Problems and Solutions in Mathematical Finance

An essential reference for practitioners and students of quantitative financeFinancial analysts and investment bankers rely greatly upon the mathematical finance (also known as computational finance) when seeking to establish the value of financial instruments. Nowhere is that more true than in the pricing of commodity and foreign exchange derivatives. While there are many guides to pricing commodity and foreign exchange derivatives, until now there were none whose focus is on making the complex mathematics involved accessible for students and practitioners. This fourth and final volume in the landmark Problems and Solutions in Mathematical Finance series does just that. Its unique problem/solution, step-by-step approach dramatically streamlines the learning process for anyone attempting to get to grips with the mathematical modeling of commodity and foreign exchange derivatives.

• Builds upon the ideas in the previous three volumes to school you in the essential mathematical concepts and procedures used in valuing commodity and foreign exchange options
• Walks you step-by-step through both the theoretical aspects of commodity and Forex derivatives pricing and an array of crucial real-world problems
• An ideal text for quantitative finance students providing detailed, plain-English explanations of equity derivatives and their valuation
• An essential go-to resource for busy practitioners looking to refresh their knowledge of the most popular techniques for commodity and foreign exchange derivates

Problems and Solutions in Mathematical Finance

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Problems and Solutions in Mathematical Finance

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.

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