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 Рейтинг: Цена: 3802.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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).
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: Erik Banks Название: Asia Pacific Derivative Markets ISBN: 0333654641 ISBN-13(EAN): 9780333654644 Издательство: Springer Рейтинг: Цена: 33401.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Erik Banks has written another text on the derivatives field covering innovation in these instruments in Asia Pacific. The text acts as a reference on the nature of these markets and the prospects for the Asian derivative markets, both listed and OTC. He also includes an analysis of the Australian, New Zealand and Japanese markets.
Автор: Carl Chiarella; Xue-Zhong He; Christina Sklibosios Название: Derivative Security Pricing ISBN: 3662459051 ISBN-13(EAN): 9783662459058 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling.
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 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.
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: You-lan Zhu; Xiaonan Wu; I-Liang Chern; Zhi-zhong Название: Derivative Securities and Difference Methods ISBN: 1489990933 ISBN-13(EAN): 9781489990938 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
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