Derivatives Risk Management Value PDF Download
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| Author | : Mondher Bellalah |
| Publisher | : World Scientific |
| Total Pages | : 996 |
| Release | : 2010 |
| Genre | : Business & Economics |
| ISBN | : 9812838635 |
Download Derivatives, Risk Management & Value Book in PDF, ePub and Kindle
19.1. Numerical analysis and simulation techniques : an introduction to finite difference methods. 19.2. Application to European options on non-dividend paying stocks. 19.3. Valuation of American options with a composite volatility. 19.4. Simulation methods : Monte-Carlo method. ch. 20. Numerical methods and partial differential equations for European and American derivatives with complete and incomplete information. 20.1. Valuation of American calls on dividend-paying stocks. 20.2. American puts on dividend-paying stocks. 20.3. Numerical procedures in the presence of information costs : applications. 20.4. Convertible bonds. 20.5. Two-factor interest rate models and bond pricing within information uncertainty. 20.6. CBs pricing within information uncertainty -- pt. VIII. Exotic derivatives. ch. 21. Risk management : exotics and second-generation options. 21.1. Exchange options. 21.2. Forward-start options. 21.3. Pay-later options. 21.4. Simple chooser options. 21.5. Complex choosers. 21.6. Compound options. 21.7. Options on the maximum (minimum). 21.8. Extendible options. 21.9. Equity-linked foreign exchange options and quantos. 21.10. Binary barrier options. 21.11. Lookback options. ch. 22. Value at risk, credit risk, and credit derivatives. 22.1. VaR and riskmetrics : definitions and basic concepts. 22.2. Statistical and probability foundation of VaR. 22.3. A more advanced approach to VaR. 22.4. Credit valuation and the creditmetrics approach. 22.5. Default and credit-quality migration in the creditmetrics approach. 22.6. Credit-quality correlations. 22.7. Portfolio management of default risk in the Kealhofer, McQuown and Vasicek (KMV) approach. 22.8. Credit derivatives : definitions and main concepts. 22.9. The rating agencies models and the proprietary models.
| Author | : Robert E. Whaley |
| Publisher | : John Wiley & Sons |
| Total Pages | : 958 |
| Release | : 2006-10-02 |
| Genre | : Business & Economics |
| ISBN | : 0471786322 |
Download Derivatives Book in PDF, ePub and Kindle
Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations.
| Author | : Janakiramanan |
| Publisher | : Pearson Education India |
| Total Pages | : 542 |
| Release | : 2011 |
| Genre | : Risk management |
| ISBN | : 9332501130 |
Download Derivatives and Risk Management: Book in PDF, ePub and Kindle
Derivatives and Risk Management provides readers with a thorough knowledge of the functions of derivatives and the many risks associated with their use. It covers particular derivative instruments available in India and the four types of derivatives. It is useful for postgraduate students of commerce, finance and management, fund managers, risk-management specialists, treasury managers, students taking the CFA examinations and anyone who wants to understand the derivatives market in India.
| Author | : Satyajit Das |
| Publisher | : McGraw-Hill Companies |
| Total Pages | : 888 |
| Release | : 1998 |
| Genre | : Derivative securities |
| ISBN | : |
Download Risk Management and Financial Derivatives Book in PDF, ePub and Kindle
"Risk Management and Financial Derivatives: A Guide to the Mathematics meets the demand for a simple, nontechnical explanation of the methodology of risk management and financial derivatives." "Risk Management and Financial Derivatives provides clear, concise explanations of the mathematics behind today's complex financial risk management topics. An ideal introduction for those new to the subject, it will also serve as an indispensable reference for those already experienced in the field."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved
| Author | : Madhumathi |
| Publisher | : Pearson Education India |
| Total Pages | : 542 |
| Release | : 2011 |
| Genre | : |
| ISBN | : 9332506817 |
Download Derivatives and Risk Management: Book in PDF, ePub and Kindle
Through the incorporation of real-life examples from Indian organizations, Derivatives and Risk Management provides cutting-edge material comprising new and unique study tools and fresh, thought-provoking content. The organization of the text is designed to conceptually link a firm’s actions to its value as determined in the derivatives market. It addresses the specific needs of Indian students and managers by successfully blending the best global derivatives and risk management practices with an in-depth coverage of the Indian environment.
| Author | : Robert J. Schwartz |
| Publisher | : John Wiley & Sons |
| Total Pages | : 766 |
| Release | : 1997-05-23 |
| Genre | : Business & Economics |
| ISBN | : 9780471157656 |
Download Derivatives Handbook Book in PDF, ePub and Kindle
Der schlechte Ruf der Derivative gründet sich auf Mißbrauch und das hohe Risiko, das mit diesem oft exotisch wirkenden Finanzinstrument verbunden ist. Sie wollen sich unvoreingenommen, besser informieren? Anhand signifikanter Fallstudien führt dieses Buch Sie unter anderem in Techniken des Risikomanagement und Kontrollstrukturen ein.
| Author | : Hans-Peter Deutsch |
| Publisher | : Springer Nature |
| Total Pages | : 897 |
| Release | : 2019-10-08 |
| Genre | : Business & Economics |
| ISBN | : 3030228991 |
Download Derivatives and Internal Models Book in PDF, ePub and Kindle
Now in its fifth edition, Derivatives and Internal Models provides a comprehensive and thorough introduction to derivative pricing, risk management and portfolio optimization, covering all relevant topics with enough hands-on, depth of detail to enable readers to develop their own pricing and risk tools. The book provides insight into modern market risk quantification methods such as variance-covariance, historical simulation, Monte Carlo, hedge ratios, etc., including time series analysis and statistical concepts such as GARCH Models or Chi-Square-distributions. It shows how optimal trading decisions can be deduced once risk has been quantified by introducing risk-adjusted performance measures and a complete presentation of modern quantitative portfolio optimization. Furthermore, all the important modern derivatives and their pricing methods are presented; from basic discounted cash flow methods to Black-Scholes, binomial trees, differential equations, finite difference schemes, Monte Carlo methods, Martingales and Numeraires, terms structure models, etc. The fifth edition of this classic finance book has been comprehensively reviewed. New chapters/content cover multicurve bootstrapping, the valuation and hedging of credit default risk that is inherently incorporated in every derivative—both of which are direct and permanent consequences of the financial crises with a large impact on our understanding of modern derivative valuation. The book will be accompanied by downloadable Excel spread sheets, which demonstrate how the theoretical concepts explained in the book can be turned into valuable algorithms and applications and will serve as an excellent starting point for the reader’s own bespoke solutions for valuation and risk management systems.
| Author | : Robert A Jarrow |
| Publisher | : World Scientific |
| Total Pages | : 772 |
| Release | : 2019-05-16 |
| Genre | : Business & Economics |
| ISBN | : 1944659579 |
Download Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Second Edition) Book in PDF, ePub and Kindle
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!
| Author | : Satyajit Das |
| Publisher | : John Wiley & Sons |
| Total Pages | : 1348 |
| Release | : 2005-10-14 |
| Genre | : Business & Economics |
| ISBN | : 0470821655 |
Download Risk Management Book in PDF, ePub and Kindle
Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading. The volume also covers documentation/legal aspects of derivative transactions (including ISDA documentary framework), accounting treatment (including FASB 133 and IAS 39 issues), taxation aspects and regulatory aspects of derivative trading affecting banks and securities dealers (including the Basel framework for capital to be held against credit and market risk).
| Author | : M. A. H. Dempster |
| Publisher | : Cambridge University Press |
| Total Pages | : 290 |
| Release | : 2002-01-10 |
| Genre | : Mathematics |
| ISBN | : 1139437496 |
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The use of derivative products in risk management has spread from commodities, stocks and fixed income items, to such virtual commodities as energy, weather and bandwidth. All this can give rise to so-called volatility and there has been a consequent development in formal risk management techniques to cover all types of risk: market, credit, liquidity, etc. One of these techniques, Value at Risk, was developed specifically to help manage market risk over short periods. Its success led, somewhat controversially, to its take up and extension to credit risk over longer time-scales. This extension, ultimately not successful, led to the collapse of a number of institutions. The present book, which was originally published in 2002, by some of the leading figures in risk management, examines the complex issues that concern the stability of the global financial system by presenting a mix of theory and practice.
