Описание: A guide to fixed income securities. It offers information on the advanced products, analytical tools, methodologies, and strategies for identifying and capitalizing on the potential of the fixed income securities market in order to enhance returns. It provides you with the best techniques for taking advantage of this market.
Автор: Satyajit Das Название: Derivative Products and Pricing: The Swaps & Financial Derivatives Library, 3rd Edition Revised ISBN: 0470821647 ISBN-13(EAN): 9780470821640 Издательство: Wiley Рейтинг: Цена: 19965 р. Наличие на складе: Есть (1 шт.) Описание: Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futur and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.
Описание: The definitive guide to fixed-come securities-revised to reflecttoday's dynamic financial environment
The Second Edition of the Fixed-Income Securities andDerivatives Handbook offers a completely updated and revisedlook at an important area of today's financial world. In additionto providing an accessible description of the main elements of thedebt market, concentrating on the instruments used and theirapplications, this edition takes into account the effect of therecent financial crisis on fixed income securities andderivatives.
As timely as it is timeless, the Second Edition of theFixed-Income Securities and Derivatives Handbook includes awealth of new material on such topics as covered and convertiblebonds, swaps, synthetic securitization, and bond portfoliomanagement, as well as discussions regarding new regulatory twistsand the evolving derivatives market.
Offers a more detailed look at the basic principles ofsecuritization and an updated chapter on collateralized debtobligations
Covers bond mathematics, pricing and yield analytics, and termstructure models
Includes a new chapter on credit analysis and the differentmetrics used to measure bond-relative value
Contains illustrative case studies and real-world examples ofthe topics touched upon throughout the book
Written in a straightforward and accessible style, MooradChoudhry's new book offers the ideal mix of practical tips andacademic theory within this important field.
Описание: The book is divided into two parts the first part introduces probability theory, stochastic calculus and stochastic processes before moving on to the second part which instructs readers on how to apply the content learnt in part one to solve complex financial problems such as pricing and hedging exotic options, pricing American derivatives, pricing and hedging under stochastic volatility, and interest rate modelling. Each chapter provides a thorough discussion of the topics covered with practical examples in MATLAB so that readers will build up to an analysis of modern cutting edge research in finance, combining probabilistic models and cutting edge finance illustrated by MATLAB applications. Most books currently available on the subject require the reader to have some knowledge of the subject area and rarely consider computational applications such as MATLAB. This book stands apart from the rest as it covers complex analytical issues and complex financial instruments in a way that is accessible to those without a background in probability theory and finance, as well as providing detailed mathematical explanations with MATLAB code for a variety of topics and real world case examples. Contents: Chapter 1 Introduction Overview of MatLab Using various MatLab `s toolboxes Mathematics with MatLab Statistics with MatLab Programming in MatLab Part 1 Chapter 2 Probability Theory Set and sample space Sigma algebra, probability measure and probability space Discrete and continuous random variables Measurable mapping Joint, conditional and marginal distributions Expected values and moment of a distribution Appendix 1: Bernoulli law of large numbers Appendix 2: Conditional expectations Appendix 3: Hilbert spaces. Chapter 3 Stochastic Processes Martingales processes Stopping times The optional stopping theorem Local martingales and semi-martingales Brownian motions Brownian motions and reflection principle Martingales separation theorem of Brownian motions Appendix 1: Working with Brownian motions. Chapter 4 Ito Calculus and Ito Integral Quadratic variation of Brownian motions The construction of Ito integral with elementary process The general Ito integral Construction of the Ito integral with respect to semi-martingales integrators Quadratic variation and general bounded martingales Ito lemma and Ito formula Appendix 1: Ito Integral and Riemann-Stieljes integral Part 2 Chapter 5 The Black and Scholes Economy and Black and Scholes Formula The fundamental theorem of asset pricing Martingales measures The Girsanov Theorem The Randon-Nikodym The Black and Scholes Model The Black and Scholes formula The Black and Scholes in practice The Feyman-Kac formula Appendix 1: The Kolmogorov Backword equation Appendix 2: Change of numeraire Chapter 6 Monte Carlo Methods for Options Pricing Basic concepts and pricing European style
Описание: This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model.
Описание: The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don`t really understand the products they`re dealing with.
Описание: Model calibration strategies and techniques for derivative products The calibration of derivatives has evolved significantly, covering new ground like implied volatility surface static and dynamics, first and higher-generation exotics calibration, local and stochastic volatility models, interest rates or multi-asset correlation modeling, default time modeling, credit derivatives, and more. This book introduces the fundamentals of model calibration by taking an intuitive approach to the Black, Scholes, and Merton and revisiting it in an incomplete markets setting, applying to a range of hedging strategies.
Описание: Property derivatives have the potential to revolutionize real estate - the last major asset class without a liquid derivatives market. The new instruments offer ease and flexibility in the management of property risk and return.
Описание: Offers a comprehensive treatment of derivative financial instruments, covering bonds, interest swaps, options, futures, Forex, and more. This guide explains the strategic use of derivatives, their place in portfolio management, hedging, and the importance of managing risk.
Автор: Tuckman Bruce Название: Fixed Income Securities ISBN: 0470904038 ISBN-13(EAN): 9780470904039 Издательство: Wiley Рейтинг: Цена: 13613 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Newly created fixed income securities and traditional ones alike are topics of concern for students looking towards a career in finance. This fully updated and revised University Edition of Fixed Income Securities provides the most advanced thinking in this field and comprehensively shows how to value the complete universe of fixed income securities. Readers will come away with invaluable knowledge of this topic after using Fixed Income Securities, Third Edition as their learning tool.
Описание: Suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs, this book presents techniques for valuing derivative securities. It provides tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus and also covers the pricing theory.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru