Global Derivative Debacles, Jacque Laurent

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: 17424.00 р.
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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.

Автор: Back, Kerry
Название: Course in Derivative Securities
ISBN: 3540253734 ISBN-13(EAN): 9783540253730
Издательство: Springer
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Описание: "Deals with pricing and hedging financial derivatives.... Computational methods are introduced and the text contains the Excel VBA routines corresponding to the formulas and procedures described in the book.

Автор: Jacque Laurent L.
Название: Global Derivative Debacles: From Theory to Malpractice: 2nd Edition
ISBN: 9814663247 ISBN-13(EAN): 9789814663243
Издательство: World Scientific Publishing
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Цена: 18216.00 р.
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Описание: This book analyzes in depth all major derivatives debacles of the last half century including the multi-billion losses and/or bankruptcy of Metallgesellschaft (1994), Barings Bank (1995), Long Term Capital Management (1998), Amaranth (2006), Societe Generale (2008) , AIG (2008) and JP Morgan-Chase (2012).

Автор: Brian Eales
Название: Derivative Instruments,
ISBN: 0750654198 ISBN-13(EAN): 9780750654197
Издательство: Elsevier Science
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Цена: 14730.00 р.
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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.

Автор: Mark Britten-Jones
Название: Fixed Income and Interest Rate Derivative Analysis,
ISBN: 075064012X ISBN-13(EAN): 9780750640121
Издательство: Elsevier Science
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Цена: 13138.00 р.
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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.