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Author: Paul Wilmott
Publisher: Cambridge University Press
Published: 1995-09-29
Total Pages: 338
ISBN-13: 9780521497893
DOWNLOAD EBOOK →Basic option theory - Numerical methods - Further option theory - Interest rate derivative products.
Author: Salih N. Neftci
Publisher: Academic Press
Published: 2000-05-19
Total Pages: 550
ISBN-13: 0125153929
DOWNLOAD EBOOK →A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.
Author: Yue-Kuen Kwok
Publisher: Springer Science & Business Media
Published: 2008-07-10
Total Pages: 541
ISBN-13: 3540686886
DOWNLOAD EBOOK →This second edition, now featuring new material, focuses on the valuation principles that are common to most derivative securities. A wide range of financial derivatives commonly traded in the equity and fixed income markets are analysed, emphasising aspects of pricing, hedging and practical usage. This second edition features additional emphasis on the discussion of Ito calculus and Girsanovs Theorem, and the risk-neutral measure and equivalent martingale pricing approach. A new chapter on credit risk models and pricing of credit derivatives has been added. Up-to-date research results are provided by many useful exercises.
Author: Jamil Baz
Publisher: Cambridge University Press
Published: 2004-01-12
Total Pages: 358
ISBN-13: 9780521815109
DOWNLOAD EBOOK →Publisher Description
Author: Satyajit Das
Publisher: McGraw-Hill Companies
Published: 1998
Total Pages: 888
ISBN-13:
DOWNLOAD EBOOK →"Risk Management and Financial Derivatives: A Guide to the Mathematics meets the demand for a simple, nontechnical explanation of the methodology of risk management and financial derivatives." "Risk Management and Financial Derivatives provides clear, concise explanations of the mathematics behind today's complex financial risk management topics. An ideal introduction for those new to the subject, it will also serve as an indispensable reference for those already experienced in the field."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved
Author: Raymond H. Chan
Publisher: Springer
Published: 2019-02-27
Total Pages: 395
ISBN-13: 9811336962
DOWNLOAD EBOOK →This book introduces readers to the financial markets, derivatives, structured products and how the products are modelled and implemented by practitioners. In addition, it equips readers with the necessary knowledge of financial markets needed in order to work as product structurers, traders, sales or risk managers. As the book seeks to unify the derivatives modelling and the financial engineering practice in the market, it will be of interest to financial practitioners and academic researchers alike. Further, it takes a different route from the existing financial mathematics books, and will appeal to students and practitioners with or without a scientific background. The book can also be used as a textbook for the following courses: • Financial Mathematics (undergraduate level) • Stochastic Modelling in Finance (postgraduate level) • Financial Markets and Derivatives (undergraduate level) • Structured Products and Solutions (undergraduate/postgraduate level)
Author: Rob Quail
Publisher: John Wiley & Sons
Published: 2003-03-20
Total Pages: 337
ISBN-13: 0471467669
DOWNLOAD EBOOK →"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.
Author: Martin Baxter
Publisher: Cambridge University Press
Published: 1996-09-19
Total Pages: 252
ISBN-13: 9780521552899
DOWNLOAD EBOOK →A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
Author: William T. Shaw
Publisher: Cambridge University Press
Published: 1998-12-10
Total Pages: 570
ISBN-13: 9780521592338
DOWNLOAD EBOOK →CD plus book for financial modelling, requires Mathematica 3 or 2.2; runs on most platforms.
Author: Victor Goodman
Publisher: American Mathematical Soc.
Published: 2009
Total Pages: 274
ISBN-13: 0821847937
DOWNLOAD EBOOK →The book begins with binomial stock price models, moves on to multistage models, then to the Cox-Ross-Rubinstein option pricing process, and then to the Black-Scholes formula. Other topics presented include Zero Coupon Bonds, forward rates, the yield curve, and several bond price models. The book continues with foreign exchange models and the Keynes Interest Rate Parity Formula, and concludes with the study of country risk, a topic not inappropriate for the times."--pub. desc.
