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Derivatives Analytics with Python, Hilpisch Y



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Цена: 6930р.
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Склад Англия: 156 шт.  Склад Америка: 54 шт.  
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Автор: Hilpisch Y
Название:  Derivatives Analytics with Python   (У.Хилпиш: Анализ деривативов на языке Python)
Издательство: Wiley
Классификация:
ФИНАНСЫ и БУХГАЛТЕРСКИЙ УЧЕТ
Финансы

ISBN: 1119037999
ISBN-13(EAN): 9781119037996
ISBN: 1-119037-9-9
ISBN-13(EAN): 978-1-119037-9-6
Обложка/Формат: Hardback
Страницы: 374
Вес: 0.804 кг.
Дата издания: 10.07.2015
Серия: Economics/Business/Finance
Язык: English
Иллюстрации: Illustrations
Размер: 253 x 179 x 29
Читательская аудитория: Professional & vocational
Ключевые слова: Finance & accounting
Подзаголовок: Data analysis, models, simulation, calibration and hedging
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии
Описание: Supercharge options analytics and hedging using the power of Python Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language.



Derivatives: Valuation and Risk Management

Автор: Dubofsky, David A. (Virginia Commonwealth Universi
Название: Derivatives: Valuation and Risk Management
ISBN: 0195114701 ISBN-13(EAN): 9780195114706
Издательство: Oxford Academ
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Цена: 4370 р.
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Описание: Deals with the four primary types of derivative contracts: forwards, futures, swaps, and options. This work focuses more on intuitive understanding on how to value each contract, and how to compute the relevant price. It also shows how each contract can be used to manage financial risk.

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
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Цена: 12705 р.
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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.

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
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Цена: 12705 р.
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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

Swaps and other derivatives

Автор: Flavell, Richard
Название: Swaps and other derivatives
ISBN: 047072191X ISBN-13(EAN): 9780470721919
Издательство: Wiley
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Цена: 8836 р.
Наличие на складе: Поставка под заказ.

Описание: 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.

An Introduction to the Mathematics of Financial Derivatives,

Автор: Ali Hirsa
Название: An Introduction to the Mathematics of Financial Derivatives,
ISBN: 012384682X ISBN-13(EAN): 9780123846822
Издательство: Elsevier Science
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Цена: 8250 р.
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Описание: An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This classic title has been revised by Ali Hirsa, who accentuates its well-known strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because it emphasizes intuition and common sense, An Introduction to the Mathematics of Financial Derivatives remains the only "introductory" text that can appeal to people outside the mathematics and physics communities as it explains the hows and whys of practical finance problems.

Central Counterparties: Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives

Автор: Gregory Jon
Название: Central Counterparties: Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives
ISBN: 1118891511 ISBN-13(EAN): 9781118891513
Издательство: Wiley
Рейтинг:
Цена: 6930 р.
Наличие на складе: Поставка под заказ.

Описание: Practical guidance toward handling the latest changes to the OTC derivatives market Central Counterparties is a practical guide to central clearing and bilateral margin requirements, from one of the industry`s most influential credit practitioners.

Accounting for Derivatives

Автор: Ramirez Juan
Название: Accounting for Derivatives
ISBN: 1118817974 ISBN-13(EAN): 9781118817971
Издательство: Wiley
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Цена: 8085 р.
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Описание: The derivative practitioner s expert guide to IFRS 9 application Accounting for Derivatives explains the likely accounting implications of a proposed transaction on derivatives strategy, in alignment with the IFRS 9 standards.

Derivatives Algorithms - Volume 1: Bones (Second Edition)

Автор: Hyer Tom
Название: Derivatives Algorithms - Volume 1: Bones (Second Edition)
ISBN: 9814699519 ISBN-13(EAN): 9789814699518
Издательство: World Scientific Publishing
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Цена: 7823 р.
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Описание: Derivatives Algorithms — Volume 1: Bones (Second Edition) is for practicing quants who already have some expertise in risk-neutral pricing and in programming, and want to build a reusable and extensible library. Rather than specific models, this volume provides foundations common to all pricing, such as C++ code structure, interfaces, and several widely used mathematical methods. It also presents a set of protocols, by which models and trades can collaborate to support pricing and hedging tasks, and illustrates their use with several example trade types and models. Readers will learn to deploy the results of their research work with productivity-enhancing methods that are not taught elsewhere, including object serialization, code generation, and separation of concerns for continuous improvement. Of all the books on derivatives pricing, only Derivatives Algorithms shows the internals of a high-quality working library.The new Second Edition is more accessible to readers who are not already familiar with the book's concepts; there is an increased focus on explaining the motivation for each step, and on providing a high-level perspective on design choices. The chapters on Persistence and Protocols have been substantially rewritten, providing motivating examples and additional detail in the code. The treatment of yield curves and funding has been modernized, with the increased sophistication required by today's markets. And a new final chapter, describing the next phase in the evolution of derivatives valuation and risk, has been added.

Manufacturing and Managing Customer-Driven Derivatives

Автор: Qu Dong
Название: Manufacturing and Managing Customer-Driven Derivatives
ISBN: 1118632621 ISBN-13(EAN): 9781118632628
Издательство: Wiley
Рейтинг:
Цена: 6930 р.
Наличие на складе: Поставка под заказ.

Описание: Praise for Manufacturing and Managing Customer-Driven Derivatives "Like many people on the quantitative side of finance I've often wondered why and how the more complex derivatives are created. I mean, some of the term sheets I've seen are just dow

A Practical Guide to Collateral Management in the OTC Derivatives Market

Автор: Management
Название: A Practical Guide to Collateral Management in the OTC Derivatives Market
ISBN: 1403912033 ISBN-13(EAN): 9781403912039
Издательство: Springer
Рейтинг:
Цена: 24976 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This guide, aimed at collateral management professionals in OTC derivatives, covers the key topics driving the market comprehensively. It will also be of interst to those working in product areas applying collateral management techniques.

Elementary Financial Derivatives: A Guide to Trading and Valuation with Applications

Автор: Sacks Jana
Название: Elementary Financial Derivatives: A Guide to Trading and Valuation with Applications
ISBN: 1119076757 ISBN-13(EAN): 9781119076759
Издательство: Wiley
Рейтинг:
Цена: 9119 р.
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Описание:

A step-by-step approach to the mathematical financial theory and quantitative methods needed to implement and apply state-of-the-art valuation techniques

Written as an accessible and appealing introduction to financial derivatives, "Elementary Financial Derivatives: A Guide to Trading and Valuation with Application"s provides the necessary techniques for teaching and learning complex valuation techniques. Filling the current gap in financial engineering literature, the book emphasizes an easy-to-understand approach to the methods and applications of complex concepts without focusing on the underlying statistical and mathematical theories.

Organized into three comprehensive sections, the book discusses the essential topics of the derivatives market with sections on options, swaps, and financial engineering concepts applied primarily, but not exclusively, to the futures market. Providing a better understanding of how to assess risk exposure, the book also includes: A wide range of real-world applications and examples detailing the theoretical concepts discussed throughout Numerous homework problems, highlighted equations, and Microsoft(R) Office Excel(R) modules for valuation Pedagogical elements such as solved case studies, select answers to problems, and key terms and concepts to aid comprehension of the presented material A companion website that contains an Instructor's Solutions Manual, sample lecture PowerPoint(R) slides, and related Excel files and data sets

"Elementary Financial Derivatives: A Guide to Trading and Valuation with Applications "is an excellent introductory textbook for upper-undergraduate courses in financial derivatives, quantitative finance, mathematical finance, and financial engineering. The book is also a valuable resource for practitioners in quantitative finance, industry professionals who lack technical knowledge of pricing options, and readers preparing for the CFA exam.

Jana Sacks, PhD, is Associate Professor in the Department of Accounting and Finance at St. John Fisher College in Rochester, New York. A member of The American Finance Association, the National Association of Corporate Directors, and the International Atlantic Economic Society, Dr. Sack's research interests include risk management, credit derivatives, pricing, hedging, and structured finance.

Capitalism With Derivatives

Автор: Bryan
Название: Capitalism With Derivatives
ISBN: 1403936455 ISBN-13(EAN): 9781403936455
Издательство: Springer
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Цена: 12539 р.
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Описание: The prices of pork bellies, interest rates, and corporate stock are translated into risk and priced through the system of derivative markets. Financial derivatives are challenging the conventional understanding of ownership, money and capital. These challenges are examined in this book, providing a reinterpretation of contemporary capitalism.


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