Advanced Equity Derivatives
DOWNLOAD eBooks
Download Advanced Equity Derivatives PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Advanced Equity Derivatives book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Advanced Equity Derivatives
DOWNLOAD eBooks
Author : Sebastien Bossu
language : en
Publisher: John Wiley & Sons
Release Date : 2014-05-19
Advanced Equity Derivatives written by Sebastien Bossu 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 2014-05-19 with Business & Economics categories.
In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial modelers, option traders and sophisticated investors, the content covers the most important theoretical and practical extensions of the Black-Scholes model. Each chapter includes numerous illustrations and a short selection of problems, covering key topics such as implied volatility surface models, pricing with implied distributions, local volatility models, volatility derivatives, correlation measures, correlation trading, local correlation models and stochastic correlation. The author has a dual professional and academic background, making Advanced Equity Derivatives: Volatility and Correlation the perfect reference for quantitative researchers and mathematically savvy finance professionals looking to acquire an in-depth understanding of equity exotic derivatives pricing and hedging.
An Introduction To Equity Derivatives
DOWNLOAD eBooks
Author : Sebastien Bossu
language : en
Publisher: John Wiley & Sons
Release Date : 2012-05-14
An Introduction To Equity Derivatives written by Sebastien Bossu 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 2012-05-14 with Business & Economics categories.
Everything you need to get a grip on the complex world of derivatives Written by the internationally respected academic/finance professional author team of Sebastien Bossu and Philipe Henrotte, An Introduction to Equity Derivatives is the fully updated and expanded second edition of the popular Finance and Derivatives. It covers all of the fundamentals of quantitative finance clearly and concisely without going into unnecessary technical detail. Designed for both new practitioners and students, it requires no prior background in finance and features twelve chapters of gradually increasing difficulty, beginning with basic principles of interest rate and discounting, and ending with advanced concepts in derivatives, volatility trading, and exotic products. Each chapter includes numerous illustrations and exercises accompanied by the relevant financial theory. Topics covered include present value, arbitrage pricing, portfolio theory, derivates pricing, delta-hedging, the Black-Scholes model, and more. An excellent resource for finance professionals and investors looking to acquire an understanding of financial derivatives theory and practice Completely revised and updated with new chapters, including coverage of cutting-edge concepts in volatility trading and exotic products An accompanying website is available which contains additional resources including powerpoint slides and spreadsheets. Visit www.introeqd.com for details.
Equity Derivatives And Hybrids
DOWNLOAD eBooks
Author : Oliver Brockhaus
language : en
Publisher: Springer
Release Date : 2016-04-29
Equity Derivatives And Hybrids written by Oliver Brockhaus and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-29 with Business & Economics categories.
Since the development of the Black-Scholes model, research on equity derivatives has evolved rapidly to the point where it is now difficult to cut through the myriad of literature to find relevant material. Written by a quant with many years of experience in the field this book provides an up-to-date account of equity and equity-hybrid (equity-rates, equity-credit, equity-foreign exchange) derivatives modeling from a practitioner's perspective. The content reflects the requirements of practitioners in financial institutions: Quants will find a survey of state-of-the-art models and guidance on how to efficiently implement them with regards to market data representation, calibration, and sensitivity computation. Traders and structurers will learn about structured products, selection of the most appropriate models, as well as efficient hedging methods while risk managers will better understand market, credit, and model risk and find valuable information on advanced correlation concepts. Equity Derivatives and Hybrids provides exhaustive coverage of both market standard and new approaches, including: -Empirical properties of stock returns including autocorrelation and jumps -Dividend discount models -Non-Markovian and discrete-time volatility processes -Correlation skew modeling via copula as well as local and stochastic correlation factors -Hybrid modeling covering local and stochastic processes for interest rate, hazard rate, and volatility as well as closed form solutions -Credit, debt, and funding valuation adjustment (CVA, DVA, FVA) -Monte Carlo techniques for sensitivities including algorithmic differentiation, path recycling, as well as multilevel. Written in a highly accessible manner with examples, applications, research, and ideas throughout, this book provides a valuable resource for quantitative-minded practitioners and researchers.
Equity Hybrid Derivatives
DOWNLOAD eBooks
Author : Marcus Overhaus
language : en
Publisher: John Wiley & Sons
Release Date : 2007-02-02
Equity Hybrid Derivatives written by Marcus Overhaus 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 2007-02-02 with Business & Economics categories.
Take an in-depth look at equity hybrid derivatives. Written by the quantitative research team of Deutsche Bank, the world leader in innovative equity derivative transactions, this book presents leading-edge thinking in modeling, valuing, and hedging for this market, which is increasingly used for investment by hedge funds. You'll gain a balanced, integrated presentation of theory and practice, with an emphasis on understanding new techniques for analyzing volatility and credit derivative transactions linked to equity. In every instance, theory is illustrated along with practical application. Marcus Overhaus, PhD, is Managing Director and Global Head of Quantitative Research and Equity Structuring. Ana Bermudez, PhD, is an Associate in Global Quantitative Research. Hans Buehler, PhD, is a Vice President in Global Quantitative Research. Andrew Ferraris, DPhil, is a Managing Director in Global Quantitative Research. Christopher Jordinson, PhD, is a Vice President in Global Quantitative Research. Aziz Lamnouar, DEA, is a Vice President in Global Quantitative Research. All are associated with Deutsche Bank AG, London.
Trading Volatility
DOWNLOAD eBooks
Author : Colin Bennett
language : en
Publisher:
Release Date : 2014-08-17
Trading Volatility written by Colin Bennett and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-17 with categories.
This publication aims to fill the void between books providing an introduction to derivatives, and advanced books whose target audience are members of quantitative modelling community. In order to appeal to the widest audience, this publication tries to assume the least amount of prior knowledge. The content quickly moves onto more advanced subjects in order to concentrate on more practical and advanced topics. "A master piece to learn in a nutshell all the essentials about volatility with a practical and lively approach. A must read!" Carole Bernard, Equity Derivatives Specialist at Bloomberg "This book could be seen as the 'volatility bible'!" Markus-Alexander Flesch, Head of Sales & Marketing at Eurex "I highly recommend this book both for those new to the equity derivatives business, and for more advanced readers. The balance between theory and practice is struck At-The-Money" Paul Stephens, Head of Institutional Marketing at CBOE "One of the best resources out there for the volatility community" Paul Britton, CEO and Founder of Capstone Investment Advisors "Colin has managed to convey often complex derivative and volatility concepts with an admirable simplicity, a welcome change from the all-too-dense tomes one usually finds on the subject" Edmund Shing PhD, former Proprietary Trader at BNP Paribas "In a crowded space, Colin has supplied a useful and concise guide" Gary Delany, Director Europe at the Options Industry Council
Problems And Solutions In Mathematical Finance Volume 2
DOWNLOAD eBooks
Author : Eric Chin
language : en
Publisher: John Wiley & Sons
Release Date : 2017-03-13
Problems And Solutions In Mathematical Finance Volume 2 written by Eric Chin 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 2017-03-13 with Business & Economics categories.
Detailed guidance on the mathematics behind equity derivatives Problems and Solutions in Mathematical Finance Volume II is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry. This volume focuses solely on equity derivatives problems, beginning with basic problems in derivatives securities before moving on to more advanced applications, including the construction of volatility surfaces to price exotic options. By providing a methodology for solving theoretical and practical problems, whilst explaining the limitations of financial models, this book helps readers to develop the skills they need to advance their careers. The text covers a wide range of derivatives pricing, such as European, American, Asian, Barrier and other exotic options. Extensive appendices provide a summary of important formulae from calculus, theory of probability, and differential equations, for the convenience of readers. As Volume II of the four-volume Problems and Solutions in Mathematical Finance series, this book provides clear explanation of the mathematics behind equity derivatives, in order to help readers gain a deeper understanding of their mechanics and a firmer grasp of the calculations. Review the fundamentals of equity derivatives Work through problems from basic securities to advanced exotics pricing Examine numerical methods and detailed derivations of closed-form solutions Utilise formulae for probability, differential equations, and more Mathematical finance relies on mathematical models, numerical methods, computational algorithms and simulations to make trading, hedging, and investment decisions. For the practitioners and graduate students of quantitative finance, Problems and Solutions in Mathematical Finance Volume II provides essential guidance principally towards the subject of equity derivatives.
Equity Derivatives And Market Risk Models
DOWNLOAD eBooks
Author : Oliver Brockhaus
language : en
Publisher:
Release Date : 2000
Equity Derivatives And Market Risk Models written by Oliver Brockhaus and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business & Economics categories.
The definitive practitioners' reference on the advanced use of equity derivatives.
Advanced Derivatives Pricing And Risk Management
DOWNLOAD eBooks
Author : Claudio Albanese
language : en
Publisher: Academic Press
Release Date : 2006
Advanced Derivatives Pricing And Risk Management written by Claudio Albanese and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Business & Economics categories.
Book and CDROM include the important topics and cutting-edge research in financial derivatives and risk management.
Problems And Solutions In Mathematical Finance
DOWNLOAD eBooks
Author : Eric Chin
language : en
Publisher: John Wiley & Sons
Release Date : 2017-01-04
Problems And Solutions In Mathematical Finance written by Eric Chin 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 2017-01-04 with Business & Economics categories.
Detailed guidance on the mathematics behind equityderivatives Problems and Solutions in Mathematical Finance Volume IIis an innovative reference for quantitative practitioners andstudents, providing guidance through a range of mathematicalproblems encountered in the finance industry. This volume focusessolely on equity derivatives problems, beginning with basicproblems in derivatives securities before moving on to moreadvanced applications, including the construction of volatilitysurfaces to price exotic options. By providing a methodology forsolving theoretical and practical problems, whilst explaining thelimitations of financial models, this book helps readers to developthe skills they need to advance their careers. The text covers awide range of derivatives pricing, such as European, American,Asian, Barrier and other exotic options. Extensive appendicesprovide a summary of important formulae from calculus, theory ofprobability, and differential equations, for the convenience ofreaders. As Volume II of the four-volume Problems and Solutions inMathematical Finance series, this book provides clearexplanation of the mathematics behind equity derivatives, in orderto help readers gain a deeper understanding of their mechanics anda firmer grasp of the calculations. Review the fundamentals of equity derivatives Work through problems from basic securities to advanced exoticspricing Examine numerical methods and detailed derivations ofclosed-form solutions Utilise formulae for probability, differential equations, andmore Mathematical finance relies on mathematical models, numericalmethods, computational algorithms and simulations to make trading,hedging, and investment decisions. For the practitioners andgraduate students of quantitative finance, Problems andSolutions in Mathematical Finance Volume II provides essentialguidance principally towards the subject of equity derivatives.
Equity Derivatives
DOWNLOAD eBooks
Author : Neil C Schofield
language : en
Publisher: Springer
Release Date : 2017-03-14
Equity Derivatives written by Neil C Schofield and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-14 with Business & Economics categories.
This book provides thorough coverage of the institutional applications of equity derivatives. It starts with an introduction on stock markets' fundamentals before opening the gate on the world of structured products. Delta-one products and options are covered in detail, providing readers with deep understanding of the use of equity derivatives strategies. The book features most of the traded payoffs and structures and covers all practical aspects of pricing and hedging. The treatment of risks is performed in a very intuitive fashion and provides the reader with a great overview of how dealers approach such derivatives. The author also delivers various common sensical reasons on which models to use and when. By discussing equity derivatives in a practical, non–mathematical and highly intuitive setting, this book enables practitioners to fully understand and correctly structure, price and hedge these products effectively, and stand strong as the only book in its class to make these equity-related concepts truly accessible.