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