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Equity Derivatives and Hybrids, Brockhaus Oliver


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Автор: Brockhaus Oliver   (Оливер Брокгауз)
Название:  Equity Derivatives and Hybrids   (Оливер Брокгауз: Производные акции и гибриды)
Издательство: Springer
Классификация:
ISBN: 1137349484
ISBN-13(EAN): 9781137349484
Обложка/Формат: Hardback
Страницы: 288
Вес: 0.648 кг.
Дата издания: 25.11.2015
Серия: Applied quantitative finance
Язык: English
Издание: 1st ed. 2015
Иллюстрации: Xvi, 287 p.
Размер: 166 x 241 x 27
Читательская аудитория: General (us: trade)
Рейтинг:
Поставляется из: Германии
Описание: this book provides an up-to-date account of equity and equity-hybrid (equity-rates, equity-credit, equity-foreign exchange) derivatives modeling from a practitioner`s perspective.

Credit Derivatives: CDOs and Structured Credit Products, 3rd Edition

Автор: Satyajit Das
Название: Credit Derivatives: CDOs and Structured Credit Products, 3rd Edition
ISBN: 0470821590 ISBN-13(EAN): 9780470821596
Издательство: Wiley
Рейтинг:
Цена: 116160 T
Наличие на складе: Есть
Описание: This is a complete reference work offering comprehensive information on credit derivative products, applications, pricing/valuation approaches, documentation issues and accounting/taxation aspects of such transactions. Previous edions have consisted of a number of chapters written by the author and a collection of papers from leading market practitioners. This edition departs from the previous format. All chapters have been written by the author. The First Edition of "Credit Derivatives" was published in 1998. It was designed to meet the growing interest in complex instruments. An updated Second Edition was released in 2000. "Credit Derivatives, CDO's and Structured Credit Products, 3rd Edition" offers comprehensive information on credit derivative products (both standard and structured), documentation issues, pricing/valuation approaches, applications and the market. The key areas of new/enhanced coverage include: inclusion of latest developments in documentation (the 2003 Credit Derivative Definitions and market developments such as Master Confirmations); and description of developments in structured credit products including: portfolio products; up-front credit default swaps; quanto credit default swaps; credit swaptions; zero recovery credit default swaps; first-to-default swaps/Nth-to-default swaps; asset swaptions/synthetic lending facilities/structured asset swaps; constant maturity credit spread products and constant maturity credit default swaps; credit index products; equity default swaps; increased coverage of credit linked notes including repackaging structures. This book features include: detailed discussion of the collateralised debt obligations ("CDO") market including: CDO structures; pricing and valuation; rating methodology; CDO variations (including SME CDO's, structured finance/ ABS CDO's, collateralised fund obligations ("CFO's"); single tranche CDO's; hedging of CDO tranches (including credit deltas and other Greeks and default correlation risk); behavior of CDO tranche (equity, mezzanine, senior and super senior) investments; increased coverage of pricing of credit default swaps (including models and valuation approaches) and discussion of cash-synthetic basis and its causes and behavior. It also features: coverage of E2C (equity to credit) hedging; detailed examples of applications of credit derivatives by different market participants; discussion of trading in credit derivatives including more complex trading strategies such as basis trading and capital structure arbitrage trades; updated coverage of regulatory framework for credit derivatives; and an updated discussion of market structures, developments and prospects.

Derivatives, 2 ed.

Автор: Sundaram
Название: Derivatives, 2 ed.
ISBN: 1259010872 ISBN-13(EAN): 9781259010873
Издательство: McGraw-Hill
Рейтинг:
Цена: 70920 T
Наличие на складе: Есть
Описание: Helps you use verbal and pictorial expositions, and sometimes simple mathematical models, to explain underlying principles before proceeding to formal analysis.

Equity Hybrid Derivatives

Автор: Overhaus
Название: Equity Hybrid Derivatives
ISBN: 0471770582 ISBN-13(EAN): 9780471770589
Издательство: Wiley
Рейтинг:
Цена: 84480 T
Наличие на складе: Поставка под заказ.
Описание: Praise for Equity Hybrid Derivatives "Hybrids represent the fastest growing segment in the derivatives business. Written by perhaps the finest quant shop in the world, this book presents the state of the art in modeling equity hybrid derivatives. " --Peter Carr, PhD, Head of Quantitative Financial Research Bloomberg L.P.

Advanced Equity Derivatives

Автор: Bossu Sebastien
Название: Advanced Equity Derivatives
ISBN: 1118750969 ISBN-13(EAN): 9781118750964
Издательство: Wiley
Рейтинг:
Цена: 116160 T
Наличие на складе: Поставка под заказ.
Описание: In Advanced Equity Derivatives: Volatility and Correlation, Sebastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives.

Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading

Автор: Osseiran
Название: Exotic Options and Hybrids: A Guide to Structuring, Pricing and Trading
ISBN: 0470688033 ISBN-13(EAN): 9780470688038
Издательство: Wiley
Рейтинг:
Цена: 70740 T
Наличие на складе: Поставка под заказ.
Описание: * Exotic Options and Hybrids is the first book to guide practitioners on how to structure, price and trade modern exotic and hybrid derivatives, without complicating matters with the use of maths.

Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes

Автор: Harry M. Kat
Название: Structured Equity Derivatives: The Definitive Guide to Exotic Options and Structured Notes
ISBN: 0471486523 ISBN-13(EAN): 9780471486527
Издательство: Wiley
Рейтинг:
Цена: 105590 T
Наличие на складе: Поставка под заказ.
Описание: Although the pricing and hedging of derivatives contracts has been the subject of a large number of books, hardly any books exist on the actual design of derivatives contracts. Structured Equity Derivatives fills this gap in a remarkable way. The book introduces an approach to the structuring and practical application of derivatives that allows the reader to create his own derivatives solutions to an endless variety of problems. The approach is extremely natural - the only limit is the reader's own creativity. Since it clearly explains the reasons why derivatives exist and why there is such a large variety, this is the book that should be read before picking up any other book on the pricing and hedging of derivatives. As the book concentrates on product design instead of pricing, there are no complex pricing formulas or numerical procedures. The emphasis is on intuition and common sense rather than complex formal results, which makes the book accessible to people from many different backgrounds.

Structured Products Volume 2: Equity; Commodity; Credit & New Markets (The Swaps & Financial Derivatives Library), 3rd Edition Revised

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
Рейтинг:
Цена: 116160 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

Equity derivatives

Автор: Overhaus, Marcus Ferraris, Andrew Knudsen, Thomas
Название: Equity derivatives
ISBN: 0471436461 ISBN-13(EAN): 9780471436461
Издательство: Wiley
Рейтинг:
Цена: 84480 T
Наличие на складе: Поставка под заказ.
Описание: Written by the quantitative research team of Deutsche Bank, the world leader in innovative equity derivative transactions, this book provides readers with leading-edge thinking in modeling and hedging these transactions. It offers a presentation of theory and practice in equity derivative markets.

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

Автор: Fouque
Название: Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
ISBN: 0521843588 ISBN-13(EAN): 9780521843584
Издательство: Cambridge Academ
Рейтинг:
Цена: 61240 T
Наличие на складе: Поставка под заказ.
Описание: Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedging of financial derivatives under stochastic volatility in equity, interest-rate, and credit markets. They present and analyze multiscale stochastic volatility models and asymptotic approximations. These can be used in equity markets, for instance, to link the prices of path-dependent exotic instruments to market implied volatilities. The methods are also used for interest rate and credit derivatives. Other applications considered include variance-reduction techniques, portfolio optimization, forward-looking estimation of CAPM 'beta', and the Heston model and generalizations of it. 'Off-the-shelf' formulas and calibration tools are provided to ease the transition for practitioners who adopt this new method. The attention to detail and explicit presentation make this also an excellent text for a graduate course in financial and applied mathematics.

Problems and Solutions in Mathematical Finance Vol. II: Equity Derivatives

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
Рейтинг:
Цена: 63360 T
Наличие на складе: Поставка под заказ.
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.

Equity Derivatives

Автор: Neil Schofield
Название: Equity Derivatives
ISBN: 0230391060 ISBN-13(EAN): 9780230391062
Издательство: Springer
Рейтинг:
Цена: 43110 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Designed to support Inspiration, the series of British English coursebooks for teenagers, these four online courses offer carefully designed resources to supplement student books 1 to 4.

Financial Derivatives in Theory and Practice, Revised Edition

Автор: Philip Hunt
Название: Financial Derivatives in Theory and Practice, Revised Edition
ISBN: 0470863587 ISBN-13(EAN): 9780470863589
Издательство: Wiley
Рейтинг:
Цена: 141770 T
Наличие на складе: Поставка под заказ.
Описание: Offers a comprehensive introduction to the theory and practice of financial derivatives. This book discusses and elaborates on the theory of interest rate derivatives. It focuses on the theory of stochastic calculus, and describes the pricing of a number of different derivatives in practice.


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