
- 218 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
A Concise Introduction to Financial Derivatives
About this book
A Concise Introduction to Financial Derivatives seeks to present financial derivatives in a manner that requires minimal mathematical background. Readers will obtain, in a quick and engaging way, a working knowledge of the field and a collection of practical working insights. The book is ideal for aspiring young practitioners, advanced undergraduates, and masters-level students who require a concise and practice-led introduction to financial derivatives.
Features:
• Practical insights and modelling skills
• Accessible to practitioners and students without a significant mathematical background
Eben Maré holds responsibility for absolute return portfolio management and has been working in the financial markets for the last 33 years. He has also held senior roles in risk management, treasury, derivatives trading, and asset management. He has a PhD in Applied Mathematics and is an associate professor in Mathematics and Applied Mathematics at the University of Pretoria in South Africa. He has wide research interests in financial derivatives, asset management, and financial markets.
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Information
Table of contents
- Cover Page
- Half Title page
- Title Page
- Copyright Page
- Dedication
- Contents
- Preface
- Acknowledgements
- List of Symbols
- List of Abbreviations
- Chapter 1 Markets
- Chapter 2 Market Players
- Chapter 3 Rates
- Chapter 4 Derivatives
- Chapter 5 Option Strategies
- Chapter 6 Basic Option Bounds
- Chapter 7 Relations Between Options
- Chapter 8 Binomial Pricing Model: I
- Chapter 9 Binomial Pricing Model: II
- Chapter 10 Option Values: I
- Chapter 11 Option Values: II
- Chapter 12 Black–Scholes PDE
- Chapter 13 Perpetual Options
- Chapter 14 Application: Corporate Credit
- Chapter 15 Greeks
- Chapter 16 Exotic Derivatives
- Chapter 17 Model Validation Process
- Chapter 18 Risk
- References
- Index