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.
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: You-lan Zhu; Xiaonan Wu; I-Liang Chern Название: Derivative Securities and Difference Methods ISBN: 1441919252 ISBN-13(EAN): 9781441919250 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The treatment is mathematically rigorous and covers a variety of topics in finance including forward and futures contracts, the Black-Scholes model, European and American type options, free boundary problems, lookback options, interest rate models, interest rate derivatives, swaps, caps, floors, and collars.
Автор: Back Kerry Название: Course in Derivative Securities ISBN: 3642064744 ISBN-13(EAN): 9783642064746 Издательство: Springer Рейтинг: Цена: 8378.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: Back, Kerry Название: Course in Derivative Securities ISBN: 3540253734 ISBN-13(EAN): 9783540253730 Издательство: Springer Рейтинг: Цена: 10480.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: Jewson Название: Weather Derivative Valuation ISBN: 0521142288 ISBN-13(EAN): 9780521142281 Издательство: Cambridge Academ Рейтинг: Цена: 7445.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
Описание: In this provocative look at one of the most important events of our time, renowned scholar Arjun Appadurai argues that the economic collapse of 2008--while indeed spurred on by greed, ignorance, weak regulation, and irresponsible risk-taking--was, ultimately, a failure of language. To prove this sophisticated point, he takes us into the world of derivative finance, which has become the core of contemporary trading and the primary target of blame for the collapse and all our subsequent woes. With incisive argumentation, he analyzes this challengingly technical world, drawing on thinkers such as J. L. Austin, Marcel Mauss, and Max Weber as theoretical guides to showcase the ways language--and particular failures in it--paved the way for ruin. Appadurai moves in four steps through his analysis. In the first, he highlights the importance of derivatives in contemporary finance, isolating them as the core technical innovation that markets have produced. In the second, he shows that derivatives are essentially written contracts about the future prices of assets--they are, crucially, a promise. Drawing on Mauss's The Gift and Austin's theories on linguistic performatives, Appadurai, in his third step, shows how the derivative exploits the linguistic power of the promise through the special form that money takes in finance as the most abstract form of commodity value. Finally, he pinpoints one crucial feature of derivatives (as seen in the housing market especially): that they can make promises that other promises will be broken. He then details how this feature spread contagiously through the market, snowballing into the systemic liquidity crisis that we are all too familiar with now. With his characteristic clarity, Appadurai explains one of the most complicated--and yet absolutely central--aspects of our modern economy. He makes the critical link we have long needed to make: between the numerical force of money and the linguistic force of what we say we will do with it.
Автор: Jacque Laurent L. Название: Global Derivative Debacles: From Theory to Malpractice: 2nd Edition ISBN: 9814663247 ISBN-13(EAN): 9789814663243 Издательство: World Scientific Publishing Рейтинг: Цена: 18216.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: Lieberman Gary M. Название: Oblique Derivative Problems for Elliptic Equations ISBN: 9814452327 ISBN-13(EAN): 9789814452328 Издательство: World Scientific Publishing Рейтинг: Цена: 26136.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: Abdon Atangana Название: Derivative with a New Parameter ISBN: 0081006446 ISBN-13(EAN): 9780081006443 Издательство: Elsevier Science Рейтинг: Цена: 8757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Derivative with a New Parameter: Theory, Methods and Applications discusses the first application of the local derivative that was done by Newton for general physics, and later for other areas of the sciences. . The book starts off by giving a history of derivatives, from Newton to Caputo. It then goes on to introduce the new parameters for the local derivative, including its definition and properties. Additional topics define beta-Laplace transforms, beta-Sumudu transforms, and beta-Fourier transforms, including their properties, and then go on to describe the method for partial differential with the beta derivatives. . Subsequent sections give examples on how local derivatives with a new parameter can be used to model different applications, such as groundwater flow and different diseases. The book gives an introduction to the newly-established local derivative with new parameters, along with their integral transforms and applications, also including great examples on how it can be used in epidemiology and groundwater studies.
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