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Introduction to derivative financial instruments: bonds, swaps, options and hedging, Chorafas, Dimitris N.



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÷ена: 14518р.
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—клад јмерика: 80 шт.  
ѕри оформлении заказа до: 30 май 2022
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јвтор: Chorafas, Dimitris N.
Ќазвание:  Introduction to derivative financial instruments: bonds, swaps, options and hedging
ISBN: 9780071546638
»здательство: McGraw-Hill
 лассификаци€:
ISBN-10: 0071546634
ќбложка/‘ормат: Hardback
—траницы: 400
¬ес: 0.694 кг.
ƒата издани€: 13.03.2008
—ери€: Professional finance & investment
язык: English
»ллюстрации: Illustrations
–азмер: 237 x 162 x 28
„итательска€ аудитори€: Professional & vocational
–ейтинг:
ѕоставл€етс€ из: јнглии



Risk Management: The Swaps & Financial Derivatives Library, 3rd Edition Revised

јвтор: Satyajit Das
Ќазвание: Risk Management: The Swaps & Financial Derivatives Library, 3rd Edition Revised
ISBN: 0470821655 ISBN-13(EAN): 9780470821657
»здательство: Wiley
–ейтинг:
÷ена: 19965 р.
Ќаличие на складе: ≈сть (1 шт.)
ќписание: Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading. The volume also covers documentation/legal aspects of derivative transactions (including ISDA documentary framework), accounting treatment (including FASB 133 and IAS 39 issues), taxation aspects and regulatory aspects of derivative trading affecting banks and securities dealers (including the Basel framework for capital to be held against credit and market risk).

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

јвтор: Satyajit Das
Ќазвание: Derivative Products and Pricing: The Swaps & Financial Derivatives Library, 3rd Edition Revised
ISBN: 0470821647 ISBN-13(EAN): 9780470821640
»здательство: Wiley
–ейтинг:
÷ена: 19965 р.
Ќаличие на складе: ≈сть (1 шт.)
ќписание: 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.

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

јвтор: Satyajit Das
Ќазвание: Structured Products Volume 1: Exotic Options; Interest Rates & Currency (The Swaps & Financial Derivatives Library), 3rd Edition Revised
ISBN: 0470821663 ISBN-13(EAN): 9780470821664
»здательство: Wiley
–ейтинг:
÷ена: 19965 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: 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.

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

јвтор: Satyajit Das
Ќазвание: Structured Products Volume 2: Equity; Commodity; Credit & New Markets (The Swaps & Financial Derivatives Library), 3rd Edition Revised
ISBN: 0470821671 ISBN-13(EAN): 9780470821671
»здательство: Wiley
–ейтинг:
÷ена: 19965 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: 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

јвтор: Abergel
Ќазвание: Model Calibration for Financial Derivatives: From Hedging to Pricing
ISBN: 1119952247 ISBN-13(EAN): 9781119952244
»здательство: Wiley
–ейтинг:
÷ена: 10890 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: Model calibration strategies and techniques for derivative products The calibration of derivatives has evolved significantly, covering new ground like implied volatility surface static and dynamics, first and higher-generation exotics calibration, local and stochastic volatility models, interest rates or multi-asset correlation modeling, default time modeling, credit derivatives, and more. This book introduces the fundamentals of model calibration by taking an intuitive approach to the Black, Scholes, and Merton and revisiting it in an incomplete markets setting, applying to a range of hedging strategies.

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: 11879 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.

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: 19433 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.

Trading VIX Derivatives: Trading and Hedging Strategies Using VIX Futures, Options, and Exchange Traded Notes

јвтор: Rhoads Russell
Ќазвание: Trading VIX Derivatives: Trading and Hedging Strategies Using VIX Futures, Options, and Exchange Traded Notes
ISBN: 0470933089 ISBN-13(EAN): 9780470933084
»здательство: Wiley
–ейтинг:
÷ена: 10436 р.
Ќаличие на складе: ≈сть у поставщика ѕоставка под заказ.

ќписание: Trading VIX Derivatives will be a comprehensive book covering all aspects of the Chicago Board Options Exchange stock market volatility index. The book will explain the mechanics and strategies associated with trading VIX options, futures, exchange trading notes and options on exchange traded notes. Known as the "fear index" the VIX provides a snapshot of expectations about future stock market volatility and generally moves inversely to the overall stock market. As such, many market participants look at the VIX to help understand market sentiment and predict turning points. With a slew of VIX index trading products now available, there are a variety of strategies traders use to speculate outright on the direction of market volatility or to use the products in conjunction with other instruments to create spread trades or hedge their overall risk. A top instructor at the CBOE's Options Institute, the author will reflect the wide range of uses associated with the VIX and will make the book useful to both new traders and seasoned professionals.

Property Derivatives - Pricing, Hedging and Applications

јвтор: Syz
Ќазвание: Property Derivatives - Pricing, Hedging and Applications
ISBN: 0470998024 ISBN-13(EAN): 9780470998021
»здательство: Wiley
–ейтинг:
÷ена: 9983 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: Property derivatives have the potential to revolutionize real estate - the last major asset class without a liquid derivatives market. The new instruments offer ease and flexibility in the management of property risk and return.

Interest-Rate Derivatives: Volume 1: Swaps

јвтор: Fedrick
Ќазвание: Interest-Rate Derivatives: Volume 1: Swaps
ISBN: 111999070X ISBN-13(EAN): 9781119990703
»здательство: Wiley
–ейтинг:
÷ена: 10890 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: A comprehensive, technically rigorous guide to interest-rate derivatives from a trading floor perspective This book provides extensive coverage of bonds and money markets; yield curves; interest-rate and cross-currency swaps; swaps risk-management; breakdowns of classical swaps pricing in the credit crunch; and modern multi-curve calibration methodologies. It closes with a section on counterparty credity risk for swaps, an issue that has come to the forefront of market practice in the aftermatch of the financial crisis. Written by a practitioner for practitioners, Interest-Rate Derivatives, Volume 1 is the ideal reference for derivatives practitioners everywhere.

Swaps and other derivatives

јвтор: Flavell, Richard
Ќазвание: Swaps and other derivatives
ISBN: 047072191X ISBN-13(EAN): 9780470721919
»здательство: Wiley
–ейтинг:
÷ена: 13885 р.
Ќаличие на складе: ѕоставка под заказ.

ќписание: The swaps market is a central market to many businesses, especially among the most liquid of financial contracts. This title offers a fresh insight on the growth of swaps markets worldwide. It includes chapters on FRA curve, asset packaging, theory of hedging, swapping structured securities, Value-at-Risk, and the impact of Credit Derivatives.

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: 10890 р.
Ќаличие на складе: ѕоставка под заказ.

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.


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