Robust Libor Modelling and Pricing of Derivative Products, 

Автор: Satyajit Das
Название: Credit Derivatives: CDOs and Structured Credit Products, 3rd Edition
ISBN: 0470821590 ISBN-13(EAN): 9780470821596
Издательство: Wiley
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Цена: 116160.00 T
Наличие на складе: Поставка под заказ.
Описание: This is a complete reference work offering comprehensive information on credit derivative products, applications, pricing/valuation approaches, documentation issues and accounting/taxation aspects of such transactions. Previous edions have consisted of a number of chapters written by the author and a collection of papers from leading market practitioners. This edition departs from the previous format. All chapters have been written by the author. The First Edition of "Credit Derivatives" was published in 1998. It was designed to meet the growing interest in complex instruments. An updated Second Edition was released in 2000. "Credit Derivatives, CDO's and Structured Credit Products, 3rd Edition" offers comprehensive information on credit derivative products (both standard and structured), documentation issues, pricing/valuation approaches, applications and the market. The key areas of new/enhanced coverage include: inclusion of latest developments in documentation (the 2003 Credit Derivative Definitions and market developments such as Master Confirmations); and description of developments in structured credit products including: portfolio products; up-front credit default swaps; quanto credit default swaps; credit swaptions; zero recovery credit default swaps; first-to-default swaps/Nth-to-default swaps; asset swaptions/synthetic lending facilities/structured asset swaps; constant maturity credit spread products and constant maturity credit default swaps; credit index products; equity default swaps; increased coverage of credit linked notes including repackaging structures. This book features include: detailed discussion of the collateralised debt obligations ("CDO") market including: CDO structures; pricing and valuation; rating methodology; CDO variations (including SME CDO's, structured finance/ ABS CDO's, collateralised fund obligations ("CFO's"); single tranche CDO's; hedging of CDO tranches (including credit deltas and other Greeks and default correlation risk); behavior of CDO tranche (equity, mezzanine, senior and super senior) investments; increased coverage of pricing of credit default swaps (including models and valuation approaches) and discussion of cash-synthetic basis and its causes and behavior. It also features: coverage of E2C (equity to credit) hedging; detailed examples of applications of credit derivatives by different market participants; discussion of trading in credit derivatives including more complex trading strategies such as basis trading and capital structure arbitrage trades; updated coverage of regulatory framework for credit derivatives; and an updated discussion of market structures, developments and prospects.

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: Brian Eales
Название: Derivative Instruments,
ISBN: 0750654198 ISBN-13(EAN): 9780750654197
Издательство: Elsevier Science
Рейтинг:
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: Lo Ambrose
Название: Derivative Pricing: A problem-based primer
ISBN: 1138033359 ISBN-13(EAN): 9781138033351
Издательство: Taylor&Francis
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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: 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
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: Lo, Ambrose
Название: Derivative pricing
ISBN: 0367734214 ISBN-13(EAN): 9780367734213
Издательство: Taylor&Francis
Рейтинг:
Цена: 40820.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
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: Erik Banks
Название: Asia Pacific Derivative Markets
ISBN: 0333654641 ISBN-13(EAN): 9780333654644
Издательство: Springer
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Цена: 222670.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Erik Banks has written another text on the derivatives field covering innovation in these instruments in Asia Pacific. The text acts as a reference on the nature of these markets and the prospects for the Asian derivative markets, both listed and OTC. He also includes an analysis of the Australian, New Zealand and Japanese markets.

Автор: Nick Cavalla
Название: OTC Markets in Derivative Instruments
ISBN: 0333583086 ISBN-13(EAN): 9780333583081
Издательство: Springer
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Цена: 231990.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Analyzes the important features of the capital markets of the 1990s in terms of risk management, strategy and profit. Contributors include Goldman Sachs, Mitsubishi Finance, NatWest Futures, SP Morgan, BZW and Arthur Anderson.

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!

Автор: Jacque Laurent L
Название: Global Derivative Debacles: From Theory To Malpractice (Second Edition)
ISBN: 9814699896 ISBN-13(EAN): 9789814699891
Издательство: World Scientific Publishing
Цена: 54910.00 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).

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).

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.