Author : Anonim
Publisher : Unknown
Page : 128 pages
File Size : 44,7 Mb
Release : 2024-06-29
Category : Electronic
ISBN : 9789814470636
Financial Derivatives Pricing
Anonim
Financial Derivatives Pricing
Financial Derivatives Pricing 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 Financial Derivatives Pricing book. This book definitely worth reading, it is an incredibly well-written.
Financial Derivatives
Rob Quail,James A. Overdahl
Author : Rob Quail,James A. Overdahl
Publisher : John Wiley & Sons
Page : 337 pages
File Size : 49,5 Mb
Release : 2003-03-20
Category : Business & Economics
ISBN : 9780471467663
Financial Derivatives by Rob Quail,James A. Overdahl Pdf
"Financial Derivatives" - Jetzt neu in der 3. komplett überarbeiteten Auflage! Dieses umfassende Nachschlagewerk bietet eine gründliche Einführung in das Thema Finanzderivate und ihre Bedeutung für das Risikomanagement im Unternehmensumfeld. Es vermittelt fundierte Kenntnisse zum Thema Finanzderivate, und zwar mit einem verständlich gehaltenen Minimum an Finanzmathematik, was Preisbildung und Bewertung angeht. Mit einer breitgefächerten Übersicht über die verschiedenen Arten von Finanzderivaten. Mit neuem Material zu Kreditderivaten und zur Kreditrisikobewertung bei Derivaten. Mit neuen und ausführlicheren Informationen zu den Themen Finanztechnik und strukturierte Finanzprodukte. "Financial Derivatives" - Ein unverzichtbarer Ratgeber für alle Finanzexperten im Bereich Risikomanagement.
Financial Derivatives
Jamil Baz,George Chacko
Author : Jamil Baz,George Chacko
Publisher : Cambridge University Press
Page : 358 pages
File Size : 54,7 Mb
Release : 2004-01-12
Category : Business & Economics
ISBN : 052181510X
Financial Derivatives by Jamil Baz,George Chacko Pdf
Publisher Description
Financial Calculus
Martin Baxter,Andrew Rennie
Author : Martin Baxter,Andrew Rennie
Publisher : Cambridge University Press
Page : 252 pages
File Size : 44,8 Mb
Release : 1996-09-19
Category : Business & Economics
ISBN : 0521552893
Financial Calculus by Martin Baxter,Andrew Rennie Pdf
A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
Trading and Pricing Financial Derivatives
Patrick Boyle,Jesse McDougall
Author : Patrick Boyle,Jesse McDougall
Publisher : Walter de Gruyter GmbH & Co KG
Page : 298 pages
File Size : 55,9 Mb
Release : 2018-12-17
Category : Business & Economics
ISBN : 9781547401215
Trading and Pricing Financial Derivatives by Patrick Boyle,Jesse McDougall Pdf
Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Investors who are interested in deepening their knowledge of derivatives of all kinds will find this book to be an invaluable resource. The book is also useful in a very applied course on derivative trading. The authors delve into the history of options pricing; simple strategies of options trading; binomial tree valuation; Black-Scholes option valuation; option sensitivities; risk management and interest rate swaps in this immensely informative yet easy to comprehend work. Using their vast working experience in the financial markets at international investment banks and hedge funds since the late 1990s and teaching derivatives and investment courses at the Master's level, Patrick Boyle and Jesse McDougall put forth their knowledge and expertise in clearly explained concepts. This book does not presuppose advanced mathematical knowledge, though it is presented for completeness for those that may benefit from it, and is designed for a general audience, suitable for beginners through to those with intermediate knowledge of the subject.
Financial Derivatives
Rob Quail,James A. Overdahl
Author : Rob Quail,James A. Overdahl
Publisher : John Wiley & Sons
Page : 627 pages
File Size : 47,9 Mb
Release : 2009-10-15
Category : Business & Economics
ISBN : 9780470541746
Financial Derivatives by Rob Quail,James A. Overdahl Pdf
Essential insights on the various aspects of financial derivatives If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can prudently use them within the context of your underlying business activities. Financial Derivatives introduces you to the wide range of markets for financial derivatives. This invaluable guide offers a broad overview of the different types of derivatives-futures, options, swaps, and structured products-while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with helpful tables and charts, Financial Derivatives offers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. Discusses what derivatives are and how you can prudently implement them within the context of your underlying business activities Provides thorough coverage of financial derivatives and their role in risk management Explores financial derivatives without getting bogged down by the mathematics surrounding their pricing and valuation This informative guide will help you unlock the incredible potential of financial derivatives.
Theory of Financial Risk and Derivative Pricing
Jean-Philippe Bouchaud,Marc Potters
Author : Jean-Philippe Bouchaud,Marc Potters
Publisher : Cambridge University Press
Page : 410 pages
File Size : 43,5 Mb
Release : 2003-12-11
Category : Business & Economics
ISBN : 9781139440271
Theory of Financial Risk and Derivative Pricing by Jean-Philippe Bouchaud,Marc Potters Pdf
Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.
Foundations of the Pricing of Financial Derivatives
Robert E. Brooks,Don M. Chance
Author : Robert E. Brooks,Don M. Chance
Publisher : John Wiley & Sons
Page : 631 pages
File Size : 51,7 Mb
Release : 2024-01-31
Category : Business & Economics
ISBN : 9781394179657
Foundations of the Pricing of Financial Derivatives by Robert E. Brooks,Don M. Chance Pdf
An accessible and mathematically rigorous resource for masters and PhD students In Foundations of the Pricing of Financial Derivatives: Theory and Analysis two expert finance academics with professional experience deliver a practical new text for doctoral and masters’ students and also new practitioners. The book draws on the authors extensive combined experience teaching, researching, and consulting on this topic and strikes an effective balance between fine-grained quantitative detail and high-level theoretical explanations. The authors fill the gap left by books directed at masters’-level students that often lack mathematical rigor. Further, books aimed at mathematically trained graduate students often lack quantitative explanations and critical foundational materials. Thus, this book provides the technical background required to understand the more advanced mathematics used in this discipline, in class, in research, and in practice. Readers will also find: Tables, figures, line drawings, practice problems (with a solutions manual), references, and a glossary of commonly used specialist terms Review of material in calculus, probability theory, and asset pricing Coverage of both arithmetic and geometric Brownian motion Extensive treatment of the mathematical and economic foundations of the binomial and Black-Scholes-Merton models that explains their use and derivation, deepening readers’ understanding of these essential models Deep discussion of essential concepts, like arbitrage, that broaden students’ understanding of the basis for derivative pricing Coverage of pricing of forwards, futures, and swaps, including arbitrage-free term structures and interest rate derivatives An effective and hands-on text for masters’-level and PhD students and beginning practitioners with an interest in financial derivatives pricing, Foundations of the Pricing of Financial Derivatives is an intuitive and accessible resource that properly balances math, theory, and practical applications to help students develop a healthy command of a difficult subject.
Advanced Derivatives Pricing and Risk Management
Claudio Albanese,Giuseppe Campolieti
Author : Claudio Albanese,Giuseppe Campolieti
Publisher : Academic Press
Page : 436 pages
File Size : 47,9 Mb
Release : 2006
Category : Business & Economics
ISBN : 9780120476824
Advanced Derivatives Pricing and Risk Management by Claudio Albanese,Giuseppe Campolieti Pdf
Book and CDROM include the important topics and cutting-edge research in financial derivatives and risk management.
Quantitative Methods in Derivatives Pricing
Domingo Tavella
Author : Domingo Tavella
Publisher : John Wiley & Sons
Page : 304 pages
File Size : 40,7 Mb
Release : 2003-04-07
Category : Business & Economics
ISBN : 9780471274797
Quantitative Methods in Derivatives Pricing by Domingo Tavella Pdf
This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Quantitative Methods in Derivatives Pricing develops the fundamental tools of financial engineering, such as scenario generation, simulation for European instruments, simulation for American instruments, and finite differences in an intuitive and practical manner, with an abundance of practical examples and case studies. Intended primarily as an introductory graduate textbook in computational finance, this book will also serve as a reference for practitioners seeking basic information on alternative pricing methodologies. Domingo Tavella is President of Octanti Associates, a consulting firm in risk management and financial systems design. He is the founder and chief editor of the Journal of Computational Finance and has pioneered the application of advanced numerical techniques in pricing and risk analysis in the financial and insurance industries. Tavella coauthored Pricing Financial Instruments: The Finite Difference Method. He holds a PhD in aeronautical engineering from Stanford University and an MBA in finance from the University of California at Berkeley.
Pricing and Hedging Financial Derivatives
Leonardo Marroni,Irene Perdomo
Author : Leonardo Marroni,Irene Perdomo
Publisher : John Wiley & Sons
Page : 277 pages
File Size : 54,6 Mb
Release : 2014-06-19
Category : Business & Economics
ISBN : 9781119954583
Pricing and Hedging Financial Derivatives by Leonardo Marroni,Irene Perdomo Pdf
The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few practical guides available, very few of those cover pricing and hedging—two critical topics for traders. What matters to practitioners is what happens on the trading floor—information only seasoned practitioners such as authors Marroni and Perdomo can impart. Lays out proven derivatives pricing and hedging strategies and techniques for equities, FX, fixed income and commodities, as well as multi-assets and cross-assets Provides expert guidance on the development of structured products, supplemented with a range of practical examples Packed with real-life examples covering everything from option payout with delta hedging, to Monte Carlo procedures to common structured products payoffs The Companion Website features all of the examples from the book in Excel complete with source code
Derivative Pricing in Discrete Time
Nigel J. Cutland,Alet Roux
Author : Nigel J. Cutland,Alet Roux
Publisher : Springer Science & Business Media
Page : 325 pages
File Size : 46,5 Mb
Release : 2012-09-13
Category : Mathematics
ISBN : 9781447144083
Derivative Pricing in Discrete Time by Nigel J. Cutland,Alet Roux Pdf
This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thriving area of mathematical research. The central theme is the question of how to find a fair price for a derivative; defined to be a price at which it is not possible for any trader to make a risk free profit by trading in the derivative. To keep the mathematics as simple as possible, while explaining the basic principles, only discrete time models with a finite number of possible future scenarios are considered. The theory examines the simplest possible financial model having only one time step, where many of the fundamental ideas occur, and are easily understood. Proceeding slowly, the theory progresses to more realistic models with several stocks and multiple time steps, and includes a comprehensive treatment of incomplete models. The emphasis throughout is on clarity combined with full rigour. The later chapters deal with more advanced topics, including how the discrete time theory is related to the famous continuous time Black-Scholes theory, and a uniquely thorough treatment of American options. The book assumes no prior knowledge of financial markets, and the mathematical prerequisites are limited to elementary linear algebra and probability. This makes it accessible to undergraduates in mathematics as well as students of other disciplines with a mathematical component. It includes numerous worked examples and exercises, making it suitable for self-study.
Mathematical Models of Financial Derivatives
Yue-Kuen Kwok
Author : Yue-Kuen Kwok
Publisher : Springer Science & Business Media
Page : 541 pages
File Size : 51,9 Mb
Release : 2008-07-10
Category : Mathematics
ISBN : 9783540686880
Mathematical Models of Financial Derivatives by Yue-Kuen Kwok Pdf
This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. This second edition features additional emphasis on the discussion of Ito calculus and Girsanovs Theorem, and the risk-neutral measure and equivalent martingale pricing approach. A new chapter on credit risk models and pricing of credit derivatives has been added. Up-to-date research results are provided by many useful exercises.
Pricing Derivative Securities
T. W. Epps
Author : T. W. Epps
Publisher : World Scientific
Page : 712 pages
File Size : 53,9 Mb
Release : 2000
Category : Business & Economics
ISBN : 9789810242985
Pricing Derivative Securities by T. W. Epps Pdf
Latest Edition: Pricing Derivative Securities (2nd Edition)The development of successful techniques for valuing derivative assets is among the most influential achievements of economic science. Pricing Derivative Securities presents the theory of financial derivatives in a way that emphasizes both its mathematical foundations and its practical implementation. The book's organization reveals its three distinctive features. Part I surveys the necessary tools of analysis, probability theory, and stochastic calculus, thus making the book self-contained. The chapters in Part II, Pricing Theory, are organized around the dynamics of the price processes of underlying assets, progressing from simple models to those that require considerable mathematical sophistication. The last part of the book is devoted to the empirical implementation of the pricing formulas developed in Part II, offering a detailed survey of numerical methods and providing a collection of programs in FORTRAN and C++.Errata(s)Preface, Page viChapter 13, Page 534?www.worldscientific.com/books/4415.zip? The above links should be replaced with?www.worldscientific.com/doi/suppl/10.1142/4415/suppl_file/4415_software_free.zip?Errata
Risk-Neutral Valuation
Nicholas H. Bingham,Rüdiger Kiesel
Author : Nicholas H. Bingham,Rüdiger Kiesel
Publisher : Springer Science & Business Media
Page : 447 pages
File Size : 41,7 Mb
Release : 2013-06-29
Category : Mathematics
ISBN : 9781447138563
Risk-Neutral Valuation by Nicholas H. Bingham,Rüdiger Kiesel Pdf
This second edition - completely up to date with new exercises - provides a comprehensive and self-contained treatment of the probabilistic theory behind the risk-neutral valuation principle and its application to the pricing and hedging of financial derivatives. On the probabilistic side, both discrete- and continuous-time stochastic processes are treated, with special emphasis on martingale theory, stochastic integration and change-of-measure techniques. Based on firm probabilistic foundations, general properties of discrete- and continuous-time financial market models are discussed.
