Theory Of Financial Risk And Derivative Pricing
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Theory Of Financial Risk And Derivative Pricing
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Author : Jean-Philippe Bouchaud
language : en
Publisher: Cambridge University Press
Release Date : 2003-12-11
Theory Of Financial Risk And Derivative Pricing written by Jean-Philippe Bouchaud 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 2003-12-11 with Business & Economics categories.
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.
Theory Of Financial Risk And Derivative Pricing Second Edition
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Author : Jean-Philippe Bouchaud
language : en
Publisher:
Release Date : 2003
Theory Of Financial Risk And Derivative Pricing Second Edition written by Jean-Philippe Bouchaud and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with categories.
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 recent theoretical developments in the field, this 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.
Theory Of Financial Risk And Derivative Pricing South Asian Edition
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Author : Jean-Philippe Bouchaud
language : en
Publisher:
Release Date : 2011-01-01
Theory Of Financial Risk And Derivative Pricing South Asian Edition written by Jean-Philippe Bouchaud and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-01-01 with categories.
Derivatives Pricing And Modeling
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Author : Jonathan Batten
language : en
Publisher: Emerald Group Publishing
Release Date : 2012-07-02
Derivatives Pricing And Modeling written by Jonathan Batten and has been published by Emerald Group Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-07-02 with Business & Economics categories.
Highlights research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. This book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, and new products and market features.
A Concise Introduction To Financial Derivatives
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Author : Eben Maré
language : en
Publisher: CRC Press
Release Date : 2024-11-13
A Concise Introduction To Financial Derivatives written by Eben Maré and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-11-13 with Business & Economics categories.
A Concise Introduction to Financial Derivatives seeks to present financial derivatives in a manner that requires minimal mathematical background. Readers will obtain, in a quick and engaging way, a working knowledge of the field and a collection of practical working insights. The book is ideal for aspiring young practitioners, advanced undergraduates, and masters-level students who require a concise and practice-led introduction to financial derivatives. Features: • Practical insights and modelling skills • Accessible to practitioners and students without a significant mathematical background Eben Maré holds responsibility for absolute return portfolio management and has been working in the financial markets for the last 33 years. He has also held senior roles in risk management, treasury, derivatives trading, and asset management. He has a PhD in Applied Mathematics and is an associate professor in Mathematics and Applied Mathematics at the University of Pretoria in South Africa. He has wide research interests in financial derivatives, asset management, and financial markets.
Financial Derivatives Pricing
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Author : Robert A. Jarrow
language : en
Publisher: World Scientific
Release Date : 2008
Financial Derivatives Pricing 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 2008 with Business & Economics categories.
This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I concerns option pricing theory and its foundations. The papers here deal with the famous Black-Scholes-Merton model, characterizations of the American put option, and the first applications of arbitrage pricing theory to market manipulation and liquidity risk.Part II relates to pricing derivatives under stochastic interest rates. Included is the paper introducing the famous Heath?Jarrow?Morton (HJM) model, together with papers on topics like the characterization of the difference between forward and futures prices, the forward price martingale measure, and applications of the HJM model to foreign currencies and commodities.Part III deals with the pricing of financial derivatives considering both stochastic interest rates and the likelihood of default. Papers cover the reduced form credit risk model, in particular the original Jarrow and Turnbull model, the Markov model for credit rating transitions, counterparty risk, and diversifiable default risk.
Computational Methods For Risk Management In Economics And Finance
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Author : Marina Resta
language : en
Publisher: MDPI
Release Date : 2020-04-02
Computational Methods For Risk Management In Economics And Finance written by Marina Resta and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-02 with Business & Economics categories.
At present, computational methods have received considerable attention in economics and finance as an alternative to conventional analytical and numerical paradigms. This Special Issue brings together both theoretical and application-oriented contributions, with a focus on the use of computational techniques in finance and economics. Examined topics span on issues at the center of the literature debate, with an eye not only on technical and theoretical aspects but also very practical cases.
Financial Engineering
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Author : Mohit Chatterjee
language : en
Publisher: Educohack Press
Release Date : 2025-02-20
Financial Engineering written by Mohit Chatterjee and has been published by Educohack Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-02-20 with Science categories.
"Financial Engineering: Statistics and Data Analysis" is a comprehensive guide tailored for professionals and students navigating the dynamic landscape of finance. We encapsulate the pivotal role of statistics and data analysis in the modern financial industry, where data-driven insights are essential for informed decision-making and risk management. Through a meticulous blend of theoretical foundations and practical applications, this book equips readers with the analytical tools necessary to tackle complex financial challenges with confidence. From understanding key statistical concepts to leveraging advanced data analysis techniques, each chapter deepens the reader's proficiency in analyzing financial data and extracting actionable insights. Whether exploring risk management strategies, portfolio optimization techniques, or financial modeling methodologies, this book serves as a trusted companion for mastering financial analysis intricacies. With real-world examples, case studies, and hands-on exercises, readers are empowered to apply theoretical concepts to real-world scenarios, enhancing their ability to navigate today's financial markets. "Financial Engineering: Statistics and Data Analysis" is not just a textbook; it's a roadmap for success in financial engineering, offering invaluable insights for professionals and students alike.
Extreme Financial Risks And Asset Allocation
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Author : Christian Walter
language : en
Publisher: World Scientific
Release Date : 2014-01-21
Extreme Financial Risks And Asset Allocation written by Christian Walter and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-21 with Business & Economics categories.
Each financial crisis calls for — by its novelty and the mechanisms it shares with preceding crises — appropriate means to analyze financial risks. In Extreme Financial Risks and Asset Allocation, the authors present in an accessible and timely manner the concepts, methods, and techniques that are essential for an understanding of these risks in an environment where asset prices are subject to sudden, rough, and unpredictable changes. These phenomena, mathematically known as “jumps”, play an important role in practice. Their quantitative treatment is generally tricky and is sparsely tackled in similar books. One of the main appeals of this book lies in its approachable and concise presentation of the ad hoc mathematical tools without sacrificing the necessary rigor and precision.This book contains theories and methods which are usually found in highly technical mathematics books or in scattered, often very recent, research articles. It is a remarkable pedagogical work that makes these difficult results accessible to a large readership. Researchers, Masters and PhD students, and financial engineers alike will find this book highly useful.
Handbook Of Public Service Delivery
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Author : Christopher G. Reddick
language : en
Publisher: Edward Elgar Publishing
Release Date : 2024-09-06
Handbook Of Public Service Delivery written by Christopher G. Reddick and has been published by Edward Elgar Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-09-06 with Business & Economics categories.
Adopting an integrated approach, this Handbook examines the design, organization, implementation and evaluation of public service delivery. Emphasizing the complex and dynamic nature of public services, it draws on cutting-edge research to identify responses to the unique challenges of the field.