Автор: Dubofsky, David A. (Virginia Commonwealth Universi Название: Derivatives: Valuation and Risk Management ISBN: 0195114701 ISBN-13(EAN): 9780195114706 Издательство: Oxford Academ Рейтинг: Цена: 6868 р. Наличие на складе: Поставка под заказ.
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.
Автор: Goldenberg Название: Financial Derivatives ISBN: 0415680301 ISBN-13(EAN): 9780415680301 Издательство: Taylor&Francis Рейтинг: Цена: 190575 р. Наличие на складе: Поставка под заказ.
Описание: 'Financial derivatives continue to play a major role in modern, market-based economies across the globe. The necessity to comprehend the economic rationales behind financial derivatives, as well as the purposes for which they were designed, has never been greater. This new four-volume collection from Routledge answers that need. David H. Goldenberg, a leading scholar in the field, has brought together the foundational and the very best cutting-edge contributions. The collection maps the existing body of thinking and helps users to make sense of the continuing explosion in scholarly output. Financial Derivatives is fully indexed and has a chronological table. It also includes detailed introductions for each of the four volumes, newly written by the editor, which places the material in its intellectual and historical context. These introductions collectively constitute 108 pages, guide the reader through the material, ?and provide an overview of the subject. They form?a virtual textbook, making the series suitable for courses taught in Finance, Mathematical ?Finance,?and Economics ?programs?worldwide. Financial Derivatives?is an essential work of reference and is destined to be valued by users? both as a vital one-stop research and? as a teaching ?resource.
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.
Автор: Ramirez Juan Название: Accounting for Derivatives ISBN: 1118817974 ISBN-13(EAN): 9781118817971 Издательство: Wiley Рейтинг: Цена: 12705 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
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.
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
Автор: Deutsch Название: Derivatives and Internal Models ISBN: 0230222153 ISBN-13(EAN): 9780230222151 Издательство: Springer Рейтинг: Цена: 31037 р. Наличие на складе: Невозможна поставка.
Описание: This book provides a thorough introduction to pricing and risk management of modern financial instruments formulated in precise mathematical language, covering all relevant topics with such a depth of detail that readers are enabled to literally develop their own pricing and risk tools. Accompanying website with hundreds of real world examples
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.
Автор: Bryan Название: Capitalism With Derivatives ISBN: 1403936455 ISBN-13(EAN): 9781403936455 Издательство: Springer Рейтинг: Цена: 17819 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
Автор: Banks Название: The Credit Risk of Complex Derivatives ISBN: 1403916691 ISBN-13(EAN): 9781403916693 Издательство: Springer Рейтинг: Цена: 29699 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Aimed at clients, intermediaries and regulators, this edition is focussed clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.
Описание: Presenting a practical introduction to the key concepts in financial mathematics, this book tackles key fundamentals in the subject. It provides analytical and numerical schema for solving derivatives pricing problems. It is suitable for those beginning or contemplating a career in financial research or analytic programming.
Автор: Goldenberg Название: Derivatives Markets ISBN: 0415599016 ISBN-13(EAN): 9780415599016 Издательство: Taylor&Francis Рейтинг: Цена: 25410 р. Наличие на складе: Поставка под заказ.
Описание: Derivatives Markets is a thorough and well-presented textbook that offers readers an introduction to derivatives instruments, with a gentle introduction to mathematical finance, and provides a working knowledge of derivatives to a wide area of market participants. This new and accessible book provides a lucid, down-to-earth, theoretically rigorous but applied introduction to derivatives.?Many insights have been discovered since the seminal work in the 1970s and the text provides a bridge to and incorporates them. It develops the skill sets needed to both understand and to intelligently use derivatives. These skill sets are developed in part by using concept checks that test the reader's understanding of the material as it is presented. The text discusses some fairly sophisticated topics not usually discussed in introductory derivatives texts. For example, real-world electronic market trading platforms such as CME’s Globex. On the theory side, a much needed and detailed discussion of what risk-neutral valuation really means in the context of the dynamics of the hedge portfolio.? The text is a balanced, logical presentation of the major derivatives classes including? forward and futures contracts in Part I, swaps in Part II, and options in Part III. The material is unified by providing a modern conceptual framework and exploiting the no-arbitrage relationships between the different derivatives classes. Some of the elements explained in detail in the text are: Hedging, Basis Risk, Spreading, and Spread Basis Risk? Financial Futures Contracts, their Underlying Instruments, Hedging and Speculating OTC? Markets and Swaps Option Strategies: Hedging and Speculating Risk-Neutral Valuation and the Binomial Option Pricing Model Equivalent Martingale Measures: The Modern Approach to Option Pricing Option Pricing in Continuous Time: from Bachelier to Black-Scholes and Beyond. Professor Goldenberg’s clear and concise explanations and end-of-chapter problems, guide the reader through the derivatives markets, developing the reader’s skill sets needed in order to incorporate and manage derivatives in a corporate or risk management setting. This textbook is for students, both undergraduate and postgraduate, as well as for those with an interest in how and why these markets work and thrive.
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