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Theory of Financial Risk and Derivative Pricing, Jean-Philippe Bouchaud



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Склад Англия: 931 шт.  Склад Америка: 97 шт.  
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Автор: Jean-Philippe Bouchaud
Название:  Theory of Financial Risk and Derivative Pricing
ISBN: 9780521819169
Издательство: Cambridge Academ
Классификация:
ISBN-10: 0521819164
Обложка/Формат: Hardback
Страницы: 400
Вес: 0.955 кг.
Дата издания: 11.12.2003
Язык: English
Издание: 2 rev ed
Иллюстрации: 20 tables
Размер: 254 x 178 x 22
Читательская аудитория: Professional & vocational
Подзаголовок: From statistical physics to risk management
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии
Дополнительное описание: Subject: Physics / Econophysics and Financial Physics
Readership: financial physics, finance, economics, financial mathematics
Level: graduate students, professionals, academic researchers
Format: 247 x 174 mm 400pp 94 line diagrams 18 tables
Chapter Titles: 1. Probability theory: basic notions; 2. Maximum and addition of random variables; 3. Continuous time limit, Ito calculus and path integrals; 4. Analysis of empirical data; 5. Financial products and financial markets; 6. Statistics of real prices: basic results; 7. Non-linear correlations and volatility fluctuation; 8. Skewness and price-volatility correlations; 9. Cross-correlations; 10. Risk measures; 11. Extreme correlations and variety; 12. Optimal portfolios; 13. Futures and options: fundamental concepts; 14. Options: hedging and residual risk; 15. Options: the role of drift and correlations; 16. Options: the Black and Scholes model; 17. Options: some more specific problems; 18. Options: minimum variance Monte Carlo; 19. The yield curve; 20. Simple mechanisms for anomalous price statistics.





Derivative Products and Pricing: The Swaps & Financial Derivatives Library, 3rd Edition Revised

Автор: Satyajit Das
Название: Derivative Products and Pricing: The Swaps & Financial Derivatives Library, 3rd Edition Revised
ISBN: 0470821647 ISBN-13(EAN): 9780470821640
Издательство: Wiley
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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.

Introduction to Derivative Securities, Financial Markets, an

Автор: Jarrow Robert A
Название: Introduction to Derivative Securities, Financial Markets, an
ISBN: 0393913074 ISBN-13(EAN): 9780393913071
Издательство: Wiley
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Цена: 9073 р.
Наличие на складе: Поставка под заказ.

Описание: The first real introductory text in derivatives.

Financial Derivative and Energy Market Valuation

Автор: Mastro M
Название: Financial Derivative and Energy Market Valuation
ISBN: 1118487710 ISBN-13(EAN): 9781118487716
Издательство: Wiley
Рейтинг:
Цена: 20691 р.
Наличие на складе: Поставка под заказ.

Описание: A road map for implementing quantitative financial models Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture the true behavior of energy markets and related financial derivatives.

Introduction to derivative financial instruments: bonds, swaps, options and hedging

Автор: Chorafas, Dimitris N.
Название: Introduction to derivative financial instruments: bonds, swaps, options and hedging
ISBN: 0071546634 ISBN-13(EAN): 9780071546638
Издательство: McGraw-Hill
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Цена: 14518 р.
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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.

Structured Products Volume 2: Equity; Commodity; Credit & New Markets (The Swaps & Financial Derivatives Library), 3rd Edition Revised

Автор: Satyajit Das
Название: Structured Products Volume 2: Equity; Commodity; Credit & New Markets (The Swaps & Financial Derivatives Library), 3rd Edition Revised
ISBN: 0470821671 ISBN-13(EAN): 9780470821671
Издательство: Wiley
Рейтинг:
Цена: 19965 р.
Наличие на складе: Поставка под заказ.

Описание: Structured Products Volume 2 consists of 5 Parts and 21 Chapters covering equity derivatives (including equity swaps/options, convertible securities and equity linked notes) , commodity derivatives (including energy, metal and agricultural derivatives), credit derivatives (including credit linked notes/collateralised debt obligations ("CDOs")), new derivative markets (including inflation linked derivatives and notes, insurance derivatives, weather derivatives, property, bandwidth/telephone minutes, macro-economic index and emission/environmental derivatives ) and tax based applications of derivatives. It also covers the structure and evolution of derivative markets including electronic trading markets and the origins, evolution and prospects for derivative markets.
EQUITY LINKED STRUCTURES
55. Equity Derivatives - Equity Futures; Equity Options/Warrants & Equity Swaps
56. Convertible Securities
57. Structured Convertible Securities
58. Equity Linked Notes
59. Equity Derivatives - Investor Applications
60. Equity Capital Management - Corporate Finance Applications of Equity Derivatives
COMMODITY LINKED STRUCTURES
61. Commodity Derivatives - Commodity Futures/Options, Commodity Swaps and Comdity Linked Notes
62. Commodity Derivatives - Energy (Oil, Natural Gas and Electricity) Markets
63. Commodity Derivatives - Metal Markets
64. Commodity Derivatives - Agricultural and Other Markets
CREDIT DERVIATIVES
65. Credit Derivative Products
66. Credit Linked Notes/Collateralised Debt Obligations
67. Credit Derivatives/Default Risk - Pricing and Modelling
68. Credit Derivatives - Applications/Markets
NEW MARKETS
69. Inflation Indexed Notes and Derivatives.
70. Alternative Risk Transfer/Insurance Derivatives
71. Weather Derivatives
72. New Markets - Property; Bandwidth; Macro-Economic & Environmental Derivatives
73. Tax and Structured Derivatives Transactions
EVOLUTION OF DERIVATIVES MARKETS
74. Electronic Markets and Derivatives Trading
75. Financial Derivatives - Evolution and Prospects

Structured Products Volume 1: Exotic Options; Interest Rates & Currency (The Swaps & Financial Derivatives Library), 3rd Edition Revised

Автор: Satyajit Das
Название: Structured Products Volume 1: Exotic Options; Interest Rates & Currency (The Swaps & Financial Derivatives Library), 3rd Edition Revised
ISBN: 0470821663 ISBN-13(EAN): 9780470821664
Издательство: Wiley
Рейтинг:
Цена: 19965 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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.

Pricing derivative securities (2nd edition)

Название: Pricing derivative securities (2nd edition)
ISBN: 9812700331 ISBN-13(EAN): 9789812700339
Издательство: World Scientific Publishing
Рейтинг:
Цена: 19162 р.
Наличие на складе: Поставка под заказ.

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.

Pricing and Hedging of Derivative Securities

Автор: Nielsen, Lars Tyge
Название: Pricing and Hedging of Derivative Securities
ISBN: 0198776195 ISBN-13(EAN): 9780198776192
Издательство: Oxford Academ
Рейтинг:
Цена: 19433 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.

Derivative Pricing in Discrete Time

Автор: Cutland
Название: Derivative Pricing in Discrete Time
ISBN: 1447144074 ISBN-13(EAN): 9781447144076
Издательство: Springer
Рейтинг:
Цена: 5190 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book covers mathematical modeling of financial markets and rational pricing of derivatives, a theory which underpins modern financial practice. Emphasizing clarity and rigor throughout, the theme is the problem of finding a fair price for a derivative.

Risk Management, Speculation, and Derivative Securities,

Автор: Geoffrey Poitras
Название: Risk Management, Speculation, and Derivative Securities,
ISBN: 0125588224 ISBN-13(EAN): 9780125588225
Издательство: Elsevier Science
Рейтинг:
Цена: 21236 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Presenting an explanation of speculative trading and risk management from the practitioner`s point of view, this text on financial risk management departs from the perspective of an agent whose main concerns are pricing and hedging derivatives. It offers a general framework for risk management and speculation using derivative securities.

Derivative Instruments,

Автор: Brian Eales
Название: Derivative Instruments,
ISBN: 0750654198 ISBN-13(EAN): 9780750654197
Издательство: Elsevier Science
Рейтинг:
Цена: 14843 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Combines theory with valuation to provide coverage of the topic area; provides worked examples and spreadsheet models on CD ROM to help readers understand derivative instruments and their uses; and covers the various developments in derivatives. This book is useful for derivatives traders, salespersons, financial engineers, and risk managers.

Fixed Income and Interest Rate Derivative Analysis,

Автор: Mark Britten-Jones
Название: Fixed Income and Interest Rate Derivative Analysis,
ISBN: 075064012X ISBN-13(EAN): 9780750640121
Издательство: Elsevier Science
Рейтинг:
Цена: 14397 р.
Наличие на складе: Поставка под заказ.

Описание: Gives a clear approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this book shows that the fundamentals of fixed income and interest rate derivate analysis can be easily understood when seen as a small number of simple economic concepts.


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