Klappenecker A , Lee H Discrete Structures 2025 | 7.03 MB
Title: Discrete Structures
Author: Klappenecker, Andreas; Lee, Hyunyoung
Description:
This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. This second edition substantially extends, updates and clarifies the previous edition. New materials and enhanced contents include, but not limited to, the role of central counterparties for derivatives transactions, the reference rates to replace LIBOR, risk-neutral modelling for futures and forward, discussions and analysis on risk-neutral framework and numéraires, discrete dividend modelling, variance reduction techniques for Monte Carlo method, finite difference method analysis, tree method, FX modelling, multi-name credit derivatives modelling, local volatility model, forward variance model and local-shastic volatility model to reflect market practice.
As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. The book can also be used as a textbook for the following courses:
• Financial Mathematics (undergraduate level)
• Shastic Modelling in Finance (postgraduate level) • Financial Markets and Derivatives (undergraduate level)
• Structured Products and Solutions (undergraduate/postgraduate level)
DOWNLOAD:
https://rapidgator.net/file/0c79da8...necker_A._Lee_H._Discrete_Structures_2025.rar
https://ddownload.com/alhguwid4cz2/Klappenecker_A._Lee_H._Discrete_Structures_2025.rar
This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. This second edition substantially extends, updates and clarifies the previous edition. New materials and enhanced contents include, but not limited to, the role of central counterparties for derivatives transactions, the reference rates to replace LIBOR, risk-neutral modelling for futures and forward, discussions and analysis on risk-neutral framework and numéraires, discrete dividend modelling, variance reduction techniques for Monte Carlo method, finite difference method analysis, tree method, FX modelling, multi-name credit derivatives modelling, local volatility model, forward variance model and local-shastic volatility model to reflect market practice.
As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. The book can also be used as a textbook for the following courses:
• Financial Mathematics (undergraduate level)
• Shastic Modelling in Finance (postgraduate level) • Financial Markets and Derivatives (undergraduate level)
• Structured Products and Solutions (undergraduate/postgraduate level)
DOWNLOAD:
https://rapidgator.net/file/0c79da8...necker_A._Lee_H._Discrete_Structures_2025.rar
https://ddownload.com/alhguwid4cz2/Klappenecker_A._Lee_H._Discrete_Structures_2025.rar
Feel free to post your Klappenecker A , Lee H Discrete Structures 2025 Free Download, torrent, subtitles, free download, quality, NFO, Dangerous Klappenecker A , Lee H Discrete Structures 2025 Torrent Download, free premium downloads movie, game, mp3 download, crack, serial, keygen.