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: Mark Britten-Jones Название: Fixed Income and Interest Rate Derivative Analysis, ISBN: 075064012X ISBN-13(EAN): 9780750640121 Издательство: Elsevier Science Рейтинг: Цена: 13138.00 р. Наличие на складе: Поставка под заказ.
Описание: Gives a clear approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this book shows that the fundamentals of fixed income and interest rate derivate analysis can be easily understood when seen as a small number of simple economic concepts.
Автор: Lo Ambrose Название: Derivative Pricing: A problem-based primer ISBN: 1138033359 ISBN-13(EAN): 9781138033351 Издательство: Taylor&Francis Рейтинг: Цена: 14086.00 р. Наличие на складе: Поставка под заказ.
Описание: This textbook adopts a mathematically rigorous, widely accessible pedagogical approach, providing a formal treatment of derivative pricing methodologies and theory. The abundance of examples and problems makes it suitable for advanced undergraduates, beginning graduates as well as professionals.
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.
Автор: Carl Chiarella; Xue-Zhong He; Christina Sklibosios Название: Derivative Security Pricing ISBN: 3662516314 ISBN-13(EAN): 9783662516317 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: A New Framework for Analyzing and Managing Fixed Income Portfolios Global traders implementing alpha transfer or complex fixed income strategies need a stable and accurate term structure of interest rates (TSIR) for all fundamental rates. However, theore
Описание: There are two types of tenn structure models in the literature: the equilibrium models and the no-arbitrage models. Ho and Lee (1986) invent the no-arbitrage approach to the tenn structure modeling in the sense that the model tenn structure can fit the initial (observed) tenn structure of interest rates.
Описание: The definitive guide to fixed-come securities-revised to reflect today's dynamic financial environment
The Second Edition of the Fixed-Income Securities and Derivatives Handbook offers a completely updated and revised look at an important area of today's financial world. In addition to providing an accessible description of the main elements of the debt market, concentrating on the instruments used and their applications, this edition takes into account the effect of the recent financial crisis on fixed income securities and derivatives.
As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory twists and the evolving derivatives market.
Offers a more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations
Covers bond mathematics, pricing and yield analytics, and term structure models
Includes a new chapter on credit analysis and the different metrics used to measure bond-relative value
Contains illustrative case studies and real-world examples of the topics touched upon throughout the book
Written in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory within this important field.
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