Автор: John Hull Название: Options, Futures and Other Derivatives ISBN: 0131499084 ISBN-13(EAN): 9780131499089 Издательство: Pearson Education Цена: 4013.00 р. Наличие на складе: Невозможна поставка. Описание: For advanced undergraduate or graduate business, economics, and financial engineering courses in derivatives, options and futures, or risk management. Designed to bridge the gap between theory and practice, this successful book continues to impact the college market and is regarded as "the bible" in trading rooms throughout the world. This edition has been completely reworked from beginning to end to improve presentation, update material, and reflect recent market developments. Though nonessential mathematical material has been either eliminated or moved to end-of-chapter appendices, the concepts that are likely to be new to many readers have been explained carefully, and are supported by numerical examples. This book includes Business Snapshots (about 60 in total) - carefully thought out and integrated into the main material in chapters, and describes real world situions and interesting issues that are highlighted to illustrate points being made throughout the text. It is completely revised - reflects market developments. Makes these chapters in this edition more straightforward and easier to teach. More discussion of how models can be implemented in Excel - Monte Carlo simulation in Chapter 17, Garch models in Chapter 19, and the variance-gamma model in Chapter 24. Includes examples in this book and Excel spreadsheets on: a series of Technical Notes - available on the author's Web site to accompany this book, and creates a streamlined and more student friendly presentation by including less purely technical material in the book; new sequencing of chapters - the second half of book has been reworked; better meet the needs of students and instructors; separate chapter on Convexity, Timing, and Quanto adjustments; affords succinct and targeted coverage of these concepts; chapters on credit risk and credit derivatives - competing texts do not have these; and excellent treatment of binomial trees and the principle of risk-neutral valuation.
Описание: Structured Products Volume 1 consists of 4 Parts and 20 Chapters covering applications of derivatives, the creation of synthetic assets using derivaves (such as asset swaps, structured notes and repackaged assets), exotic options, non-generic derivative structures used in interest rates and currency markets (including non-generic swaps, basis (floating-to-floating) swaps, swaptions (options on interest rate swaps), callable bonds, CMT products, IAR products, interest rate and currency structured products.
Описание: Derivatives markets are an important and growing segment of financial markets and play an important role in the management of risk.
Автор: Flavell, Richard Название: Swaps and other derivatives ISBN: 047072191X ISBN-13(EAN): 9780470721919 Издательство: Wiley Рейтинг: Цена: 12118.00 р. Наличие на складе: Нет в наличии.
Описание: * Focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built and also covers options and interest rates as they relate to swaps, as they are often traded together.
Описание: For Amazon customers: The new version of the book, printed on higher quality paper, is now available to purchase. The essential futures market reference guide A Complete Guide to the Futures Market is the comprehensive resource for futures traders and analysts.
Автор: Kolb Название: Futures, Options and Swaps 5e ISBN: 1405150491 ISBN-13(EAN): 9781405150491 Издательство: Wiley Рейтинг: Цена: 7762.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A new and updated edition of the most readable, comprehensive text available on derivatives markets.
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