Derivatives and Risk Management, Dhanesh Kumar Khatri
Автор: Satyajit Das Название: Risk Management: The Swaps & Financial Derivatives Library, 3rd Edition Revised ISBN: 0470821655 ISBN-13(EAN): 9780470821657 Издательство: Wiley Рейтинг: Цена: 116160.00 T Наличие на складе: Нет в наличии. Описание: Risk Management consists of 8 Parts and 18 Chapters covering risk management, market risk methodologies (including VAR and stress testing), credit risk in derivative transactions, other derivatives trading risks (liquidity risk, model risk and operational risk), organizational aspects of risk management and operational aspects of derivative trading. The volume also covers documentation/legal aspects of derivative transactions (including ISDA documentary framework), accounting treatment (including FASB 133 and IAS 39 issues), taxation aspects and regulatory aspects of derivative trading affecting banks and securities dealers (including the Basel framework for capital to be held against credit and market risk).
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: Keith Cuthbertson, Dirk Nitzsche Название: Financial Engineering: Derivatives & Risk Management ISBN: 1119595592 ISBN-13(EAN): 9781119595595 Издательство: Wiley Рейтинг: Цена: 52800.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
This fully revised and updated second edition of Financial Engineering: Derivatives & Risk Management provides a thorough grounding in all types of derivatives, starting from scratch in terms of basic knowledge, and then moving the emphasis to how derivatives are priced and then used in practice for speculation and hedging by traders, banks and other end-users such as pension funds, hedge funds and corporates.
The text includes a full range of pedagogic features, including example Q&A, end of chapter questions and answers and a glossary of key terms, symbols and formulas. A companion website provides further resources for students and instructors, with Powerpoint slides, answers to end of chapter questions, additional multiple-choice questions, online chapters and notes on selected advanced material, as well as interactive Matlab and Excel files to reproduce tables and graphs from the text.
Ideas for Ancillary Products
Companion website hosting answers to end of chapter questions, additional multiple-choice questions, online chapters and notes on selected advanced material, Matlab and Excel files (interactive) to reproduce tables/graphs in the text, as well as separate resources for lecturers
Автор: Edward LiPuma Название: The Social Life of Financial Derivatives: Markets, Risk, and Time ISBN: 0822369567 ISBN-13(EAN): 9780822369561 Издательство: Mare Nostrum (Eurospan) Рейтинг: Цена: 133720.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание:
In The Social Life of Financial Derivatives Edward LiPuma theorizes the profound social dimensions of derivatives markets and the processes, rituals, and belief systems that drive them. In response to the 2008 financial crisis and drawing on his experience trading derivatives, LiPuma outlines how they function as complex devices that organize speculative capital as well as the ways derivative-driven capitalism not only produces the conditions for its own existence, but also penetrates the fabric of everyday life. Framing finance as a form of social life and highlighting the intrinsically social character of financial derivatives, LiPuma deepens our understanding of derivatives so that we may someday use them to serve the public well-being.
Автор: Saunders Название: Financial Institutions Management: A Risk Management Approach, 9th edition ISBN: 1259922049 ISBN-13(EAN): 9781259922046 Издательство: McGraw-Hill Рейтинг: Цена: 50330.00 T Наличие на складе: Невозможна поставка. Описание: Focuses on managing return and risk in financial institutions. This book states that the risks faced by financial institutions managers and the methods and markets through which these risks are managed are becoming increasingly similar whether an institution is chartered as a commercial bank, a savings bank, or an insurance company.
Автор: Pilipovic, Dragana Название: Energy risk ISBN: 0071485945 ISBN-13(EAN): 9780071485944 Издательство: McGraw-Hill Рейтинг: Цена: 76630.00 T Наличие на складе: Поставка под заказ. Описание:
The Latest Methods and Strategies for Successfully Trading and Managing Risk in Today's Volatile Energy Markets
The updated Second Edition of Energy Risk presents an authoritative overview of the contemporary energy trading arena, combining the lesson's from the last decade with proven methods and strategies required for valuing energy derivatives and managing risk in these ever volatile markets.
Written by renowned energy risk expert Dragana Pilipovic this revised classic examines market behavior, covering both quantitative analysis and trader-oriented insights. The book shows how to establish a modeling process that involves the key players_managers, traders, quantitative analysts, and engineers_and provides practical answers to energy trading and risk management questions.
The Second Edition of Energy Risk features:
Detailed coverage of the primary factors that influence energy risk
Techniques for building marked-to-market forward price curves, creating volatility matrices, and valuing complex options
Specific guidelines and tools for achieving risk goals
New to this edition: three new chapters on the emerging energy market and marked-to-market issues; new material on energy-specific models, seasonal effects, and the derivation of the mean-reverting price model; and more
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.
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