Essays in Derivatives

Essays in Derivatives PDF Author: Don M. Chance
Publisher: John Wiley & Sons
ISBN: 1118160649
Category : Business & Economics
Languages : en
Pages : 403

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Book Description
In the updated second edition of Don Chance’s well-received Essays in Derivatives, the author once again keeps derivatives simple enough for the beginner, but offers enough in-depth information to satisfy even the most experienced investor. This book provides up-to-date and detailed coverage of various financial products related to derivatives and contains completely new chapters covering subjects that include why derivatives are used, forward and futures pricing, operational risk, and best practices.

Essays in Derivatives

Essays in Derivatives PDF Author: Don M. Chance
Publisher: John Wiley & Sons
ISBN: 1118160649
Category : Business & Economics
Languages : en
Pages : 403

Get Book Here

Book Description
In the updated second edition of Don Chance’s well-received Essays in Derivatives, the author once again keeps derivatives simple enough for the beginner, but offers enough in-depth information to satisfy even the most experienced investor. This book provides up-to-date and detailed coverage of various financial products related to derivatives and contains completely new chapters covering subjects that include why derivatives are used, forward and futures pricing, operational risk, and best practices.

Essays on Derivatives Pricing Theory

Essays on Derivatives Pricing Theory PDF Author: Ronald C. Heynen
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 228

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Book Description


Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan

Stochastic Analysis And Applications To Finance: Essays In Honour Of Jia-an Yan PDF Author: Tusheng Zhang
Publisher: World Scientific
ISBN: 9814489158
Category : Mathematics
Languages : en
Pages : 465

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Book Description
This volume is a collection of solicited and refereed articles from distinguished researchers across the field of stochastic analysis and its application to finance. The articles represent new directions and newest developments in this exciting and fast growing area. The covered topics range from Markov processes, backward stochastic differential equations, stochastic partial differential equations, stochastic control, potential theory, functional inequalities, optimal stopping, portfolio selection, to risk measure and risk theory.It will be a very useful book for young researchers who want to learn about the research directions in the area, as well as experienced researchers who want to know about the latest developments in the area of stochastic analysis and mathematical finance.

Essays in Option Pricing

Essays in Option Pricing PDF Author: Klaus Bjerre Toft
Publisher:
ISBN:
Category :
Languages : en
Pages : 304

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Book Description


Dynamic Hedging

Dynamic Hedging PDF Author: Nassim Nicholas Taleb
Publisher: John Wiley & Sons
ISBN: 9780471152804
Category : Business & Economics
Languages : en
Pages : 536

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Book Description
Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand arbitrage for professional traders and money managers Watch the professionals. From central banks to brokerages to multinationals, institutional investors are flocking to a new generation of exotic and complex options contracts and derivatives. But the promise of ever larger profits also creates the potential for catastrophic trading losses. Now more than ever, the key to trading derivatives lies in implementing preventive risk management techniques that plan for and avoid these appalling downturns. Unlike other books that offer risk management for corporate treasurers, Dynamic Hedging targets the real-world needs of professional traders and money managers. Written by a leading options trader and derivatives risk advisor to global banks and exchanges, this book provides a practical, real-world methodology for monitoring and managing all the risks associated with portfolio management. Nassim Nicholas Taleb is the founder of Empirica Capital LLC, a hedge fund operator, and a fellow at the Courant Institute of Mathematical Sciences of New York University. He has held a variety of senior derivative trading positions in New York and London and worked as an independent floor trader in Chicago. Dr. Taleb was inducted in February 2001 in the Derivatives Strategy Hall of Fame. He received an MBA from the Wharton School and a Ph.D. from University Paris-Dauphine.

Stochastic dominance in portfolio analysis and asset pricing

Stochastic dominance in portfolio analysis and asset pricing PDF Author: Andrey M. Lizyayev
Publisher: Rozenberg Publishers
ISBN: 9036101875
Category :
Languages : en
Pages : 136

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Book Description


Essays on the Future

Essays on the Future PDF Author: Siegfried Hecker
Publisher: Springer Science & Business Media
ISBN: 1461207770
Category : Science
Languages : en
Pages : 284

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Book Description
This collection represents a unique undertaking in scientific publishing to honor Nick Metropolis, the last survivor of the World War II Manhattan Project in Los Alamos. In this volume, some of the leading scientists and humanists of our time have contributed essays related to their respective disciplines, exploring various aspects of future developments in science and society, philosophy, national security, nuclear power, pure and applied mathematics, physics and biology, particle physics, computing, and information science.

Pricing Portfolio Credit Derivatives

Pricing Portfolio Credit Derivatives PDF Author: Alexander Herbertsson
Publisher: Goteborg University
ISBN:
Category : Credit derivatives
Languages : en
Pages : 174

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Book Description


Efficient pricing algorithms for exotic derivatives

Efficient pricing algorithms for exotic derivatives PDF Author: Roger Lord
Publisher: Rozenberg Publishers
ISBN: 9051709099
Category :
Languages : en
Pages : 211

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Book Description


Three Essays on Information and Asset Prices

Three Essays on Information and Asset Prices PDF Author: Gang Li
Publisher:
ISBN:
Category :
Languages : en
Pages : 218

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Book Description