A Pragmatic Guide to Real Options PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download A Pragmatic Guide to Real Options PDF full book. Access full book title A Pragmatic Guide to Real Options by T. Arnold. Download full books in PDF and EPUB format.
Author: T. Arnold
Publisher: Springer
ISBN: 1137391162
Category : Business & Economics
Languages : en
Pages : 231
Get Book Here
Book Description
Aimed at practitioners with no prior expertise in the subject, this book helps readers build basic real options models to aid in decision-making. Providing a pragmatic and informative approach, the authors introduce basic probability theories, before putting these theories into a real-world context.
Author: T. Arnold
Publisher: Springer
ISBN: 1137391162
Category : Business & Economics
Languages : en
Pages : 231
Get Book Here
Book Description
Aimed at practitioners with no prior expertise in the subject, this book helps readers build basic real options models to aid in decision-making. Providing a pragmatic and informative approach, the authors introduce basic probability theories, before putting these theories into a real-world context.
Author: Sanjay K. Nawalkha
Publisher: John Wiley & Sons
ISBN: 0471737445
Category : Business & Economics
Languages : en
Pages : 429
Get Book Here
Book Description
The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provides readers with the hands-on information and software needed to succeed in this financial arena.
Author: Riccardo Rebonato
Publisher:
ISBN: 1107165857
Category : Business & Economics
Languages : en
Pages : 781
Get Book Here
Book Description
Rebonato provides an authoritative, clear, and up-to-date explanation of the cutting-edge innovations in affine modeling for government bonds, and provides readers with the precise tools to develop their own models. This book combines precise theory with up-to-date empirical evidence to build, with the minimum mathematical sophistication required for the task, a critical understanding of what drives the government bond market.
Author:
Publisher:
ISBN:
Category : Federal home loan banks
Languages : en
Pages : 694
Get Book Here
Book Description
Author: Jonathan Bergmann
Publisher: International Society for Technology in Education
ISBN: 1564844684
Category : Education
Languages : en
Pages : 123
Get Book Here
Book Description
Learn what a flipped classroom is and why it works, and get the information you need to flip a classroom. You’ll also learn the flipped mastery model, where students learn at their own pace, furthering opportunities for personalized education. This simple concept is easily replicable in any classroom, doesn’t cost much to implement, and helps foster self-directed learning. Once you flip, you won’t want to go back!
Author: Jessica James
Publisher: John Wiley & Sons
ISBN:
Category : Business & Economics
Languages : en
Pages : 680
Get Book Here
Book Description
Back Cover ( this section should include endorsements also) As interest rate markets continue to innovate and expand it is becoming increasingly important to remain up-to-date with the latest practical and theoretical developments. This book covers the latest developments in full, with descriptions and implementation techniques for all the major classes of interest rate models - both those actively used in practice as well as theoretical models still 'waiting in the wings'. Interest rate models, implementation methods and estimation issues are discussed at length by the authors as are important new developments such as kernel estimation techniques, economic based models, implied pricing methods and models on manifolds. Providing balanced coverage of both the practical use of models and the theory that underlies them, Interest Rate Modelling adopts an implementation orientation throughout making it an ideal resource for both practitioners and researchers. Back Flap Jessica James Jessica James is Head of Research for Bank One's Strategic Risk Management group, based in the UK. Jessica started life as a physicist at Manchester University and completed her D Phil in Theoretical Atomic and Nuclear Physics at Christ Church, Oxford, under Professor Sandars. After a year as a college lecturer at Trinity, Oxford, she began work at the First National Bank of Chicago, now Bank One, where she still works. She is well known as a speaker on the conference circuit, lecturing on a variety of topics such as VaR, capital allocation, credit derivatives and interest rate modelling, and has published articles on various aspects of financial modelling. Nick Webber Nick Webber is a lecturer in Finance at Warwick Business School. Prior to his academic career, Nick had extensive experience in the industrial and commercial world in operational research and computing. After obtaining a PhD in Theoretical Physics from Imperial College he began research into financial options. His main area of research centres on interest rate modelling and computational finance. He has taught practitioner and academic courses for many years, chiefly on options and interest rates. Front Flap Interest Rate Modelling provides a comprehensive resource on all the main aspects of valuing and hedging interest rate products. A series of introductory chapters reviews the theoretical background, pointing out the problems in using naïve valuation and implementation techniques. There follows a full analysis of interest rate models including major categories, such as Affine, HJM and Market models, and in addition, lesser well known types that include Consol, Random field and Jump-augmented Models. Implementation methods are discussed in depth including the latest developments in the use of finite difference, Lattice and Monte Carlo methods and their particular application to the valuation of interest rate derivatives. Containing previously unpublished material, Interest Rate Modelling is a key reference work both for practitioners developing and implementing models for real and for academics teaching and researching in the field.
Author:
Publisher:
ISBN:
Category : Mortgage loans
Languages : en
Pages : 48
Get Book Here
Book Description
Author: J. William Petty
Publisher:
ISBN: 9780130596505
Category : Business enterprises
Languages : en
Pages : 1006
Get Book Here
Book Description
Author: T. Arnold
Publisher: Palgrave Macmillan
ISBN: 9781349483013
Category : Business & Economics
Languages : en
Pages : 0
Get Book Here
Book Description
Aimed at practitioners with no prior expertise in the subject, this book helps readers build basic real options models to aid in decision-making. Providing a pragmatic and informative approach, the authors introduce basic probability theories, before putting these theories into a real-world context.
Author: Sergei Petrovich Dobrovolsky
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 376
Get Book Here
Book Description
