Fixed Income and Interest Rate Derivative Analysis,, Mark Britten-Jones

Автор: Satyajit Das
Название: Derivative Products and Pricing: The Swaps & Financial Derivatives Library, 3rd Edition Revised
ISBN: 0470821647 ISBN-13(EAN): 9780470821640
Издательство: Wiley
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Цена: 116160.00 T
Наличие на складе: Поставка под заказ.
Описание: Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futur and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.

Автор: Satyajit Das
Название: Structured Products Volume 1: Exotic Options; Interest Rates & Currency (The Swaps & Financial Derivatives Library), 3rd Edition Revised
ISBN: 0470821663 ISBN-13(EAN): 9780470821664
Издательство: Wiley
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Цена: 116160.00 T
Наличие на складе: Поставка под заказ.
Описание: Structured Products Volume 1 consists of 4 Parts and 20 Chapters covering applications of derivatives, the creation of synthetic assets using derivaves (such as asset swaps, structured notes and repackaged assets), exotic options, non-generic derivative structures used in interest rates and currency markets (including non-generic swaps, basis (floating-to-floating) swaps, swaptions (options on interest rate swaps), callable bonds, CMT products, IAR products, interest rate and currency structured products.

Автор: Jacque Laurent
Название: Global Derivative Debacles
ISBN: 9814366196 ISBN-13(EAN): 9789814366199
Издательство: World Scientific Publishing
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Цена: 25350.00 T
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Описание: Analyzes some of the major derivatives debacles including the multi-billion losses and/or bankruptcy of Metallgesellschaft (1994), Barings Bank (1995), Long Term Capital Management (1998), Amaranth (2006), Societe Generale (2008) and AIG (2008).

Автор: Back, Kerry
Название: Course in Derivative Securities
ISBN: 3540253734 ISBN-13(EAN): 9783540253730
Издательство: Springer
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Цена: 69870.00 T
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Описание: "Deals with pricing and hedging financial derivatives.... Computational methods are introduced and the text contains the Excel VBA routines corresponding to the formulas and procedures described in the book.

Автор: Brian Eales
Название: Derivative Instruments,
ISBN: 0750654198 ISBN-13(EAN): 9780750654197
Издательство: Elsevier Science
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Цена: 98200.00 T
Наличие на складе: Поставка под заказ.
Описание: Combines theory with valuation to provide coverage of the topic area; provides worked examples and spreadsheet models on CD ROM to help readers understand derivative instruments and their uses; and covers the various developments in derivatives. This book is useful for derivatives traders, salespersons, financial engineers, and risk managers.

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.