Course in Derivative Securities, Back Kerry

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: Back, Kerry
Название: Course in Derivative Securities
ISBN: 3540253734 ISBN-13(EAN): 9783540253730
Издательство: Springer
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Цена: 69870.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
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: 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.

Название: Derivative Securities and Difference Methods Derivative Securities and Difference Methods
ISBN: 1461473055 ISBN-13(EAN): 9781461473053
Издательство: Springer
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Цена: 130430.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book explains how to establish appropriate partial differential equation boundary value problems for different sets of derivative products, and analyzes the application of finite differences techniques to a set of stated financial models.

Автор: You-lan Zhu; Xiaonan Wu; I-Liang Chern; Zhi-zhong
Название: Derivative Securities and Difference Methods
ISBN: 1489990933 ISBN-13(EAN): 9781489990938
Издательство: Springer
Рейтинг:
Цена: 102480.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book explains how to establish appropriate partial differential equation boundary value problems for different sets of derivative products, and analyzes the application of finite differences techniques to a set of stated financial models.

Автор: You-lan Zhu; Xiaonan Wu; I-Liang Chern
Название: Derivative Securities and Difference Methods
ISBN: 1441919252 ISBN-13(EAN): 9781441919250
Издательство: Springer
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Цена: 102480.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The treatment is mathematically rigorous and covers a variety of topics in finance including forward and futures contracts, the Black-Scholes model, European and American type options, free boundary problems, lookback options, interest rate models, interest rate derivatives, swaps, caps, floors, and collars.

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: Mark Britten-Jones
Название: Fixed Income and Interest Rate Derivative Analysis,
ISBN: 075064012X ISBN-13(EAN): 9780750640121
Издательство: Elsevier Science
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Цена: 87590.00 T
Наличие на складе: Поставка под заказ.
Описание: Gives a clear approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this book shows that the fundamentals of fixed income and interest rate derivate analysis can be easily understood when seen as a small number of simple economic concepts.