A Course In Derivative Securities

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A Course In Derivative Securities

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Author : Kerry Back
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-10-11

A Course In Derivative Securities written by Kerry Back and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-10-11 with Business & Economics categories.

"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. This is valuable since computer simulation can help readers understand the theory....The book...succeeds in presenting intuitively advanced derivative modelling... it provides a useful bridge between introductory books and the more advanced literature." --MATHEMATICAL REVIEWS

A Course In Derivative Securities

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Author : Kerry Back
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-06-08

A Course In Derivative Securities written by Kerry Back and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-06-08 with Business & Economics categories.

"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. This is valuable since computer simulation can help readers understand the theory....The book...succeeds in presenting intuitively advanced derivative modelling... it provides a useful bridge between introductory books and the more advanced literature." --MATHEMATICAL REVIEWS

A Course In Derivative Securities

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Author : Kerry E. Back
language : en
Publisher:
Release Date : 2005

A Course In Derivative Securities written by Kerry E. Back and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with categories.

Pricing Derivative Securities

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Author : Eliezer Z. Prisman
language : en
Publisher: Academic Press
Release Date : 2000-09-14

Pricing Derivative Securities written by Eliezer Z. Prisman and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-09-14 with Business & Economics categories.

CD-ROM contains: MAPLE student version 5.0; online version of text; MATLAB GUI; IDEAL software (embedded in online text).

Introduction To Derivative Securities Financial Markets And Risk Management An Third Edition

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Author : Robert A Jarrow
language : en
Publisher: World Scientific
Release Date : 2024-05-03

Introduction To Derivative Securities Financial Markets And Risk Management An Third Edition written by Robert A Jarrow and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-05-03 with Business & Economics categories.

The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options.

An Introduction To Derivative Securities Financial Markets And Risk Management

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Author : Jarrow, Robert A
language : en
Publisher: W. W. Norton & Company
Release Date : 2013-02-14

An Introduction To Derivative Securities Financial Markets And Risk Management written by Jarrow, Robert A and has been published by W. W. Norton & Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-02-14 with Business & Economics categories.

Written by Robert Jarrow, one of the true titans of finance, and his former student Arkadev Chatterjea, Introduction to Derivatives is the first text developed from the ground up for students taking the introductory derivatives course. The math is presented at the right level and is always motivated by what 's happening in the financial markets. And, as one of the developers of the Heath-Jarrow-Morton Model, Robert Jarrow presents a novel, accessible way to understand this important topic.

Derivative Security Pricing

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Author : Carl Chiarella
language : en
Publisher: Springer
Release Date : 2015-03-25

Derivative Security Pricing written by Carl Chiarella and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-03-25 with Business & Economics categories.

The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito’s Lemma, martingales, Girsanov’s theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field.

Quantitative Modeling Of Derivative Securities

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Author : Peter Laurence
language : en
Publisher: CRC Press
Release Date : 2017-11-22

Quantitative Modeling Of Derivative Securities written by Peter Laurence and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-22 with Mathematics categories.

Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a ""financial engineering approach,"" the theory is developed progressively, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider in practice. More than just an introductory text, the reader who has mastered the contents of this one book will have breached the gap separating the novice from the technical and research literature.

Derivatives

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Author : Keith Cuthbertson
language : en
Publisher: John Wiley & Sons
Release Date : 2019-12-16

Derivatives written by Keith Cuthbertson and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-12-16 with Business & Economics categories.

Three experts provide an authoritative guide to the theory and practice of derivatives Derivatives: Theory and Practice and its companion website explore the practical uses of derivatives and offer a guide to the key results on pricing, hedging and speculation using derivative securities. The book links the theoretical and practical aspects of derivatives in one volume whilst keeping mathematics and statistics to a minimum. Throughout the book, the authors put the focus on explanations and applications. Designed as an engaging resource, the book contains commentaries that make serious points in a lighthearted manner. The authors examine the real world of derivatives finance and include discussions on a wide range of topics such as the use of derivatives by hedge funds and the application of strip and stack hedges by corporates, while providing an analysis of how risky the stock market can be for long-term investors, and more. To enhance learning, each chapter contains learning objectives, worked examples, details of relevant finance blogs technical appendices and exercises.