Risk-Neutral Valuation, Nicholas H. Bingham; R?diger Kiesel

Автор: Peter M. Knopf
Название: Risk Neutral Pricing and Financial Mathematics: A Primer,
ISBN: 0128015349 ISBN-13(EAN): 9780128015346
Издательство: Elsevier Science
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Цена: 57250.00 T
Наличие на складе: Невозможна поставка.
Описание:

Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society).

Автор: Davidson Andrew S.
Название: Mortgage Valuation Models: Embedded Options, Risk, and Uncertainty
ISBN: 0199998167 ISBN-13(EAN): 9780199998166
Издательство: Oxford Academ
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Цена: 134640.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Valuation of mortgage-backed securities requires blending empirical analysis of borrower behavior and mathematical modeling of interest rates and home prices, with recognition of various prices of risk and uncertainty. This book offers a detailed description of the sophisticated theories and advanced methods used for the real-world valuation of MBS.

Автор: Lionel Martellini
Название: Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies
ISBN: 0470852771 ISBN-13(EAN): 9780470852774
Издательство: Wiley
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Цена: 45450.00 T
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Описание: This textbook will be designed for fixed--incomesecurities courses taught on MSc Finance and MBAcourses. There is currently no suitable text thatoffers a `Hull--type` book for the fixed income studentmarket. This book aims to fill this need. The bookwill contain numerous worked examples, excelspreadsheets, with a building block approachthroughout.

Автор: Carr
Название: Market-Neutral Trading; 8 Buy + Hedge Trading Strategies For Making Money In Bull And Bear Markets
ISBN: 0071813101 ISBN-13(EAN): 9780071813105
Издательство: McGraw-Hill
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Цена: 50330.00 T
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Описание: Stock trading doesn`t get any easier than this. This title helps you learn how to: manage your stocks with one simple weekly routine; create a portfolio that reduces risk while increasing returns; maximize profit potential using a multi strategic approach; and generate steady trading income over both short and long terms.

Автор: Swindle
Название: Valuation and Risk Management in Energy Markets
ISBN: 1107036844 ISBN-13(EAN): 9781107036840
Издательство: Cambridge Academ
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Цена: 132000.00 T
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Описание: Valuation and Risk Management in Energy Markets surveys the mechanics of energy markets and the valuation of structures commonly arising in practice.

Автор: Tomasz R. Bielecki; Marek Rutkowski
Название: Credit Risk: Modeling, Valuation and Hedging
ISBN: 3642087078 ISBN-13(EAN): 9783642087073
Издательство: Springer
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Цена: 93160.00 T
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Описание: The motivation for the mathematical modeling studied in this text on developments in credit risk research is the bridging of the gap between mathematical theory of credit risk and the financial practice. Mathematical developments are covered thoroughly and give the structural and reduced-form approaches to credit risk modeling.

Автор: Manuel Ammann
Название: Credit Risk Valuation
ISBN: 3642087337 ISBN-13(EAN): 9783642087332
Издательство: Springer
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Цена: 158380.00 T
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Описание: This book offers an advanced introduction to models of credit risk valuation, concentrating on firm-value and reduced-form approaches and their application. The book provides detailed descriptions of the state-of-the-art martingale methods and advanced numerical implementations based on multivariate trees used to price derivative credit risk.

Автор: Robert E.
Название: Derivatives: Markets, Valuation, and Risk Management
ISBN: 0471786322 ISBN-13(EAN): 9780471786320
Издательство: Wiley
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Цена: 142560.00 T
Наличие на складе: Поставка под заказ.
Описание: Derivative contracts are incredibly powerful tools for managing expected return and risk. In order to take full advantage of the opportunities they afford, practitioners need to have a thorough understanding of how derivative contracts are valued.