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

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.

Pricing Derivative Securities

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Author : T. W. Epps
language : en
Publisher: World Scientific
Release Date : 2000

Pricing Derivative Securities written by T. W. Epps and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Business & Economics categories.

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

Quantum Finance

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Author : Belal E. Baaquie
language : en
Publisher: Cambridge University Press
Release Date : 2007-07-23

Quantum Finance written by Belal E. Baaquie and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-07-23 with Business & Economics categories.

This book applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. Particular emphasis is placed on path integrals and Hamiltonians. Financial mathematics is dominated by stochastic calculus. The present book offers a formulation that is completely independent of that approach. As such many results emerge from the ideas developed by the author. This work will be of interest to physicists and mathematicians working in the field of finance, to quantitative analysts in banks and finance firms and to practitioners in the field of fixed income securities and foreign exchange. The book can also be used as a graduate text for courses in financial physics and financial mathematics.

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.

Mathematics Of Derivative Securities

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Author : Michael A. H. Dempster
language : en
Publisher: Cambridge University Press
Release Date : 1997-10-13

Mathematics Of Derivative Securities written by Michael A. H. Dempster and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997-10-13 with Business & Economics categories.

During 1995 the Isaac Newton Institute for the Mathematical Sciences at Cambridge University hosted a six month research program on financial mathematics. During this period more than 300 scholars and financial practitioners attended to conduct research and to attend more than 150 research seminars. Many of the presented papers were on the subject of financial derivatives. The very best were selected to appear in this volume. They range from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives and exotic options in the market place. Hence this book will be of interest to both academic scholars and financial engineers.

Derivative Securities

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Author : Robert A. Jarrow
language : en
Publisher: Thomson South-Western
Release Date : 1996

Derivative Securities written by Robert A. Jarrow and has been published by Thomson South-Western this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Business & Economics categories.

"Derivative Securities provides a comprehensive and accessible introduction to derivative securities, such as forward contracts, futures contracts, options on assets, options on futures contracts, and credit swaps. It features a new, unified approach to the pricing and hedging of futures and options, and covers diverse areas such as equity, stock index, foreign currency, interest rate and commodity derivatives, as well as swaps and exotic options."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved

Risk Management Speculation And Derivative Securities

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Author : Geoffrey Poitras
language : en
Publisher: Academic Press
Release Date : 2002-06-10

Risk Management Speculation And Derivative Securities written by Geoffrey Poitras and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-06-10 with Business & Economics categories.

Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, "Risk Management, Speculation, and Derivative Securities" is a standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives.

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).

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.