Problems and Solutions in Mathematical Finance: Equity Derivatives, Volume 2

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Eric Chin, Dian Nel, Sverrir Ãlafsson 978-1119965824 Wiley 2017

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Problems and Solutions in Mathematical Finance Volume II is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry. This volume focuses solely on equity derivatives problems, beginning with basic problems in derivatives securities before moving on to more advanced applications, including the construction of volatility surfaces to price exotic options. By providing a methodology for solving theoretical and practical problems, whilst explaining the limitations of financial models, this book helps readers to develop the skills they need to advance their career

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