Derivatives
DOWNLOAD
Download Derivatives PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get 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
Derivatives
DOWNLOAD
Author : Robert E. Whaley
language : en
Publisher: John Wiley & Sons
Release Date : 2006-10-02
Derivatives written by Robert E. Whaley 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 2006-10-02 with Business & Economics categories.
Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations.
Derivatives
DOWNLOAD
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.
Evaluating Derivatives
DOWNLOAD
Author : Andreas Griewank
language : en
Publisher: SIAM
Release Date : 2008-11-06
Evaluating Derivatives written by Andreas Griewank and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-11-06 with Mathematics categories.
This title is a comprehensive treatment of algorithmic, or automatic, differentiation. The second edition covers recent developments in applications and theory, including an elegant NP completeness argument and an introduction to scarcity.
Derivatives
DOWNLOAD
Author : T. V. Somanathan
language : en
Publisher: Cambridge University Press
Release Date : 2018
Derivatives written by T. V. Somanathan 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 2018 with Business & Economics categories.
A comprehensive, concise treatment of the subject of derivatives focusing on making essential concepts accessible to wider audiences.
Financial Derivatives And The Globalization Of Risk
DOWNLOAD
Author : Edward LiPuma
language : en
Publisher: Duke University Press
Release Date : 2004-09-29
Financial Derivatives And The Globalization Of Risk written by Edward LiPuma and has been published by Duke University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-09-29 with Business & Economics categories.
Cultural studies exploration of the implications of the circulation of increasingly abstract forms of capital in the contemporary global economy.
Financial Derivatives
DOWNLOAD
Author : Jamil Baz
language : en
Publisher: Cambridge University Press
Release Date : 2004-01-12
Financial Derivatives written by Jamil Baz 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 2004-01-12 with Business & Economics categories.
This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito's lemma are discussed heuristically. The second chapter develops generic pricing techniques for assets and derivatives, determining the notion of a stochastic discount factor or pricing kernel, and then uses this concept to price conventional and exotic derivatives. The third chapter applies the pricing concepts to the special case of interest rate markets, namely, bonds and swaps, and discusses factor models and term structure consistent models. The fourth chapter deals with a variety of mathematical topics that underlie derivatives pricing and portfolio allocation decisions such as mean-reverting processes and jump processes and discusses related tools of stochastic calculus such as Kolmogorov equations, martingale techniques, stochastic control, and partial differential equations.
Electricity Derivatives
DOWNLOAD
Author : René Aïd
language : en
Publisher: Springer
Release Date : 2015-01-14
Electricity Derivatives written by René Aïd and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-01-14 with Mathematics categories.
Offering a concise but complete survey of the common features of the microstructure of electricity markets, this book describes the state of the art in the different proposed electricity price models for pricing derivatives and in the numerical methods used to price and hedge the most prominent derivatives in electricity markets, namely power plants and swings. The mathematical content of the book has intentionally been made light in order to concentrate on the main subject matter, avoiding fastidious computations. Wherever possible, the models are illustrated by diagrams. The book should allow prospective researchers in the field of electricity derivatives to focus on the actual difficulties associated with the subject. It should also offer a brief but exhaustive overview of the latest techniques used by financial engineers in energy utilities and energy trading desks.
Derivatives
DOWNLOAD
Author : Wendy L. Pirie
language : en
Publisher: John Wiley & Sons
Release Date : 2017-03-27
Derivatives written by Wendy L. Pirie 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 2017-03-27 with Business & Economics categories.
The complete guide to derivatives, from the experts at the CFA Derivatives is the definitive guide to derivatives, derivative markets, and the use of options in risk management. Written by the experts at the CFA Institute, this book provides authoritative reference for students and investment professionals seeking a deeper understanding for more comprehensive portfolio management. General discussion of the types of derivatives and their characteristics gives way to detailed examination of each market and its contracts, including forwards, futures, options, and swaps, followed by a look at credit derivatives markets and their instruments. Included lecture slides help bring this book directly into the classroom, while the companion workbook (sold separately) provides problems and solutions that align with the text and allows students to test their understanding while facilitating deeper internalization of the material. Derivatives have become essential to effective financial risk management, and create synthetic exposure to asset classes. This book builds a conceptual framework for understanding derivative fundamentals, with systematic coverage and detailed explanations. Understand the different types of derivatives and their characteristics Delve into the various markets and their associated contracts Examine the use of derivatives in portfolio management Learn why derivatives are increasingly fundamental to risk management The CFA Institute is the world's premier association for investment professionals, and the governing body for the CFA, CIPM, and Investment Foundations Programs. Those seeking a deeper understanding of the markets, mechanisms, and use of derivatives will value the level of expertise CFA lends to the discussion, providing a clear, comprehensive resource for students and professionals alike. Whether used alone or in conjunction with the companion workbook, Derivatives offers a complete course in derivatives and their markets.
Derivatives
DOWNLOAD
Author : Jiří Witzany
language : en
Publisher: Springer Nature
Release Date : 2020-11-04
Derivatives written by Jiří Witzany and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-11-04 with Business & Economics categories.
This book helps students, researchers and quantitative finance practitioners to understand both basic and advanced topics in the valuation and modeling of financial and commodity derivatives, their institutional framework and risk management. It provides an overview of the new regulatory requirements such as Basel III, the Fundamental Review of the Trading Book (FRTB), Interest Rate Risk of the Banking Book (IRRBB), or the Internal Capital Assessment Process (ICAAP). The reader will also find a detailed treatment of counterparty credit risk, stochastic volatility estimation methods such as MCMC and Particle Filters, and the concepts of model-free volatility, VIX index definition and the related volatility trading. The book can also be used as a teaching material for university derivatives and financial engineering courses.
Financial Derivatives Markets And Applications Fifth Edition
DOWNLOAD
Author : Obiyathulla Ismath Bacha
language : en
Publisher: World Scientific
Release Date : 2022-12-14
Financial Derivatives Markets And Applications Fifth Edition written by Obiyathulla Ismath Bacha and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-14 with Business & Economics categories.
This book is designed for beginners who possess no previous knowledge or familiarity with derivatives. Written in an easy-to-read style, it guides readers through the challenging and complex world of forwards, futures, options, and swaps. The emphasis on Asian markets and contracts enables easier understanding. Financial derivative contracts from Malaysia and select contracts from Thailand, Singapore, and Hong Kong derivative markets are covered. For each derivative contract, their three common applications hedging, arbitrage, and speculating are shown with fully worked out examples. Extensive use of illustrations, graphics, and vignettes provide for easy comprehension of the underlying logic of derivatives.