Derivative Pricing: A problem-based primer, Lo Ambrose

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: Jacque Laurent
Название: Global Derivative Debacles
ISBN: 9814366196 ISBN-13(EAN): 9789814366199
Издательство: World Scientific Publishing
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Цена: 3802.00 р.
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Описание: Analyzes some of the major derivatives debacles including the multi-billion losses and/or bankruptcy of Metallgesellschaft (1994), Barings Bank (1995), Long Term Capital Management (1998), Amaranth (2006), Societe Generale (2008) and AIG (2008).

Название: Derivative Securities and Difference Methods Derivative Securities and Difference Methods
ISBN: 1461473055 ISBN-13(EAN): 9781461473053
Издательство: Springer
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Цена: 19564.00 р.
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Описание: This book explains how to establish appropriate partial differential equation boundary value problems for different sets of derivative products, and analyzes the application of finite differences techniques to a set of stated financial models.

Автор: Jewson
Название: Weather Derivative Valuation
ISBN: 0521142288 ISBN-13(EAN): 9780521142281
Издательство: Cambridge Academ
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Цена: 7445.00 р.
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Описание: Covers the meteorological, statistical, financial and mathematical issues that arise in the pricing and risk management of weather derivatives. Written by consultants who work within the weather derivative industry, this book, first published in 2005, is packed with practical information and theoretical insight into the world of weather derivative pricing.

Автор: Lieberman Gary M.
Название: Oblique Derivative Problems for Elliptic Equations
ISBN: 9814452327 ISBN-13(EAN): 9789814452328
Издательство: World Scientific Publishing
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Цена: 26136.00 р.
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Описание: This book gives an up-to-date exposition on the theory of oblique derivative problems for elliptic equations. The modern analysis of shock reflection was made possible by the theory of oblique derivative problems developed by the author. Such problems also arise in many other physical situations such as the shape of a capillary surface and problems of optimal transportation. The author begins the book with basic results for linear oblique derivative problems and work through the theory for quasilinear and nonlinear problems. The final chapter discusses some of the applications. In addition, notes to each chapter give a history of the topics in that chapter and suggestions for further reading.

Автор: Carl Chiarella; Xue-Zhong He; Christina Sklibosios
Название: Derivative Security Pricing
ISBN: 3662516314 ISBN-13(EAN): 9783662516317
Издательство: Springer
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Цена: 23757.00 р.
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Описание: The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling.

Автор: Carl Chiarella; Xue-Zhong He; Christina Sklibosios
Название: Derivative Security Pricing
ISBN: 3662459051 ISBN-13(EAN): 9783662459058
Издательство: Springer
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Цена: 23757.00 р.
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Описание: The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling.