{"product_id":"mathematical-models-of-financial-derivatives-yue-kuen-kwok-9783540422884","title":"Mathematical Models of Financial Derivatives","description":"\u003cp\u003eThis second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. This second edition features additional emphasis on the discussion of Ito calculus and Girsanovs Theorem, and the risk-neutral measure and equivalent martingale pricing approach. A new chapter on credit risk models and pricing of credit derivatives has been added. Up-to-date research results are provided by many useful exercises. \u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Yue-Kuen Kwok\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3540422889\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783540422884\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Springer\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 07\/09\/2008\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 530\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 2.05lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.40h x 6.40w x 1.40d","brand":"Yue-Kuen Kwok","offers":[{"title":"Hardcover","offer_id":44321530773759,"sku":"9783540422884","price":109.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_b1be742f-743e-4d05-a77f-f0487fcc17ea.jpg?v=1696331378","url":"https:\/\/www.whiterainbookhouse.com\/products\/mathematical-models-of-financial-derivatives-yue-kuen-kwok-9783540422884","provider":"WR Book House","version":"1.0","type":"link"}