Quantitative Modeling of Derivative Securities, Laurence, Peter

Автор: Sundaram F.K.
Название: Derivatives, 2 ed.(Книга: Сундарам Ф.К. Деривативы, 2-е изд.)
ISBN: 1259010872 ISBN-13(EAN): 9781259010873
Издательство: McGraw-Hill
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Цена: 70910.00 T
Наличие на складе: Поставка под заказ.
Описание: Helps you use verbal and pictorial expositions, and sometimes simple mathematical models, to explain underlying principles before proceeding to formal analysis.

Автор: Laurence, Peter
Название: Quantitative Modeling of Derivative Securities
ISBN: 1584880317 ISBN-13(EAN): 9781584880318
Издательство: Taylor&Francis
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Цена: 148010.00 T
Наличие на складе: Нет в наличии.

Автор: Brian Eales
Название: Derivative Instruments,
ISBN: 0750654198 ISBN-13(EAN): 9780750654197
Издательство: Elsevier Science
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Цена: 98200.00 T
Наличие на складе: Поставка под заказ.
Описание: Combines theory with valuation to provide coverage of the topic area; provides worked examples and spreadsheet models on CD ROM to help readers understand derivative instruments and their uses; and covers the various developments in derivatives. This book is useful for derivatives traders, salespersons, financial engineers, and risk managers.

Автор: Alexander Lipton, David Gershon, Mathieu Rosenbaum, Zvi Wiener
Название: Options - 45 Years Since The Publication Of The Black-scholes-merton Model: The Gershon Fintech Center Conference
ISBN: 9811255865 ISBN-13(EAN): 9789811255861
Издательство: World Scientific Publishing
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Цена: 132000.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book contains contributions by the best-known and consequential researchers who, over several decades, shaped the field of financial engineering. It presents a comprehensive and unique perspective on the historical development and the current state of derivatives research. The book covers classical and modern approaches to option pricing, realized and implied volatilities, classical and rough stochastic processes, and contingent claims analysis in corporate finance. The book is invaluable for students, academic researchers, and practitioners working with financial derivatives, market regulation, trading, risk management, and corporate decision-making.

Автор: Jarrow Robert A., Chatterjea Arkadev
Название: Introduction to Derivative Securities, Financial Markets, and Risk Management, an (Second Edition)
ISBN: 194465965X ISBN-13(EAN): 9781944659653
Издательство: World Scientific Publishing
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Цена: 72340.00 T
Наличие на складе: Есть
Описание: Written by two of the most distinguished finance scholars in the industry, this introductory textbook on derivatives and risk management is highly accessible in terms of the concepts as well as the mathematics.With its economics perspective, this rewritten and streamlined second edition textbook, is closely connected to real markets, and:Beginning at a level that is comfortable to lower division college students, the book gradually develops the content so that its lessons can be profitably used by business majors, arts, science, and engineering graduates as well as MBAs who would work in the finance industry. Supplementary materials are available to instructors who adopt this textbook for their courses. These include:Solutions Manual with detailed solutions to nearly 500 end-of-chapter questions and problemsPowerPoint slides and a Test Bank for adoptersPRICED! In line with current teaching trends, we have woven spreadsheet applications throughout the text. Our aim is for students to achieve self-sufficiency so that they can generate all the models and graphs in this book via a spreadsheet software, Priced!

Название: Derivative Securities and Difference Methods Derivative Securities and Difference Methods
ISBN: 1461473055 ISBN-13(EAN): 9781461473053
Издательство: Springer
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Цена: 130430.00 T
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Описание: This book explains how to establish appropriate partial differential equation boundary value problems for different sets of derivative products, and analyzes the application of finite differences techniques to a set of stated financial models.

Автор: Back, Kerry
Название: Course in Derivative Securities
ISBN: 3540253734 ISBN-13(EAN): 9783540253730
Издательство: Springer
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Цена: 69870.00 T
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Описание: "Deals with pricing and hedging financial derivatives.... Computational methods are introduced and the text contains the Excel VBA routines corresponding to the formulas and procedures described in the book.

Автор: Nicolas Privault
Название: Stochastic Interest Rate Modeling With Fixed Income Derivative Pricing (Third Edition)
ISBN: 9811226601 ISBN-13(EAN): 9789811226601
Издательство: World Scientific Publishing
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Цена: 116160.00 T
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Описание: This book introduces the mathematics of stochastic interest rate modeling and the pricing of related derivatives, based on a step-by-step presentation of concepts with a focus on explicit calculations. The types of interest rates considered range from short rates to forward rates such as LIBOR and swap rates, which are presented in the HJM and BGM frameworks. The pricing and hedging of interest rate and fixed income derivatives such as bond options, caps, and swaptions, are treated using forward measure techniques. An introduction to default bond pricing and an outlook on model calibration are also included as additional topics.This third edition represents a significant update on the second edition published by World Scientific in 2012. Most chapters have been reorganized and largely rewritten with additional details and supplementary solved exercises. New graphs and simulations based on market data have been included, together with the corresponding R codes.This new edition also contains 75 exercises and 4 problems with detailed solutions, making it suitable for advanced undergraduate and graduate level students.

Автор: Carl Chiarella; Xue-Zhong He; Christina Sklibosios
Название: Derivative Security Pricing
ISBN: 3662459051 ISBN-13(EAN): 9783662459058
Издательство: Springer
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Цена: 158380.00 T
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Описание: The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling.

Автор: Jacque Laurent L.
Название: Global Derivative Debacles: From Theory to Malpractice: 2nd Edition
ISBN: 9814663247 ISBN-13(EAN): 9789814663243
Издательство: World Scientific Publishing
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Цена: 121440.00 T
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Описание: This book analyzes in depth all major derivatives debacles of the last half century including the multi-billion losses and/or bankruptcy of Metallgesellschaft (1994), Barings Bank (1995), Long Term Capital Management (1998), Amaranth (2006), Societe Generale (2008) , AIG (2008) and JP Morgan-Chase (2012).

Автор: Thomsett Michael C.
Название: The Mathematics of Options: Quantifying Derivative Price, Payoff, Probability, and Risk
ISBN: 3319859609 ISBN-13(EAN): 9783319859606
Издательство: Springer
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Цена: 43780.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is written for the experienced portfolio manager and professional options traders. The result is a comprehensive book that helps traders understand the mathematic concepts of options trading so that they can improve their skills and outcomes.

Автор: Jewson
Название: Weather Derivative Valuation
ISBN: 0521142288 ISBN-13(EAN): 9780521142281
Издательство: Cambridge Academ
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Цена: 49630.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covers the meteorological, statistical, financial and mathematical issues that arise in the pricing and risk management of weather derivatives. Written by consultants who work within the weather derivative industry, this book, first published in 2005, is packed with practical information and theoretical insight into the world of weather derivative pricing.