Download Full eBooks in PDF
Essays In Option Pricing And Interest Rate Models Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Essays In Option Pricing And Interest Rate Models book. This book definitely worth reading, it is an incredibly well-written.
Author : Irina Slinko
Publisher : Unknown
Page : 259 pages
File Size : 44,7 Mb
Release : 2006
Category : Electronic
ISBN : 9172587067
Author : Ronald C. Heynen
Publisher : Unknown
Page : 228 pages
File Size : 49,7 Mb
Release : 1995
Category : Business & Economics
ISBN : IND:30000057288973
Author : Elyès Jouini,Jakša Cvitanić,Marek Musiela
Publisher : Cambridge University Press
Page : 324 pages
File Size : 46,8 Mb
Release : 2001
Category : Derivative securities
ISBN : 0521792371
This 2001 handbook surveys the state of practice, method and understanding in the field of mathematical finance. Every chapter has been written by leading researchers and each starts by briefly surveying the existing results for a given topic, then discusses more recent results and, finally, points out open problems with an indication of what needs to be done in order to solve them. The primary audiences for the book are doctoral students, researchers and practitioners who already have some basic knowledge of mathematical finance. In sum, this is a comprehensive reference work for mathematical finance and will be indispensable to readers who need to find a quick introduction or reference to a specific topic, leading all the way to cutting edge material.
Author : Riccardo Rebonato
Publisher : Unknown
Page : 408 pages
File Size : 55,7 Mb
Release : 1996-09-12
Category : Business & Economics
ISBN : STANFORD:36105019211734
An accessible, first-rate overview of interest rate dependent options for traders and institutional investors Until now market professionals seeking to exploit the profit potential of interest rate dependent options were forced to hunt through esoteric journals for a crumb or two of practical knowledge about their use. This accessible book narrows the information gap. Written in easy-to-follow, non-technical language, it logically reviews all the most commonly used interest rate option models, showing how each one can be applied and implemented for specific market applications. DR. RICARDO REBONATO (London, England) is head of Research, Debt Capital Markets at Barclays de Zoete Wedd Ltd.
Author : Roberto Dieci,Xue-Zhong He,Cars Hommes
Publisher : Springer
Page : 389 pages
File Size : 40,5 Mb
Release : 2014-07-26
Category : Business & Economics
ISBN : 9783319074702
This book reflects the state of the art on nonlinear economic dynamics, financial market modelling and quantitative finance. It contains eighteen papers with topics ranging from disequilibrium macroeconomics, monetary dynamics, monopoly, financial market and limit order market models with boundedly rational heterogeneous agents to estimation, time series modelling and empirical analysis and from risk management of interest-rate products, futures price volatility and American option pricing with stochastic volatility to evaluation of risk and derivatives of electricity market. The book illustrates some of the most recent research tools in these areas and will be of interest to economists working in economic dynamics and financial market modelling, to mathematicians who are interested in applying complexity theory to economics and finance and to market practitioners and researchers in quantitative finance interested in limit order, futures and electricity market modelling, derivative pricing and risk management.
Author : David Frederik Schrager
Publisher : Rozenberg Publishers
Page : 195 pages
File Size : 50,7 Mb
Release : 2007
Category : Electronic
ISBN : 9789051709452
Author : L. P. Hughston
Publisher : Unknown
Page : 408 pages
File Size : 54,7 Mb
Release : 1996
Category : Economics
ISBN : UIUC:30112046211899
Author : Jeremy Joseph Evnine
Publisher : Unknown
Page : 288 pages
File Size : 42,8 Mb
Release : 1983
Category : Options (Finance)
ISBN : UCAL:C2935733
Author : Rajna Gibson,François-Serge Lhabitant,Denis Talay
Publisher : Now Publishers Inc
Page : 171 pages
File Size : 42,8 Mb
Release : 2010
Category : Business & Economics
ISBN : 9781601983725
Modeling the Term Structure of Interest Rates provides a comprehensive review of the continuous-time modeling techniques of the term structure applicable to value and hedge default-free bonds and other interest rate derivatives.
Author : Mikael Vikström
Publisher : Unknown
Page : 134 pages
File Size : 42,8 Mb
Release : 2001
Category : Approximation theory
ISBN : 9515556961
Author : Don M. Chance
Publisher : John Wiley & Sons
Page : 403 pages
File Size : 54,5 Mb
Release : 2011-07-05
Category : Business & Economics
ISBN : 9781118160640
In the updated second edition of Don Chance’s well-received Essays in Derivatives, the author once again keeps derivatives simple enough for the beginner, but offers enough in-depth information to satisfy even the most experienced investor. This book provides up-to-date and detailed coverage of various financial products related to derivatives and contains completely new chapters covering subjects that include why derivatives are used, forward and futures pricing, operational risk, and best practices.
Author : Jamil Baz,George Chacko
Publisher : Cambridge University Press
Page : 358 pages
File Size : 54,6 Mb
Release : 2004-01-12
Category : Business & Economics
ISBN : 052181510X
Publisher Description
Author : Marcus Schulmerich
Publisher : Unknown
Page : 357 pages
File Size : 42,7 Mb
Release : 2005
Category : Capital investments
ISBN : OCLC:1078847253
Author : Yoosoon Chang,Sokbae Lee,J. Isaac Miller
Publisher : Emerald Group Publishing
Page : 382 pages
File Size : 42,9 Mb
Release : 2023-04-24
Category : Business & Economics
ISBN : 9781837532148
Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.
Author : Moorad Choudhry
Publisher : Butterworth-Heinemann
Page : 1152 pages
File Size : 44,7 Mb
Release : 2003-07-04
Category : Business & Economics
ISBN : 9780080574936
The Bond and Money Markets is an invaluable reference to all aspects of fixed income markets and instruments. It is highly regarded as an introduction and an advanced text for professionals and graduate students. Features comprehensive coverage of: * Government and Corporate bonds, Eurobonds, callable bonds, convertibles * Asset-backed bonds including mortgages and CDOs * Derivative instruments including futures, swaps, options, structured products * Interest-rate risk, duration analysis, convexity, and the convexity bias * The money markets, repo markets, basis trading, and asset/liability management * Term structure models, estimating and interpreting the yield curve * Portfolio management and strategies,total return framework, constructing bond indices * A stand alone reference book on interest rate swaps, the money markets, financial market mathematics, interest-rate futures and technical analysis * Includes introductory coverage of very specialised topics (for which one previously required several texts) such as VaR, Asset & liability management and credit derivatives * Combines accessible style with advanced level topics