Problems and Solutions in Mathematical Finance Volume IV Commodity and Foreign Exchange Derivatives
Problems and Solutions in Mathematical Finance Volume IV Commodity and Foreign Exchange Derivatives
- ISBN 13:
9781119965800
- ISBN 10:
1119965802
- Format: Hardcover
- Copyright: 02/17/2014
- Publisher: Wiley
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Summary
Building upon the ideas in the previous volumes, this final volume covers commodity and foreign exchange options emphasising both the theoretical as well as practical problems in the real world.
Although there are numerous commodity and foreign exchange derivatives textbooks in the market, most of the materials covered can be quite complex for readers to grasp properly. Through the medium of problems and solutions, this book will present the modelling aspects of commodity and foreign exchange derivatives in a step-by-step fashion from theoretical problems to more practical ones. As many of the pricing models discussed in this volume are extensions from the exotic option and interest rate models therefore it is assumed that the reader has sufficient background knowledge in these two areas which are covered in volumes II and III.