Interest Rate Derivatives Explained PDF Download
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Author: J. Kienitz
Publisher: Springer
ISBN: 1137360070
Category : Business & Economics
Languages : en
Pages : 207
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Book Description
Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.
Author: J. Kienitz
Publisher: Springer
ISBN: 1137360070
Category : Business & Economics
Languages : en
Pages : 207
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Book Description
Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.
Author: Jörg Kienitz
Publisher: Springer
ISBN: 1137360194
Category : Business & Economics
Languages : en
Pages : 248
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Book Description
This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products considered in Interest Rate Derivatives Explained I. In particular we consider callable products such as Bermudan swaptions or exotic derivatives. The second part is on volatility modelling. The Heston and the SABR model are reviewed and analyzed in detail. Both models are widely applied in practice. Such models are necessary to account for the volatility skew/smile and form the fundament for pricing and risk management of complex interest rate structures such as Constant Maturity Swap options. Term structure models are introduced in the third part. We consider three main classes namely short rate models, instantaneous forward rate models and market models. For each class we review one representative which is heavily used in practice. We have chosen the Hull-White, the Cheyette and the Libor Market model. For all the models we consider the extensions by a stochastic basis and stochastic volatility component. Finally, we round up the exposition by giving an overview of the numerical methods that are relevant for successfully implementing the models considered in the book.
Author: Dongsheng Lu
Publisher: Springer
ISBN: 1137435844
Category : Business & Economics
Languages : en
Pages : 218
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Book Description
This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.
Author: Keith Cuthbertson
Publisher: John Wiley & Sons
ISBN: 1119595592
Category : Business & Economics
Languages : en
Pages : 116
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Book Description
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.
Author: Thomas G. Gainer
Publisher:
ISBN:
Category : Aerodynamic measurements
Languages : en
Pages : 140
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Book Description
Author: Ali Hirsa
Publisher: Academic Press
ISBN: 0123846838
Category : Business & Economics
Languages : en
Pages : 456
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Book Description
An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This classic title has been revised by Ali Hirsa, who accentuates its well-known strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because it emphasizes intuition and common sense, An Introduction to the Mathematics of Financial Derivatives remains the only "introductory" text that can appeal to people outside the mathematics and physics communities as it explains the hows and whys of practical finance problems. Facilitates readers' understanding of underlying mathematical and theoretical models by presenting a mixture of theory and applications with hands-on learning Presented intuitively, breaking up complex mathematics concepts into easily understood notions Encourages use of discrete chapters as complementary readings on different topics, offering flexibility in learning and teaching
Author: Oscar Fernandez
Publisher: Princeton University Press
ISBN: 069117539X
Category : Juvenile Nonfiction
Languages : en
Pages : 270
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Book Description
"In Calculus simplified, Oscar Fernandez combines the strengths and omits the weaknesses, resulting in a "Goldilocks approach" to learning calculus : just the right level of detail, the right depth of insights, and the flexibility to customize your calculus adventure."--Page 4 de la couverture.
Author: V. G. Boltyansky
Publisher:
ISBN:
Category : Differential equations
Languages : en
Pages : 72
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Book Description
Author: Matthew Boelkins
Publisher: Createspace Independent Publishing Platform
ISBN: 9781724458322
Category :
Languages : en
Pages : 560
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Book Description
Active Calculus - single variable is a free, open-source calculus text that is designed to support an active learning approach in the standard first two semesters of calculus, including approximately 200 activities and 500 exercises. In the HTML version, more than 250 of the exercises are available as interactive WeBWorK exercises; students will love that the online version even looks great on a smart phone. Each section of Active Calculus has at least 4 in-class activities to engage students in active learning. Normally, each section has a brief introduction together with a preview activity, followed by a mix of exposition and several more activities. Each section concludes with a short summary and exercises; the non-WeBWorK exercises are typically involved and challenging. More information on the goals and structure of the text can be found in the preface.
Author: Salih N. Neftci
Publisher: Elsevier
ISBN: 0080478646
Category : Business & Economics
Languages : en
Pages : 550
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Book Description
An Introduction to the Mathematics of Financial Derivatives, Second Edition, introduces the mathematics underlying the pricing of derivatives. The increased interest in dynamic pricing models stems from their applicability to practical situations: with the freeing of exchange, interest rates, and capital controls, the market for derivative products has matured and pricing models have become more accurate. This updated edition has six new chapters and chapter-concluding exercises, plus one thoroughly expanded chapter. The text answers the need for a resource targeting professionals, Ph.D. students, and advanced MBA students who are specifically interested in financial derivatives. This edition is also designed to become the main text in first year masters and Ph.D. programs for certain courses, and will continue to be an important manual for market professionals and professionals with mathematical, technical, or physics backgrounds.
