Derivatives in Financial Markets with Stochastic Volatility 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 Derivatives in Financial Markets with Stochastic Volatility PDF full book. Access full book title Derivatives in Financial Markets with Stochastic Volatility by Jean-Pierre Fouque. Download full books in PDF and EPUB format.
Author: Jean-Pierre Fouque
Publisher: Cambridge University Press
ISBN: 9780521791632
Category : Business & Economics
Languages : en
Pages : 222
Get Book Here
Book Description
This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.
Author: Jean-Pierre Fouque
Publisher: Cambridge University Press
ISBN: 9780521791632
Category : Business & Economics
Languages : en
Pages : 222
Get Book Here
Book Description
This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility.
Author: Jarrow, Robert A
Publisher: W. W. Norton & Company
ISBN: 0393913074
Category : Business & Economics
Languages : en
Pages : 20
Get Book Here
Book Description
Written by Robert Jarrow, one of the true titans of finance, and his former student Arkadev Chatterjea, Introduction to Derivatives is the first text developed from the ground up for students taking the introductory derivatives course. The math is presented at the right level and is always motivated by what 's happening in the financial markets. And, as one of the developers of the Heath-Jarrow-Morton Model, Robert Jarrow presents a novel, accessible way to understand this important topic.
Author: Robert A Jarrow
Publisher: World Scientific
ISBN: 9811291691
Category : Business & Economics
Languages : en
Pages : 763
Get Book Here
Book Description
The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options.
Author: Edward LiPuma
Publisher: Duke University Press
ISBN: 0822372835
Category : Social Science
Languages : en
Pages : 360
Get Book Here
Book Description
In The Social Life of Financial Derivatives Edward LiPuma theorizes the profound social dimensions of derivatives markets and the processes, rituals, and belief systems that drive them. In response to the 2008 financial crisis and drawing on his experience trading derivatives, LiPuma outlines how they function as complex devices that organize speculative capital as well as the ways derivative-driven capitalism not only produces the conditions for its own existence, but also penetrates the fabric of everyday life. Framing finance as a form of social life and highlighting the intrinsically social character of financial derivatives, LiPuma deepens our understanding of derivatives so that we may someday use them to serve the public well-being.
Author: Robert E. Whaley
Publisher: John Wiley & Sons
ISBN: 0470086386
Category : Business & Economics
Languages : en
Pages : 962
Get Book Here
Book Description
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.
Author: R. Stafford Johnson
Publisher: John Wiley & Sons
ISBN: 1118240723
Category : Business & Economics
Languages : en
Pages : 1001
Get Book Here
Book Description
A practical, informative guide to derivatives in the real world Derivatives is an exposition on investments, guiding you from the basic concepts, strategies, and fundamentals to a more detailed understanding of the advanced strategies and models. As part of Bloomberg Financial's three part series on securities, Derivatives focuses on derivative securities and the functionality of the Bloomberg system with regards to derivatives. You'll develop a tighter grasp of the more subtle complexities involved in the evaluation, selection, and management of derivatives, and gain the practical skillset necessary to apply your knowledge to real-world investment situations using the tools and techniques that dominate the industry. Instructions for using the widespread Bloomberg system are interwoven throughout, allowing you to directly apply the techniques and processes discussed using your own data. You'll learn the many analytical functions used to evaluate derivatives, and how these functions are applied within the context of each investment topic covered. All Bloomberg information appears in specified boxes embedded throughout the text, making it easy for you to find it quickly when you need or, or easily skip it in favor of the theory-based text. Managing securities in today's dynamic and innovative investment environment requires a strong understanding of how the increasing variety of securities, markets, strategies, and methodologies are used. This book gives you a more thorough understanding, and a practical skillset that investment managers need. Understand derivatives strategies and models from basic to advanced Apply Bloomberg information and analytical functions Learn how investment decisions are made in the real world Grasp the complexities of securities evaluation, selection, and management The financial and academic developments of the past twenty years have highlighted the challenge in acquiring a comprehensive understanding of investments and financial markets. Derivatives provides the detailed explanations you've been seeking, and the hands-on training the real world demands.
Author: Belal E. Baaquie
Publisher: Cambridge University Press
ISBN: 1139456393
Category : Business & Economics
Languages : en
Pages : 334
Get Book Here
Book Description
This book applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. Particular emphasis is placed on path integrals and Hamiltonians. Financial mathematics is dominated by stochastic calculus. The present book offers a formulation that is completely independent of that approach. As such many results emerge from the ideas developed by the author. This work will be of interest to physicists and mathematicians working in the field of finance, to quantitative analysts in banks and finance firms and to practitioners in the field of fixed income securities and foreign exchange. The book can also be used as a graduate text for courses in financial physics and financial mathematics.
Author: Edward Swan
Publisher: Springer
ISBN: 9789041197597
Category : Law
Languages : en
Pages : 0
Get Book Here
Book Description
This is a history of derivative contracts, their assignability and the regulation of derivatives markets from ancient Mesopotamia to the present day. It concludes with an analysis of future regulatory prospects and the implications of the historical data for derivatives trade and regulation.
Author: Rob Quail
Publisher: John Wiley & Sons
ISBN: 0471467669
Category : Business & Economics
Languages : en
Pages : 337
Get Book Here
Book Description
"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: Salih N. Neftci
Publisher: Academic Press
ISBN: 0125153929
Category : Business & Economics
Languages : en
Pages : 550
Get Book Here
Book Description
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.
