Xun Li – författare

With a clear application focus, this book explores optoelectronic device design and modeling through physics models and systematic numerical analysis. By obtaining solutions directly from the physics-based governing equations through numerical techniques, the author shows how to develop new devices and how to enhance the performance of existing devices. Semiconductor-based optoelectronic devices such as semiconductor laser diodes, electroabsorption modulators, semiconductor optical amplifiers, superluminescent light emitting diodes and their integrations are all covered. Including step-by-step practical design and simulation examples together with detailed numerical algorithms, this book provides researchers, device designers and graduate students in optoelectronics with the numerical techniques to obtain solutions for their own structures.

This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers.This second edition substantially extends, updates and clarifies the previous edition. New materials and enhanced contents include, but not limited to, the role of central counterparties for derivatives transactions, the reference rates to replace LIBOR, risk-neutral modelling for futures and forward, discussions and analysis on risk-neutral framework and numéraires, discrete dividend modelling, variance reduction techniques for Monte Carlo method, finite difference method analysis, tree method, FX modelling, multi-name credit derivatives modelling, local volatility model, forward variance model and local-stochastic volatility model to reflect market practice.As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. The book can also be used as a textbook for the following courses:• Financial Mathematics (undergraduate level)• Stochastic Modelling in Finance (postgraduate level)• Financial Markets and Derivatives (undergraduate level)• Structured Products and Solutions (undergraduate/postgraduate level)