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 Рейтинг: 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: 0367579146 ISBN-13(EAN): 9780367579142 Издательство: Taylor&Francis Рейтинг: Цена: 48990.00 T Наличие на складе: Нет в наличии.
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 Рейтинг: 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 Рейтинг: Цена: 130430.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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: 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 Рейтинг: 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: Carl Chiarella; Xue-Zhong He; Christina Sklibosios Название: Derivative Security Pricing ISBN: 3662459051 ISBN-13(EAN): 9783662459058 Издательство: Springer Рейтинг: Цена: 158380.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling.
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 Рейтинг: Цена: 116160.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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: Lo Ambrose Название: Derivative Pricing: A problem-based primer ISBN: 1138033359 ISBN-13(EAN): 9781138033351 Издательство: Taylor&Francis Рейтинг: Цена: 93910.00 T Наличие на складе: Нет в наличии. Описание: This textbook adopts a mathematically rigorous, widely accessible pedagogical approach, providing a formal treatment of derivative pricing methodologies and theory. The abundance of examples and problems makes it suitable for advanced undergraduates, beginning graduates as well as professionals.
Автор: Thomsett Michael C. Название: The Mathematics of Options: Quantifying Derivative Price, Payoff, Probability, and Risk ISBN: 3319859609 ISBN-13(EAN): 9783319859606 Издательство: Springer Рейтинг: 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: Dempsey Michael Название: Financial Risk Management and Derivative Instruments ISBN: 0367674793 ISBN-13(EAN): 9780367674793 Издательство: Taylor&Francis Рейтинг: Цена: 59190.00 T Наличие на складе: Есть у поставщика Поставка под заказ. Описание: Financial Risk Management and Derivative Instruments is an accessible, concise textbook offering a solid introduction to the essential principles of risk management and derivatives. Structured in two parts, the book first looks at markets and uncertainty, examining risk in the stock market and the bond market, leveraging and growth.
Автор: Jacque Laurent L. Название: Global Derivative Debacles: From Theory to Malpractice: 2nd Edition ISBN: 9814663247 ISBN-13(EAN): 9789814663243 Издательство: World Scientific Publishing Рейтинг: Цена: 121440.00 T Наличие на складе: Есть у поставщика Поставка под заказ. 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).
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