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| Author | : Jean-Philippe Bouchaud |
| Publisher | : Cambridge University Press |
| Total Pages | : 410 |
| Release | : 2003-12-11 |
| Genre | : Business & Economics |
| ISBN | : 9780521819169 |
Download Theory of Financial Risk and Derivative Pricing Book in PDF, ePub and Kindle
Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.
| Author | : Jean-Philippe Bouchaud |
| Publisher | : |
| Total Pages | : 400 |
| Release | : 2003 |
| Genre | : |
| ISBN | : |
Download Theory of Financial Risk and Derivative Pricing, Second Edition Book in PDF, ePub and Kindle
Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising recent theoretical developments in the field, this second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.
| Author | : Robert A Jarrow |
| Publisher | : World Scientific |
| Total Pages | : 763 |
| Release | : 2024-05-03 |
| Genre | : Business & Economics |
| ISBN | : 9811291691 |
Download Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Third Edition) Book in PDF, ePub and Kindle
The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options.
| Author | : Angelo Corelli |
| Publisher | : Emerald Group Publishing |
| Total Pages | : 605 |
| Release | : 2024-05-27 |
| Genre | : Business & Economics |
| ISBN | : 1837532508 |
Download Understanding Financial Risk Management Book in PDF, ePub and Kindle
Financial risk management is a topic of primary importance in financial markets. It is important to learn how to measure and control risk, how to be primed for the opportunity of compensative return, and how to avoid useless exposure.
| Author | : Claudio Albanese |
| Publisher | : Academic Press |
| Total Pages | : 436 |
| Release | : 2006 |
| Genre | : Business & Economics |
| ISBN | : 0120476827 |
Download Advanced Derivatives Pricing and Risk Management Book in PDF, ePub and Kindle
Book and CDROM include the important topics and cutting-edge research in financial derivatives and risk management.
| Author | : Jean-Philippe Bouchaud |
| Publisher | : |
| Total Pages | : 218 |
| Release | : 2000 |
| Genre | : Electronic books |
| ISBN | : 9780511046230 |
Download Theory of Financial Risks Book in PDF, ePub and Kindle
"This book summarizes recent theoretical developments inspired by statistical physics in the description of the potential moves in financial markets, and its application to derivative pricing and risk control. The possibility of accessing and processing huge quantities of data on financial markets opens the path to new methodologies where systematic comparison between theories and real data not only becomes possible, but mandatory. This book takes a physicist's point of view of financial risk by comparing theory with experiment. Starting with important results in probability theory the authors discuss the statistical analysis of real data, the empirical determination of statistical laws, the definition of risk, the theory of optimal portfolio and the problem of derivatives (forward contracts, options). This book will be of interest to physicists interested in finance, quantitative analysts in financial institutions, risk managers and graduate students in mathematical finance."--Publisher's description.
| Author | : Philip Hunt |
| Publisher | : John Wiley and Sons |
| Total Pages | : 476 |
| Release | : 2004-07-02 |
| Genre | : Mathematics |
| ISBN | : 9780470863589 |
Download Financial Derivatives in Theory and Practice Book in PDF, ePub and Kindle
The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions. The book originally published in March 2000 to widespread acclaim. This revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text. Comprehensive introduction to the theory and practice of financial derivatives. Discusses and elaborates on the theory of interest rate derivatives, an area of increasing interest. Divided into two self-contained parts ? the first concentrating on the theory of stochastic calculus, and the second describes in detail the pricing of a number of different derivatives in practice. Written by well respected academics with experience in the banking industry. A valuable text for practitioners in research departments of all banking and finance sectors. Academic researchers and graduate students working in mathematical finance.
| Author | : Sebastien Bossu |
| Publisher | : John Wiley & Sons |
| Total Pages | : 249 |
| Release | : 2012-05-14 |
| Genre | : Business & Economics |
| ISBN | : 1119961858 |
Download An Introduction to Equity Derivatives Book in PDF, ePub and Kindle
Everything you need to get a grip on the complex world of derivatives Written by the internationally respected academic/finance professional author team of Sebastien Bossu and Philipe Henrotte, An Introduction to Equity Derivatives is the fully updated and expanded second edition of the popular Finance and Derivatives. It covers all of the fundamentals of quantitative finance clearly and concisely without going into unnecessary technical detail. Designed for both new practitioners and students, it requires no prior background in finance and features twelve chapters of gradually increasing difficulty, beginning with basic principles of interest rate and discounting, and ending with advanced concepts in derivatives, volatility trading, and exotic products. Each chapter includes numerous illustrations and exercises accompanied by the relevant financial theory. Topics covered include present value, arbitrage pricing, portfolio theory, derivates pricing, delta-hedging, the Black-Scholes model, and more. An excellent resource for finance professionals and investors looking to acquire an understanding of financial derivatives theory and practice Completely revised and updated with new chapters, including coverage of cutting-edge concepts in volatility trading and exotic products An accompanying website is available which contains additional resources including powerpoint slides and spreadsheets. Visit www.introeqd.com for details.
| Author | : Jean-Philippe Bouchaud |
| Publisher | : |
| Total Pages | : |
| Release | : 2011-01-01 |
| Genre | : |
| ISBN | : 9780521263368 |
Download Theory Of Financial Risk And Derivative Pricing South Asian Edition Book in PDF, ePub and Kindle
| Author | : Mondher Bellalah |
| Publisher | : World Scientific |
| Total Pages | : 996 |
| Release | : 2009-05-01 |
| Genre | : Business & Economics |
| ISBN | : 9812838627 |
Download Derivatives, Risk Management & Value Book in PDF, ePub and Kindle
This book covers fundamental concepts in financial markets and asset pricing such as hedging, arbitrage, speculation in different markets, classical models for pricing of simple and complex derivatives, mathematical foundations, managing and monitoring portfolios of derivatives in real time, etc. It explains different applications of these concepts using real world examples. The book also covers topics like financial markets and instruments, option pricing models, option pricing theory, exotic derivatives, second generation options, etc.Written in a simple manner and amply supported by real world examples, questions and exercises, the book will be of interest to students, academics and practitioners alike.
