Energy and Power Risk Management: New Developments in Modeling, Pricing, and Hedging, Alexander Eydeland

Автор: Taleb, Nassim
Название: Dynamic Hedging
ISBN: 0471152803 ISBN-13(EAN): 9780471152804
Издательство: Wiley
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Цена: 107710.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear security. It presents risks from the vantage point of the option market maker and arbitrage operator.

Автор: Marcelo G. Cruz
Название: Modeling, Measuring and Hedging Operational Risk
ISBN: 0471515604 ISBN-13(EAN): 9780471515609
Издательство: Wiley
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Цена: 42230.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Operational risk concerns issues like transaction processing errors, liability situations, and back-office failure. This text focuses on the measuring and modelling techniques banks and investment companies need to quantify operational risk and provides practical, sensible solutions for doing so.

Автор: Nielsen, Lars Tyge
Название: Pricing and Hedging of Derivative Securities
ISBN: 0198776195 ISBN-13(EAN): 9780198776192
Издательство: Oxford Academ
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Цена: 134640.00 T
Наличие на складе: Невозможна поставка.
Описание: An introduction to advanced probability theory in financial economics, this text covers continuous-time stochastic processes; trading, pricing, and hedging in continuous time, using the Martingale approach; and the BlackScholes and Gaussian one-factor models of the term structure of interest rates.

Автор: Haydon John
Название: Pricing and Hedging Financial Derivatives and Structured Pro
ISBN: 1119953715 ISBN-13(EAN): 9781119953715
Издательство: Wiley
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Цена: 66530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don`t really understand the products they`re dealing with.

Автор: Bhansali
Название: Tail Risk Hedging
ISBN: 0071791752 ISBN-13(EAN): 9780071791755
Издательство: McGraw-Hill
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Цена: 118970.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Using empirical data and charts, this book explains the consequences of diversification failure in tail events and how to manage portfolios when this happens. It provides an easy-to-use, yet rigorous framework for protecting investment portfolios against tail risk and using tail hedging to play offense.