Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging, Alexander Eydeland
Автор: Marcelo G. Cruz Название: Modeling, Measuring and Hedging Operational Risk ISBN: 0471515604 ISBN-13(EAN): 9780471515609 Издательство: Wiley Рейтинг: Цена: 6862 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Operational risk concerns issues like transaction processing errors, liability situations, and back-office failure. This text focuses on the measuring and modelling techniques banks and investment companies need to quantify operational risk and provides practical, sensible solutions for doing so.
Автор: Nielsen, Lars Tyge Название: Pricing and Hedging of Derivative Securities ISBN: 0198776195 ISBN-13(EAN): 9780198776192 Издательство: Oxford Academ Рейтинг: Цена: 21879 р. Наличие на складе: Невозможна поставка.
Описание: An introduction to advanced probability theory in financial economics, this text covers continuous-time stochastic processes; trading, pricing, and hedging in continuous time, using the Martingale approach; and the BlackScholes and Gaussian one-factor models of the term structure of interest rates.
Автор: Bhansali Название: Tail Risk Hedging ISBN: 0071791752 ISBN-13(EAN): 9780071791755 Издательство: McGraw-Hill Рейтинг: Цена: 19332 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Using empirical data and charts, this book explains the consequences of diversification failure in tail events and how to manage portfolios when this happens. It provides an easy-to-use, yet rigorous framework for protecting investment portfolios against tail risk and using tail hedging to play offense.
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.
Автор: Taleb, Nassim Название: Dynamic Hedging ISBN: 0471152803 ISBN-13(EAN): 9780471152804 Издательство: Wiley Рейтинг: Цена: 17503 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear security. It presents risks from the vantage point of the option market maker and arbitrage operator.
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