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.
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.
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.
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.
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.
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.
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
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.
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.
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.
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.
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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