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Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging, Alexander Eydeland


¬арианты приобретени€
÷ена: 9928р.
 ол-во:
Ќаличие: ѕоставка под заказ.  ≈сть в наличии на складе поставщика.
—клад јнгли€: 464 шт.  —клад јмерика: 136 шт.  
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јвтор: Alexander Eydeland
Ќазвание:  Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging   (–иск-менеджмент в энергоиндустрии)
»здательство: Wiley
 лассификаци€:
‘инансы

ISBN: 0471104000
ISBN-13(EAN): 9780471104001
ISBN: 0-471-10400-0
ISBN-13(EAN): 978-0-471-10400-1
ќбложка/‘ормат: Hardback
—траницы: 504
¬ес: 0.958 кг.
ƒата издани€: 18.02.2003
—ери€: Wiley finance
язык: ENG
»ллюстрации: Illustrations
–азмер: 22.86 x 17.73 x 3.63 cm
„итательска€ аудитори€: Postgraduate, research & scholarly
ѕодзаголовок: New developments in modeling, pricing and hedging
—сылка на »здательство: Link
–ейтинг:
ѕоставл€етс€ из: јнглии
ќписание: The market for energy derivatives is expanding throughout the world with new derivative instruments introduced constantly. This text offers a detailed discussion of underlying fundamental energy issues, such as supply/demand relations, outages, operational and environmental constraints.
ƒополнительное описание:  ол-во стр.: 504
‘ормат: 241 x 157
ƒата издани€: 2003
»люстрации: Illustrations
¬ес: 907
 руг читателей: undergraduate; postgraduate; research, professional





      Ќовое издание
Energy and Power Risk Management, 2nd Edition: New Developments in Modeling, Pricing, and Hedging

јвтор: Eydeland
Ќазвание: Energy and Power Risk Management, 2nd Edition: New Developments in Modeling, Pricing, and Hedging
ISBN: 0471784214 ISBN-13(EAN): 9780471784210
»здательство: Wiley
÷ена: 6793 р.
Ќаличие на складе: Ќет в наличии.
ќписание: This book offers the tools and methods for analysis and management of energy risk. "Energy and Power Risk Management, Second Edition" addresses the complex issues and challenges arising in the expanding market for energy derivatives, providing readers with insight into modeling, hedging, and risk management techniques utilized in the energy markets. This fully revised and updated second edition provides significantly more coverage of the oil and oil product markets as well as commodity linked fixed income products, and also reviews the impact technical developments in modeling and model estimation have made within this industry over the last few years.

Alexander Eydeland, PhD (Purchase, NY) is Executive Director at Morgan Stanley in charge of global commodities analytic modeling. Krzysztof Wolyniec (Stamford, NY) is a Director at Sempra Commodities, heading the quantitative analysis group.


Energy and Power Risk Management, 2nd Edition: New Developments in Modeling, Pricing, and Hedging

јвтор: Eydeland
Ќазвание: Energy and Power Risk Management, 2nd Edition: New Developments in Modeling, Pricing, and Hedging
ISBN: 0471784214 ISBN-13(EAN): 9780471784210
»здательство: Wiley
÷ена: 6793 р.
Ќаличие на складе: Ќет в наличии.

ќписание: This book offers the tools and methods for analysis and management of energy risk. "Energy and Power Risk Management, Second Edition" addresses the complex issues and challenges arising in the expanding market for energy derivatives, providing readers with insight into modeling, hedging, and risk management techniques utilized in the energy markets. This fully revised and updated second edition provides significantly more coverage of the oil and oil product markets as well as commodity linked fixed income products, and also reviews the impact technical developments in modeling and model estimation have made within this industry over the last few years.

Alexander Eydeland, PhD (Purchase, NY) is Executive Director at Morgan Stanley in charge of global commodities analytic modeling. Krzysztof Wolyniec (Stamford, NY) is a Director at Sempra Commodities, heading the quantitative analysis group.

Hedging instruments and risk management - how to use derivatives to control financial risk in any market

јвтор: Cusatis
Ќазвание: Hedging instruments and risk management - how to use derivatives to control financial risk in any market
ISBN: 0071443126 ISBN-13(EAN): 9780071443128
»здательство: McGraw-Hill
÷ена: 4074 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание:

Books on complex hedging instruments are often more confusing than the instruments themselves. "Hedging Instruments & Risk Management" brings clarity to the topic, giving money managers the straightforward knowledge they need to employ hedging tools and techniques in four key markets--equity, currency, fixed income, and mortgage. Using real-world data and examples, this high-level book shows practitioners how to develop a common set of mathematical and statistical tools for hedging in various markets and then outlines several hedging strategies with the historical performance of each.

Modeling, Measuring and Hedging Operational Risk

јвтор: Marcelo G. Cruz
Ќазвание: Modeling, Measuring and Hedging Operational Risk
ISBN: 0471515604 ISBN-13(EAN): 9780471515609
»здательство: Wiley
–ейтинг:
÷ена: 4179 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: 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.

Credit Risk: Modeling, Valuation and Hedging

јвтор: Bielecki Tomasz R., Rutkowski Marek
Ќазвание: Credit Risk: Modeling, Valuation and Hedging
ISBN: 3540675930 ISBN-13(EAN): 9783540675938
»здательство: Springer
–ейтинг:
÷ена: 10284 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: The main objective of Credit Risk: Modeling, Valuation and Hedging is to present a comprehensive survey of the past developments in the area of credit risk research, as well as to put forth the most recent advancements in this field. An important aspect of this text is that it attempts to bridge the gap between the mathematical theory of credit risk and the financial practice, which serves as the motivation for the mathematical modeling studied in the book. Mathematical developments are presented in a thorough manner and cover the structural (value-of-the-firm) and the reduced (intensity-based) approaches to credit risk modeling, applied both to single and to multiple defaults. In particular, the book offers a detailed study of various arbitrage-free models of defaultable term structures with several rating grades.

Pricing And Hedging Interest And Credit Risk Sensitive Instrument

јвтор: Skinner
Ќазвание: Pricing And Hedging Interest And Credit Risk Sensitive Instrument
ISBN: 075066259X ISBN-13(EAN): 9780750662598
»здательство: Elsevier Science
÷ена: 7475 р.
Ќаличие на складе: Ќевозможна поставка.

Risk-Neutral Valuation / Pricing and Hedging of Financial Derivatives

јвтор: Bingham Nicholas H., Kiesel R√Љdiger
Ќазвание: Risk-Neutral Valuation / Pricing and Hedging of Financial Derivatives
ISBN: 1852334584 ISBN-13(EAN): 9781852334581
»здательство: Springer
–ейтинг:
÷ена: 7012 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: Since its introduction in the early 1980s, the risk-neutral valuation principle has proved to be an important tool in the pricing and hedging of financial derivatives. Following the success of the first edition of вАШRisk-Neutral ValuationвАЩ, the authors have thoroughly revised the entire book, taking into account recent developments in the field, and changes in their own thinking and teaching. In particular, the chapters on Incomplete Markets and Interest Rate Theory have been updated and extended, there is a new chapter on the important and growing area of Credit Risk and, in recognition of the increasing popularity of L√©vy finance, there is considerable new material on: ¬Ј Infinite divisibility and L√©vy processes ¬Ј L√©vy-based models in incomplete markets Further material such as exercises, solutions to exercises and lecture slides are also available via the web to provide additional support for lecturers.

Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging

јвтор: Lionel Martellini
Ќазвание: Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging
ISBN: 0471495026 ISBN-13(EAN): 9780471495024
»здательство: Wiley
–ейтинг:
÷ена: 9928 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: This work aims to provide a thorough explanation of moder methods for pricing and hedging with descriptions of the various modelling techniques that can be used to price the various securities, such as government bonds, treasury bills, and interest rate derivatives.

Neutral and Indifference Portfolio Pricing, Hedging and Inve

јвтор: Stojanovic Srdjan
Ќазвание: Neutral and Indifference Portfolio Pricing, Hedging and Inve
ISBN: 0387714170 ISBN-13(EAN): 9780387714172
»здательство: Springer
–ейтинг:
÷ена: 4670 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in pricing, hedging, and investing in incomplete markets. With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing. With regard to hedging, the most conservative and relaxed hedging formulas are derived. With regard to investing, the neutral pricing methodology is also considered as a tool for connecting market asset prices with optimal positions in such assets.Srdjan†D.†Stojanovic is†Professor in the Department of Mathematical Sciences at University of Cincinnati (USA) and Professor in the Center for Financial Engineering at Suzhou University (China).

Pricing and Hedging Financial Derivatives and Structured Pro

јвтор: Haydon John
Ќазвание: Pricing and Hedging Financial Derivatives and Structured Pro
ISBN: 1119953715 ISBN-13(EAN): 9781119953715
»здательство: Wiley
–ейтинг:
÷ена: 6270 р.
Ќаличие на складе: Ќет в наличии.

ќписание: 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.

Tail Risk Hedging

јвтор: Bhansali
Ќазвание: Tail Risk Hedging
ISBN: 0071791752 ISBN-13(EAN): 9780071791755
»здательство: McGraw-Hill
–ейтинг:
÷ена: 7941 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: 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.

Pricing and Hedging of Derivative Securities

јвтор: Nielsen, Lars Tyge
Ќазвание: Pricing and Hedging of Derivative Securities
ISBN: 0198776195 ISBN-13(EAN): 9780198776192
»здательство: Oxford Academ
–ейтинг:
÷ена: 10668 р.
Ќаличие на складе: Ќевозможна поставка.

ќписание: 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.

Convertible Arbitrage: Insights and Techniques for Successful Hedging

јвтор: Nick P. Calamos
Ќазвание: Convertible Arbitrage: Insights and Techniques for Successful Hedging
ISBN: 0471423610 ISBN-13(EAN): 9780471423614
»здательство: Wiley
–ейтинг:
÷ена: 5748 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: Minimize risk and maximize profits with convertible arbitrage
Convertible arbitrage involves purchasing a portfolio of convertible securities-generally convertible bonds-and hedging a portion of the equity risk by selling short the underlying common stock. This increasingly popular strategy, which is especially useful during times of market volatility, allows individuals to increase their returns while decreasing their risks. Convertible Arbitrage offers a thorough explanation of this unique investment strategy. Filled with in-depth insights from an expert in the field, this comprehensive guide explores a wide range of convertible topics. Readers will be introduced to a variety of models for convertible analysis, "the Greeks," as well as the full range of hedges, including titled and leveraged hedges, as well as swaps, nontraditional hedges, and option hedging. They will also gain a firm understanding of alternative convertible structures, the use of foreign convertibles in hedging, risk management at the portfolio level, and trading and hedging risks. Convertible Arbitrage eliminates any confusion by clearly differentiating convertible arbitrage strategy from other hedging techniques such as long-short equity, merger and acquisition arbitrage, and fixed-income arbitrage.
Nick Calamos (Naperville, IL) oversees research and portfolio management for Calamos Asset Management, Inc. Since 1983 his experience has centered on convertible securities investment. He received his undergraduate degree in economics from Southern Illinois University and an MS in finance from Northern Illinois University.


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