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Books like Structured Products Volume 1 by Satyajit Das


First publish date: 2005
Authors: Satyajit Das
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Structured Products Volume 1 by Satyajit Das

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Books similar to Structured Products Volume 1 (4 similar books)

The mathematics of financial derivatives by 9660070|Paul Wilmott book cover

📘 The mathematics of financial derivatives
 by Paul Wilmott

Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods; the area is an expanding source for novel and relevant 'real world' mathematics. In this book the authors describe the modeling of financial derivative products from an applied mathematician's viewpoint, from modeling through analysis to elementary computation. A unified approach to modeling derivative products as partial differential equations is presented, using numerical solutions where appropriate. Some mathematics is assumed, but clear explanations are provided for material beyond elementary calculus, probability, and algebra.

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Structured Equity Derivatives by 11936996|Harry M. Kat book cover

📘 Structured Equity Derivatives
 by Harry M. Kat


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Fixed income securities by 6202825|Bruce Tuckman book cover

📘 Fixed income securities
 by Bruce Tuckman

A practical guide to modern fixed‑income securities, covering pricing, risk management, and hedging techniques for instruments such as forwards, floating‑rate bonds, interest‑rate swaps, and mortgage‑backed securities.

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Structured Products Volume 2 by 7022629|Satyajit Das book cover

📘 Structured Products Volume 2
 by Satyajit Das


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Some Other Similar Books

Structured Finance and Collateralized Debt Obligations by Charles Austin wasley
Credit Derivatives and Structured Credit Products by Brian P. Lancaster, Glenn M. Schultz
Financial Engineering: Derivatives and Risk Management by Keith Cuthbertson, Dirk Nitzsche
The Art of Structured Finance by Stephen K. Ross
Structured Products and Related Credit Derivatives by Clarence W. Lee
The Handbook of Credit Risk Management by Stuart M. Turnbull
Credit Risk: Pricing, Measurement, and Management by Darrell Duffie
Fixed Income Securities: Tools for Today's Markets by Bruce Tuckman, Angel Serrat

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