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Author | : Merton H. Miller |
Publisher | : John Wiley & Sons |
Total Pages | : 266 |
Release | : 1997-08-25 |
Genre | : Business & Economics |
ISBN | : 9780471183402 |
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Dieses Buch ist die sorgfältig umgeschriebene und redigierte Bearbeitung von Reden und Aufsätzen des Nobelpreisträgers Merton Miller, die seine persönlichen Einschätzungen des Marktes widerspiegeln. Gut verständlich wird die Problematik der Derivative sowie wichtige Themen der modernen Finanzwelt - jedoch ohne mathematische Formeln - erörtert. (10/97)
Author | : |
Publisher | : |
Total Pages | : 448 |
Release | : 2004 |
Genre | : Derivative securities |
ISBN | : |
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Author | : Robert E. Whaley |
Publisher | : John Wiley & Sons |
Total Pages | : 962 |
Release | : 2007-02-26 |
Genre | : Business & Economics |
ISBN | : 0470086386 |
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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 | : |
Publisher | : |
Total Pages | : |
Release | : |
Genre | : Derivative securities |
ISBN | : |
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Author | : Jiří Witzany |
Publisher | : Springer Nature |
Total Pages | : 381 |
Release | : 2020-11-04 |
Genre | : Business & Economics |
ISBN | : 3030517519 |
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This book helps students, researchers and quantitative finance practitioners to understand both basic and advanced topics in the valuation and modeling of financial and commodity derivatives, their institutional framework and risk management. It provides an overview of the new regulatory requirements such as Basel III, the Fundamental Review of the Trading Book (FRTB), Interest Rate Risk of the Banking Book (IRRBB), or the Internal Capital Assessment Process (ICAAP). The reader will also find a detailed treatment of counterparty credit risk, stochastic volatility estimation methods such as MCMC and Particle Filters, and the concepts of model-free volatility, VIX index definition and the related volatility trading. The book can also be used as a teaching material for university derivatives and financial engineering courses.
Author | : Paul Wilmott |
Publisher | : Cambridge University Press |
Total Pages | : 338 |
Release | : 1995-09-29 |
Genre | : Business & Economics |
ISBN | : 9780521497893 |
Download The Mathematics of Financial Derivatives Book in PDF, ePub and Kindle
Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.
Author | : Stephen Satchell |
Publisher | : Springer |
Total Pages | : 416 |
Release | : 2016-05-18 |
Genre | : Science |
ISBN | : 1137554177 |
Download Derivatives and Hedge Funds Book in PDF, ePub and Kindle
Over the last 20 years hedge funds and derivatives have fluctuated in reputational terms; they have been blamed for the global financial crisis and been praised for the provision of liquidity in troubled times. Both topics are rather under-researched due to a combination of data and secrecy issues. This book is a collection of papers celebrating 20 years of the Journal of Derivatives and Hedge Funds (JDHF). The 18 papers included in this volume represent a small sample of influential papers included during the life of the Journal, representing industry-orientated research in these areas. With a Preface from co-editor of the journal Stephen Satchell, the first part of the collection focuses on hedge funds and the second on markets, prices and products.
Author | : Wendy L. Pirie |
Publisher | : John Wiley & Sons |
Total Pages | : 784 |
Release | : 2017-03-27 |
Genre | : Business & Economics |
ISBN | : 1119381762 |
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The complete guide to derivatives, from the experts at the CFA Derivatives is the definitive guide to derivatives, derivative markets, and the use of options in risk management. Written by the experts at the CFA Institute, this book provides authoritative reference for students and investment professionals seeking a deeper understanding for more comprehensive portfolio management. General discussion of the types of derivatives and their characteristics gives way to detailed examination of each market and its contracts, including forwards, futures, options, and swaps, followed by a look at credit derivatives markets and their instruments. Included lecture slides help bring this book directly into the classroom, while the companion workbook (sold separately) provides problems and solutions that align with the text and allows students to test their understanding while facilitating deeper internalization of the material. Derivatives have become essential to effective financial risk management, and create synthetic exposure to asset classes. This book builds a conceptual framework for understanding derivative fundamentals, with systematic coverage and detailed explanations. Understand the different types of derivatives and their characteristics Delve into the various markets and their associated contracts Examine the use of derivatives in portfolio management Learn why derivatives are increasingly fundamental to risk management The CFA Institute is the world's premier association for investment professionals, and the governing body for the CFA, CIPM, and Investment Foundations Programs. Those seeking a deeper understanding of the markets, mechanisms, and use of derivatives will value the level of expertise CFA lends to the discussion, providing a clear, comprehensive resource for students and professionals alike. Whether used alone or in conjunction with the companion workbook, Derivatives offers a complete course in derivatives and their markets.
Author | : Jerome Detemple |
Publisher | : CRC Press |
Total Pages | : 247 |
Release | : 2005-12-09 |
Genre | : Business & Economics |
ISBN | : 1420034863 |
Download American-Style Derivatives Book in PDF, ePub and Kindle
Focusing on recent developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and extends the analysis to American contingent claims. It presents basic valuation principles for American options including barrier, capped, and multi-asset options. It also reviews numerical methods for option pricing and compares their relative performance. Ideal for students and researchers in quantitative finance, this material is accessible to those with a background in stochastic processes or derivative securities.
Author | : Yue-Kuen Kwok |
Publisher | : Springer Science & Business Media |
Total Pages | : 541 |
Release | : 2008-07-10 |
Genre | : Mathematics |
ISBN | : 3540686886 |
Download Mathematical Models of Financial Derivatives Book in PDF, ePub and Kindle
This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. This second edition features additional emphasis on the discussion of Ito calculus and Girsanovs Theorem, and the risk-neutral measure and equivalent martingale pricing approach. A new chapter on credit risk models and pricing of credit derivatives has been added. Up-to-date research results are provided by many useful exercises.