software developers, and all who need a working knowledge of the mathematical techniques used in the derivatives industry.
John Martin (Australia) has worked, taught and published extensively in the areas of treasury, derivatives and financial risk management. He was closely involved in the development of the derivatives industry in Australia in roles varying from market trader, risk manager, regulator and educator. He is a Partner at PricewaterhouseCoopers in Australia.

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Product Details

ISBN-13:
9780471479024
Publisher:
Wiley
Publication date:
07/28/2001
Edition description:
REVISED & UPDATED
Pages:
480
Product dimensions:
7.32(w) x 10.35(h) x 1.25(d)

Table of Contents

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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