Описание: Helps you use verbal and pictorial expositions, and sometimes simple mathematical models, to explain underlying principles before proceeding to formal analysis.
Автор: Laurence, Peter Название: Quantitative Modeling of Derivative Securities ISBN: 0367579146 ISBN-13(EAN): 9780367579142 Издательство: Taylor&Francis Рейтинг: Цена: 7348.00 р. Наличие на складе: Нет в наличии.
Автор: Brian Eales Название: Derivative Instruments, ISBN: 0750654198 ISBN-13(EAN): 9780750654197 Издательство: Elsevier Science Рейтинг: Цена: 14730.00 р. Наличие на складе: Нет в наличии.
Описание: Combines theory with valuation to provide coverage of the topic area; provides worked examples and spreadsheet models on CD ROM to help readers understand derivative instruments and their uses; and covers the various developments in derivatives. This book is useful for derivatives traders, salespersons, financial engineers, and risk managers.
Описание: Written by two of the most distinguished finance scholars in the industry, this introductory textbook on derivatives and risk management is highly accessible in terms of the concepts as well as the mathematics.With its economics perspective, this rewritten and streamlined second edition textbook, is closely connected to real markets, and:Beginning at a level that is comfortable to lower division college students, the book gradually develops the content so that its lessons can be profitably used by business majors, arts, science, and engineering graduates as well as MBAs who would work in the finance industry. Supplementary materials are available to instructors who adopt this textbook for their courses. These include:Solutions Manual with detailed solutions to nearly 500 end-of-chapter questions and problemsPowerPoint slides and a Test Bank for adoptersPRICED! In line with current teaching trends, we have woven spreadsheet applications throughout the text. Our aim is for students to achieve self-sufficiency so that they can generate all the models and graphs in this book via a spreadsheet software, Priced!
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: 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.
Описание: This book contains contributions by the best-known and consequential researchers who, over several decades, shaped the field of financial engineering. It presents a comprehensive and unique perspective on the historical development and the current state of derivatives research. The book covers classical and modern approaches to option pricing, realized and implied volatilities, classical and rough stochastic processes, and contingent claims analysis in corporate finance. The book is invaluable for students, academic researchers, and practitioners working with financial derivatives, market regulation, trading, risk management, and corporate decision-making.
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 introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concepts with a focus on explicit calculations. The types of interest rates considered range from short rates to forward rates such as LIBOR and swap rates, which are presented in the HJM and BGM frameworks. The pricing and hedging of interest rate and fixed income derivatives such as bond options, caps, and swaptions, are treated using forward measure techniques. An introduction to default bond pricing and an outlook on model calibration are also included as additional topics.This third edition represents a significant update on the second edition published by World Scientific in 2012. Most chapters have been reorganized and largely rewritten with additional details and supplementary solved exercises. New graphs and simulations based on market data have been included, together with the corresponding R codes.This new edition also contains 75 exercises and 4 problems with detailed solutions, making it suitable for advanced undergraduate and graduate level students.
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: Нет в наличии.
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.
Описание: This book is written for the experienced portfolio manager and professional options traders. The result is a comprehensive book that helps traders understand the mathematic concepts of options trading so that they can improve their skills and outcomes.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
