Equity Hybrid Derivatives, Overhaus

Автор: Chin Eric, Olafsson Sverrir, Nel Dian
Название: Problems and Solutions in Mathematical Finance Vol. II: Equity Derivatives
ISBN: 1119965829 ISBN-13(EAN): 9781119965824
Издательство: Wiley
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Цена: 66530.00 T
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Описание: Detailed guidance on the mathematics behind equity derivatives Problems and Solutions in Mathematical Finance Volume II is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry.

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: Gregory Jon
Название: Central Counterparties: Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives
ISBN: 1118891511 ISBN-13(EAN): 9781118891513
Издательство: Wiley
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Цена: 66530.00 T
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Описание: Practical guidance toward handling the latest changes to the OTC derivatives market Central Counterparties is a practical guide to central clearing and bilateral margin requirements, from one of the industry`s most influential credit practitioners.

Автор: Bossu Sebastien
Название: Advanced Equity Derivatives
ISBN: 1118750969 ISBN-13(EAN): 9781118750964
Издательство: Wiley
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Цена: 121440.00 T
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Описание: In Advanced Equity Derivatives: Volatility and Correlation, Sebastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives.

Автор: Ali Hirsa
Название: An Introduction to the Mathematics of Financial Derivatives,
ISBN: 012384682X ISBN-13(EAN): 9780123846822
Издательство: Elsevier Science
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Цена: 88690.00 T
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Описание: A text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. It encourages use of discrete chapters as complementary readings on different topics.

Автор: Ramirez Juan
Название: Accounting for Derivatives
ISBN: 1118817974 ISBN-13(EAN): 9781118817971
Издательство: Wiley
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Цена: 77090.00 T
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Описание: The derivative practitioner s expert guide to IFRS 9 application Accounting for Derivatives explains the likely accounting implications of a proposed transaction on derivatives strategy, in alignment with the IFRS 9 standards.

Автор: Bouzoubaa Mohamed
Название: Equity Derivatives Explained
ISBN: 113733553X ISBN-13(EAN): 9781137335531
Издательство: Springer
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Цена: 25150.00 T
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Описание: A succinct book that provides readers with all they need to know about the equity derivatives business. It deals with vanilla equity products, their usage, structuring and their risk management. The author efficiently bridges the gap between theory and practice, constantly linking risk management tools with specific business objectives.

Автор: Hilpisch Y
Название: Derivatives Analytics with Python
ISBN: 1119037999 ISBN-13(EAN): 9781119037996
Издательство: Wiley
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Цена: 66530.00 T
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Описание: Supercharge options analytics and hedging using the power of Python Derivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced financial models, efficient numerical techniques, and the powerful capabilities of the Python programming language.

Автор: Kwok Yue-Kuen
Название: Mathematical Models of Financial Derivatives
ISBN: 3540422889 ISBN-13(EAN): 9783540422884
Издательство: Springer
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Цена: 83850.00 T
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Описание: Mathematical Models of Financial Derivatives is a textbook on the theory behindmodeling derivatives and their risk management, focussing on the valuationprinciples that are common to most derivative securities. A wide range offinancial derivatives commonly traded in the equity and fixed income markets areanalyzed, emphasizing on aspects of pricing, hedging and practical usage. Thereaders are guided through the text on new advances in analytic techniques andnumerical methods for solving various types of derivative pricing models. Inthis second edition, more emphasis has been placed on the discussion of Itocalculus and Girsanov's Theorem; and in particular, the concepts of risk neutralmeasure and equivalent martingale pricing approach. A new chapter on credit riskmodels and pricing of credit derivatives has been added. Most recent researchresults and concepts are made accessible to the readers through extensive, wellthought out exercises at the end of each chapter.

Автор: Flavell, Richard
Название: Swaps and other derivatives
ISBN: 047072191X ISBN-13(EAN): 9780470721919
Издательство: Wiley
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Цена: 80790.00 T
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Описание: * Focuses on the pricing and hedging of swaps, showing how various models work in practice and how they can be built and also covers options and interest rates as they relate to swaps, as they are often traded together.

Автор: Satyajit Das
Название: Structured Products Volume 2: Equity; Commodity; Credit & New Markets (The Swaps & Financial Derivatives Library), 3rd Edition Revised
ISBN: 0470821671 ISBN-13(EAN): 9780470821671
Издательство: Wiley
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Цена: 116160.00 T
Наличие на складе: Поставка под заказ.
Описание: Structured Products Volume 2 consists of 5 Parts and 21 Chapters covering equity derivatives (including equity swaps/options, convertible securities and equity linked notes) , commodity derivatives (including energy, metal and agricultural derivatives), credit derivatives (including credit linked notes/collateralised debt obligations ("CDOs")), new derivative markets (including inflation linked derivatives and notes, insurance derivatives, weather derivatives, property, bandwidth/telephone minutes, macro-economic index and emission/environmental derivatives ) and tax based applications of derivatives. It also covers the structure and evolution of derivative markets including electronic trading markets and the origins, evolution and prospects for derivative markets.
EQUITY LINKED STRUCTURES
55. Equity Derivatives - Equity Futures; Equity Options/Warrants & Equity Swaps
56. Convertible Securities
57. Structured Convertible Securities
58. Equity Linked Notes
59. Equity Derivatives - Investor Applications
60. Equity Capital Management - Corporate Finance Applications of Equity Derivatives
COMMODITY LINKED STRUCTURES
61. Commodity Derivatives - Commodity Futures/Options, Commodity Swaps and Comdity Linked Notes
62. Commodity Derivatives - Energy (Oil, Natural Gas and Electricity) Markets
63. Commodity Derivatives - Metal Markets
64. Commodity Derivatives - Agricultural and Other Markets
CREDIT DERVIATIVES
65. Credit Derivative Products
66. Credit Linked Notes/Collateralised Debt Obligations
67. Credit Derivatives/Default Risk - Pricing and Modelling
68. Credit Derivatives - Applications/Markets
NEW MARKETS
69. Inflation Indexed Notes and Derivatives.
70. Alternative Risk Transfer/Insurance Derivatives
71. Weather Derivatives
72. New Markets - Property; Bandwidth; Macro-Economic & Environmental Derivatives
73. Tax and Structured Derivatives Transactions
EVOLUTION OF DERIVATIVES MARKETS
74. Electronic Markets and Derivatives Trading
75. Financial Derivatives - Evolution and Prospects