This book summarizes most of the recent research results in pricing models of derivatives on discret... more

Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent ... more

This book summarizes recent advances in applying saddlepoint approximation methods to financial engi... more

This book contains a comprehensive account of pricing models of financial derivatives, including exo... more

This introduction to complex variable methods begins by carefully defining complex numbers and analy... more

This second edition, now featuring new material, focuses on the valuation principles that are common... more

本書旨在運用金融工程方法講述模型衍生品背後的理論，作為重點介紹了對大多數衍生證券很常用的鞅定價原理。書中還分析了固定收入市場中的大量金融衍生品，強調了定價、對沖及其風險策略。 本書從著名的期權定價模型... more