Автор: Satyajit Das Название: Derivative Products and Pricing: The Swaps & Financial Derivatives Library, 3rd Edition Revised ISBN: 0470821647 ISBN-13(EAN): 9780470821640 Издательство: Wiley Рейтинг: 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 Рейтинг: 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: Ali Hirsa Название: An Introduction to the Mathematics of Financial Derivatives, ISBN: 012384682X ISBN-13(EAN): 9780123846822 Издательство: Elsevier Science Рейтинг: Цена: 88690.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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.
A step-by-step approach to the mathematical financial theory and quantitative methods needed to implement and apply state-of-the-art valuation techniques
Written as an accessible and appealing introduction to financial derivatives, "Elementary Financial Derivatives: A Guide to Trading and Valuation with Application"s provides the necessary techniques for teaching and learning complex valuation techniques. Filling the current gap in financial engineering literature, the book emphasizes an easy-to-understand approach to the methods and applications of complex concepts without focusing on the underlying statistical and mathematical theories.
Organized into three comprehensive sections, the book discusses the essential topics of the derivatives market with sections on options, swaps, and financial engineering concepts applied primarily, but not exclusively, to the futures market. Providing a better understanding of how to assess risk exposure, the book also includes: A wide range of real-world applications and examples detailing the theoretical concepts discussed throughout Numerous homework problems, highlighted equations, and Microsoft(R) Office Excel(R) modules for valuation Pedagogical elements such as solved case studies, select answers to problems, and key terms and concepts to aid comprehension of the presented material A companion website that contains an Instructor's Solutions Manual, sample lecture PowerPoint(R) slides, and related Excel files and data sets
"Elementary Financial Derivatives: A Guide to Trading and Valuation with Applications "is an excellent introductory textbook for upper-undergraduate courses in financial derivatives, quantitative finance, mathematical finance, and financial engineering. The book is also a valuable resource for practitioners in quantitative finance, industry professionals who lack technical knowledge of pricing options, and readers preparing for the CFA exam.
Jana Sacks, PhD, is Associate Professor in the Department of Accounting and Finance at St. John Fisher College in Rochester, New York. A member of The American Finance Association, the National Association of Corporate Directors, and the International Atlantic Economic Society, Dr. Sack's research interests include risk management, credit derivatives, pricing, hedging, and structured finance.
Автор: Flavell, Richard Название: Swaps and other derivatives ISBN: 047072191X ISBN-13(EAN): 9780470721919 Издательство: Wiley Рейтинг: Цена: 80790.00 T Наличие на складе: Поставка под заказ. 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: Gregory Jon Название: Central Counterparties: Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives ISBN: 1118891511 ISBN-13(EAN): 9781118891513 Издательство: Wiley Рейтинг: Цена: 66530.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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: Hilpisch Y Название: Derivatives Analytics with Python ISBN: 1119037999 ISBN-13(EAN): 9781119037996 Издательство: Wiley Рейтинг: Цена: 66530.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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: Ramirez Juan Название: Accounting for Derivatives ISBN: 1118817974 ISBN-13(EAN): 9781118817971 Издательство: Wiley Рейтинг: Цена: 77090.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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: Management Название: A Practical Guide to Collateral Management in the OTC Derivatives Market ISBN: 1403912033 ISBN-13(EAN): 9781403912039 Издательство: Springer Рейтинг: Цена: 222670.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: This is the first book of its kind on the market and is aimed at collateral management professionals in the OTC derivatives markets.
Автор: Banks Название: The Credit Risk of Complex Derivatives ISBN: 1403916691 ISBN-13(EAN): 9781403916693 Издательство: Springer Рейтинг: Цена: 186330.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Aimed at clients, intermediaries and regulators, this edition is focussed clearly on risk education, risk management and risk disclosure in order to make participation in derivatives more secure, transparent, efficient and beneficial.
Автор: Antulio N. Bomfim Название: Understanding Credit Derivatives and Related Instruments ISBN: 012800116X ISBN-13(EAN): 9780128001165 Издательство: Elsevier Science Рейтинг: Цена: 83080.00 T Наличие на складе: Невозможна поставка. Описание: . Understanding Credit Derivatives and Related Instruments, Second Edition is an intuitive, rigorous overview that links the practices of valuing and trading credit derivatives with academic theory. Rather than presenting highly technical explorations, the book offers summaries of major subjects and the principal perspectives associated with them. The book's centerpiece is pricing and valuation issues, especially valuation tools and their uses in credit models. Five new chapters cover practices that have become commonplace as a result of the 2008 financial crisis, including standardized premiums and upfront payments. Analyses of regulatory responses to the crisis for the credit derivatives market (Basel III, Dodd-Frank, etc.) include all the necessary statistical and mathematical background for readers to easily follow the pricing topics. . Every reader familiar with mid-level mathematics who wants to understand the functioning of the derivatives markets (in both practical and academic contexts) can fully satisfy his or her interests with the comprehensive assessments in this book.
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: 116160.00 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
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