Sērija : Chapman and Hall/CRC Financial Mathematics Series
(Izdošanas datums: 08-May-2022, EPUB+DRM, Izdevniecība: Taylor & Francis Ltd, ISBN-13: 9781000584271)
Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book begins with the presentation of volatility trading a...Lasīt vairāk
Sērija : Chapman and Hall/CRC Financial Mathematics Series
(Izdošanas datums: 08-May-2022, PDF+DRM, Izdevniecība: Taylor & Francis Ltd, ISBN-13: 9781000584257)
Pricing Models of Volatility Products and Exotic Variance Derivatives summarizes most of the recent research results in pricing models of derivatives on discrete realized variance and VIX. The book begins with the presentation of volatility trading a...Lasīt vairāk
(Izdošanas datums: 04-Jun-2020, PDF+DRM, Izdevniecība: John Wiley & Sons Inc, ISBN-13: 9781119509028)
A thoroughly updated and expanded edition of the xVA challenge The period since the global financial crisis has seen a major re-appraisal of derivatives valuation, generally expressed in the form of valuation adjustments ( xVAs ). The quantification...Lasīt vairāk
(Izdošanas datums: 09-Apr-2020, EPUB+DRM, Izdevniecība: John Wiley & Sons Inc, ISBN-13: 9781119509004)
A thoroughly updated and expanded edition of the xVA challenge The period since the global financial crisis has seen a major re-appraisal of derivatives valuation, generally expressed in the form of valuation adjustments ( xVAs ). The quantification...Lasīt vairāk
(Izdošanas datums: 05-Dec-2019, EPUB+DRM, Izdevniecība: Oxford University Press, ISBN-13: 9780192592453)
The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles with economic applications. Concentrating on the pro...Lasīt vairāk
(Izdošanas datums: 05-Dec-2019, PDF+DRM, Izdevniecība: Oxford University Press, ISBN-13: 9780192592446)
The fourth edition of this widely used textbook on pricing and hedging of financial derivatives now also includes dynamic equilibrium theory and continues to combine sound mathematical principles with economic applications. Concentrating on the pro...Lasīt vairāk
(Izdošanas datums: 22-Nov-2017, PDF+DRM, Izdevniecība: Taylor & Francis Inc, ISBN-13: 9781351420471)
Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analy...Lasīt vairāk
(Izdošanas datums: 22-Nov-2017, EPUB+DRM, Izdevniecība: Taylor & Francis Inc, ISBN-13: 9781351420464)
Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analy...Lasīt vairāk
(Izdošanas datums: 19-Oct-2017, PDF+DRM, Izdevniecība: Duke University Press, ISBN-13: 9780822372837)
In The Social Life of Financial Derivatives Edward LiPuma theorizes the profound social dimensions of derivatives markets and the processes, rituals, and belief systems that drive them. In response to the 2008 financial crisis and drawing on his expe...Lasīt vairāk
(Izdošanas datums: 07-Apr-2017, EPUB+DRM, Izdevniecība: Oxford University Press, ISBN-13: 9780191060625)
This book brings together the latest concepts and models in real-estate derivatives, the new frontier in financial markets. The importance of real-estate derivatives in managing property price risk that has destabilized economies frequently over the...Lasīt vairāk
(Izdošanas datums: 29-Mar-2017, PDF+DRM, Izdevniecība: Oxford University Press, ISBN-13: 9780191060618)
This book brings together the latest concepts and models in real-estate derivatives, the new frontier in financial markets. The importance of real-estate derivatives in managing property price risk that has destabilized economies frequently over the...Lasīt vairāk
(Izdošanas datums: 19-Dec-2016, EPUB+DRM, Izdevniecība: Taylor & Francis Inc, ISBN-13: 9781498763356)
Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securities based upon simple factor model related absence of arbitrage ideas. This unique and uni...Lasīt vairāk
(Izdošanas datums: 19-Dec-2016, PDF+DRM, Izdevniecība: Taylor & Francis Inc, ISBN-13: 9781498763332)
Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securities based upon simple factor model related absence of arbitrage ideas. This unique and uni...Lasīt vairāk
(Izdošanas datums: 02-Nov-2016, PDF+DRM, Izdevniecība: The University of Chicago Press, ISBN-13: 9780226392974)
Derivatives were responsible for one of the worst financial meltdowns in history, one from which we have not yet fully recovered. However, they are likewise capable of generating some of the most incredible wealth we have ever seen. This book asks ho...Lasīt vairāk
(Izdošanas datums: 02-Nov-2016, EPUB+DRM, Izdevniecība: The University of Chicago Press, ISBN-13: 9780226392974)
Derivatives were responsible for one of the worst financial meltdowns in history, one from which we have not yet fully recovered. However, they are likewise capable of generating some of the most incredible wealth we have ever seen. This book asks ho...Lasīt vairāk
This book presents the reader with basic facts and knowledge of pricing financial derivatives. Also discussed herein is the qualitative analysis and practical methods of their pricing. The extensive expansion of various financial derivatives dates ba...Lasīt vairāk
Carl Chiarella, Xue-Zhong He, Christina Sklibosios Nikitopoulos
Sērija : Dynamic Modeling and Econometrics in Economics and Finance
(Izdošanas datums: 25-Mar-2015, PDF+DRM, Izdevniecība: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, ISBN-13: 9783662459065)
The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essentia...Lasīt vairāk
(Izdošanas datums: 28-Oct-2013, EPUB+DRM, Izdevniecība: John Wiley & Sons Inc, ISBN-13: 9781118856482)
The world of quantitative finance (QF) is one of the fastest growing areas of research and its practical applications to derivatives pricing problem. Since the discovery of the famous Black-Scholes equation in the 1970s we have seen a surge in the n...Lasīt vairāk
(Izdošanas datums: 25-Oct-2013, EPUB+DRM, Izdevniecība: John Wiley & Sons Inc, ISBN-13: 9781118836835)
Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD-ROM. Volume 1: Mathematical and Financial Foundations; Basic Theory of De...Lasīt vairāk
(Izdošanas datums: 07-Sep-2012, PDF+DRM, Izdevniecība: John Wiley & Sons Inc, ISBN-13: 9781118316658)
A practical guide to counterparty risk management and credit value adjustment from a leading credit practitioner Please note that this second edition of Counterparty Credit Risk and Credit Value Adjustment has now been superseded by an updated versio...Lasīt vairāk
