Financial Derivatives

Financial Derivatives PDF

Author: Rob Quail

Publisher: John Wiley & Sons

Published: 2003-03-20

Total Pages: 337

ISBN-13: 0471467669

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"Financial Derivatives" - Jetzt neu in der 3. komplett überarbeiteten Auflage! Dieses umfassende Nachschlagewerk bietet eine gründliche Einführung in das Thema Finanzderivate und ihre Bedeutung für das Risikomanagement im Unternehmensumfeld. Es vermittelt fundierte Kenntnisse zum Thema Finanzderivate, und zwar mit einem verständlich gehaltenen Minimum an Finanzmathematik, was Preisbildung und Bewertung angeht. Mit einer breitgefächerten Übersicht über die verschiedenen Arten von Finanzderivaten. Mit neuem Material zu Kreditderivaten und zur Kreditrisikobewertung bei Derivaten. Mit neuen und ausführlicheren Informationen zu den Themen Finanztechnik und strukturierte Finanzprodukte. "Financial Derivatives" - Ein unverzichtbarer Ratgeber für alle Finanzexperten im Bereich Risikomanagement.

Financial Calculus

Financial Calculus PDF

Author: Martin Baxter

Publisher: Cambridge University Press

Published: 1996-09-19

Total Pages: 252

ISBN-13: 9780521552899

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A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.

Pricing and Hedging Financial Derivatives

Pricing and Hedging Financial Derivatives PDF

Author: Leonardo Marroni

Publisher: John Wiley & Sons

Published: 2014-06-19

Total Pages: 277

ISBN-13: 1119954584

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The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few practical guides available, very few of those cover pricing and hedging—two critical topics for traders. What matters to practitioners is what happens on the trading floor—information only seasoned practitioners such as authors Marroni and Perdomo can impart. Lays out proven derivatives pricing and hedging strategies and techniques for equities, FX, fixed income and commodities, as well as multi-assets and cross-assets Provides expert guidance on the development of structured products, supplemented with a range of practical examples Packed with real-life examples covering everything from option payout with delta hedging, to Monte Carlo procedures to common structured products payoffs The Companion Website features all of the examples from the book in Excel complete with source code

Trading and Pricing Financial Derivatives

Trading and Pricing Financial Derivatives PDF

Author: Patrick Boyle

Publisher: Walter de Gruyter GmbH & Co KG

Published: 2018-12-17

Total Pages: 298

ISBN-13: 1547401214

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Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Investors who are interested in deepening their knowledge of derivatives of all kinds will find this book to be an invaluable resource. The book is also useful in a very applied course on derivative trading. The authors delve into the history of options pricing; simple strategies of options trading; binomial tree valuation; Black-Scholes option valuation; option sensitivities; risk management and interest rate swaps in this immensely informative yet easy to comprehend work. Using their vast working experience in the financial markets at international investment banks and hedge funds since the late 1990s and teaching derivatives and investment courses at the Master's level, Patrick Boyle and Jesse McDougall put forth their knowledge and expertise in clearly explained concepts. This book does not presuppose advanced mathematical knowledge, though it is presented for completeness for those that may benefit from it, and is designed for a general audience, suitable for beginners through to those with intermediate knowledge of the subject.

Futures, Options and Swaps 4e +CD

Futures, Options and Swaps 4e +CD PDF

Author: Robert W. Kolb

Publisher: Wiley-Blackwell

Published: 2003-01-17

Total Pages: 887

ISBN-13: 9780631232407

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Written in a clear, conversational style, the fourth edition of the classic Futures, Options, and Swaps provides the most comprehensive coverage of derivatives currently available. This book is renowned for providing an excellent balance between introductory and advanced topics. Extensively updated. Includes additional application exercises. Reflects new trends and changes which represent an evolution away from the "Chicago" markets. Additional new material on risk included. Features accompanying website. www.blackwellpublishing.com/kolb

Financial Derivatives in Theory and Practice

Financial Derivatives in Theory and Practice PDF

Author: Philip Hunt

Publisher: John Wiley and Sons

Published: 2004-07-02

Total Pages: 476

ISBN-13: 9780470863589

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The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions. The book originally published in March 2000 to widespread acclaim. This revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text. Comprehensive introduction to the theory and practice of financial derivatives. Discusses and elaborates on the theory of interest rate derivatives, an area of increasing interest. Divided into two self-contained parts ? the first concentrating on the theory of stochastic calculus, and the second describes in detail the pricing of a number of different derivatives in practice. Written by well respected academics with experience in the banking industry. A valuable text for practitioners in research departments of all banking and finance sectors. Academic researchers and graduate students working in mathematical finance.

Derivatives

Derivatives PDF

Author: Robert E. Whaley

Publisher: John Wiley & Sons

Published: 2007-02-26

Total Pages: 962

ISBN-13: 0470086386

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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.

Financial Derivatives

Financial Derivatives PDF

Author: Rob Quail

Publisher: John Wiley & Sons

Published: 2009-10-15

Total Pages: 627

ISBN-13: 0470541741

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Essential insights on the various aspects of financial derivatives If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can prudently use them within the context of your underlying business activities. Financial Derivatives introduces you to the wide range of markets for financial derivatives. This invaluable guide offers a broad overview of the different types of derivatives-futures, options, swaps, and structured products-while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with helpful tables and charts, Financial Derivatives offers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. Discusses what derivatives are and how you can prudently implement them within the context of your underlying business activities Provides thorough coverage of financial derivatives and their role in risk management Explores financial derivatives without getting bogged down by the mathematics surrounding their pricing and valuation This informative guide will help you unlock the incredible potential of financial derivatives.