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| Author | : Paul Wilmott |
| Publisher | : Cambridge University Press |
| Total Pages | : 338 |
| Release | : 1995-09-29 |
| Genre | : Business & Economics |
| ISBN | : 9780521497893 |
Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.
| Author | : Salih N. Neftci |
| Publisher | : Academic Press |
| Total Pages | : 550 |
| Release | : 2000-05-19 |
| Genre | : Business & Economics |
| ISBN | : 0125153929 |
A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.
| Author | : Jamil Baz |
| Publisher | : Cambridge University Press |
| Total Pages | : 358 |
| Release | : 2004-01-12 |
| Genre | : Business & Economics |
| ISBN | : 9780521815109 |
Publisher Description
| Author | : Yue-Kuen Kwok |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 541 |
| Release | : 2008-07-10 |
| Genre | : Mathematics |
| ISBN | : 3540686886 |
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.
| Author | : Satyajit Das |
| Publisher | : McGraw-Hill Companies |
| Total Pages | : 888 |
| Release | : 1998 |
| Genre | : Derivative securities |
| ISBN | : |
"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 | : Raymond H. Chan |
| Publisher | : Springer |
| Total Pages | : 395 |
| Release | : 2019-02-27 |
| Genre | : Mathematics |
| ISBN | : 9811336962 |
This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. Further, it takes a different route from the existing financial mathematics books, and will appeal to students and practitioners with or without a scientific background. The book can also be used as a textbook for the following courses: • Financial Mathematics (undergraduate level) • Stochastic Modelling in Finance (postgraduate level) • Financial Markets and Derivatives (undergraduate level) • Structured Products and Solutions (undergraduate/postgraduate level)
| Author | : Martin Baxter |
| Publisher | : Cambridge University Press |
| Total Pages | : 252 |
| Release | : 1996-09-19 |
| Genre | : Business & Economics |
| ISBN | : 9780521552899 |
A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
| Author | : William T. Shaw |
| Publisher | : Cambridge University Press |
| Total Pages | : 570 |
| Release | : 1998-12-10 |
| Genre | : Business & Economics |
| ISBN | : 9780521592338 |
CD plus book for financial modelling, requires Mathematica 3 or 2.2; runs on most platforms.
| Author | : Victor Goodman |
| Publisher | : American Mathematical Soc. |
| Total Pages | : 274 |
| Release | : 2009 |
| Genre | : Capital market |
| ISBN | : 0821847937 |
The book begins with binomial stock price models, moves on to multistage models, then to the Cox-Ross-Rubinstein option pricing process, and then to the Black-Scholes formula. Other topics presented include Zero Coupon Bonds, forward rates, the yield curve, and several bond price models. The book continues with foreign exchange models and the Keynes Interest Rate Parity Formula, and concludes with the study of country risk, a topic not inappropriate for the times."--pub. desc.
| Author | : Rob Quail |
| Publisher | : John Wiley & Sons |
| Total Pages | : 337 |
| Release | : 2003-03-20 |
| Genre | : Business & Economics |
| ISBN | : 0471467669 |
"Financial Derivatives" - Jetzt neu in der 3. komplett überarbeiteten Auflage! Dieses umfassende Nachschlagewerk bietet eine gründliche Einführung in das Thema Finanzderivate und ihre Bedeutung für das Risikomanagement im Unternehmensumfeld. Es vermittelt fundierte Kenntnisse zum Thema Finanzderivate, und zwar mit einem verständlich gehaltenen Minimum an Finanzmathematik, was Preisbildung und Bewertung angeht. Mit einer breitgefächerten Übersicht über die verschiedenen Arten von Finanzderivaten. Mit neuem Material zu Kreditderivaten und zur Kreditrisikobewertung bei Derivaten. Mit neuen und ausführlicheren Informationen zu den Themen Finanztechnik und strukturierte Finanzprodukte. "Financial Derivatives" - Ein unverzichtbarer Ratgeber für alle Finanzexperten im Bereich Risikomanagement.
