Pricing of Bond Options, Detlef Repplinger

Автор: Shreve
Название: Stochastic Calculus for Finance I
ISBN: 0387401008 ISBN-13(EAN): 9780387401003
Издательство: Springer
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Цена: 55890.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Developed for the professional Master`s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;

Автор: Shreve
Название: Stochastic Calculus for Finance I
ISBN: 0387249680 ISBN-13(EAN): 9780387249681
Издательство: Springer
Рейтинг:
Цена: 55890.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Developed for the professional Master`s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;

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
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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: Dempster M.A.H.
Название: Commodities: Fundamental Theory of Futures, Forwards, and Derivatives Pricing, 2 ed.
ISBN: 1032208171 ISBN-13(EAN): 9781032208176
Издательство: Taylor&Francis
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Цена: 163330.00 T
Наличие на складе: Нет в наличии.
Описание: -Up-to-date with cutting edge topics -Suitable for professional quants and as library reference for students of finance and financial mathematics

Автор: Thomsett, Michael C.
Название: Options installment strategies
ISBN: 3319998633 ISBN-13(EAN): 9783319998633
Издательство: Springer
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Цена: 51230.00 T
Наличие на складе: Невозможна поставка.
Описание: An “installment strategy” in its most basic form, combines two options, one long-term position and one short-term. This strategy is designed as a conservative, no-cost method to either eliminate risk for future trading when stock is owned; or to fix the price for a future purchase of the underlying security.Portfolio managers and experienced individual traders face a chronic problem – risk versus time. This goes beyond the well-known time decay of options and expands to the ever-present market risk to an underlying security. How do you execute a successful, conservative strategy and eliminate or reduce market risk?In this book, a range of effective and creative strategies set out a conservative hedging system. This involves the combination of long-term long positions offset by short-term short positions in various configurations. Options Installment Strategies presents variations on the well-known calendar spread and demonstrates how specific strategies work well in short-term swings and even during extended periods of consolidation.

Автор: Kratter Matthew R.
Название: Covered Calls Made Easy: Generate Monthly Cash Flow by Selling Options
ISBN: 1520678843 ISBN-13(EAN): 9781520678849
Издательство: Неизвестно
Цена: 6410.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Explores the terrain of the cultural history of biblical interpretation. But David Lyle Jeffrey does not rest content to chart biblical scholarship and how it has influenced and been influenced by culture. Instead, he focuses on the ""art"" of Biblical interpretation - how sculptors, musicians, poets, novelists, and painters have ""read"" the Bible.

Автор: Steven Roman
Название: Introduction to the Mathematics of Finance
ISBN: 1489985999 ISBN-13(EAN): 9781489985996
Издательство: Springer
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Цена: 51230.00 T
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Описание: Completely rewritten for its second edition, this book concentrates on discrete derivative pricing models, culminating in a thorough derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.

Название: Financial Calculus
ISBN: 0521552893 ISBN-13(EAN): 9780521552899
Издательство: Cambridge Academ
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Цена: 82370.00 T
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Описание: Here is a rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. An essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world.

Название: Keys to Investing in Options and Futures
ISBN: 0764113038 ISBN-13(EAN): 9780764113031
Издательство: Ingram
Цена: 4330.00 T
Наличие на складе: Нет в наличии.

Автор: Raphael Stahl
Название: Capital Asset Pricing Model und Alternativkalk?le
ISBN: 365812024X ISBN-13(EAN): 9783658120245
Издательство: Springer
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Цена: 47880.00 T
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Описание:

Grundlagen des klassischen Capital Asset Pricing Model.- Kritische Analyse des Capital Asset Pricing Model.- Ausgewдhlte Multifaktorenmodelle als Alternativkalkьle.- Empirische Untersuchungen anhand der DAX(R)-Werte.

Автор: G. Constantinides
Название: Handbook of the Economics of Finance,1B
ISBN: 0444513639 ISBN-13(EAN): 9780444513632
Издательство: Elsevier Science
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Цена: 138110.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed income securities; and market microstructure.