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Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation Author
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Bester Preis: Fr. 28.49 (€ 29.13)¹ (vom 30.11.2019)Analytical Finance: Volume I | - - 1st ed. 2017 -
ISBN: 9783319340265 bzw. 3319340263, Band: 1, in Deutsch, Palgrave Macmillan, neu.
Analytical Finance: Volume I, The Mathematics of Equity Derivatives, Markets, Risk and Valuation (2017)
ISBN: 9783319340272 bzw. 3319340271, Band: 1, in Deutsch, Palgrave Macmillan, neu, E-Book.
bol.com.
This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years’ experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets. Coverage includes: ·Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks... This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years’ experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets. Coverage includes: ·Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks. ·Numerical methods including discrete-time methods, finite different methods, binomial models and Monte Carlo simulations. ·Probability theory and stochastic processes from the financial modeling perspective, including probability spaces, sigma algebras, measures and filtrations. ·Continuous time models such as Black-Scholes-Merton; Delta-hedging and Delta-Gamma-hedging; general diffusion models and how to solve Partial Differential Equation using the Feynmann-Kac representation. ·The trading, structuring and hedging several kinds of exotic options, including: Binary/Digital options; Barrier options; Lookbacks; Asian options; Chooses; Forward options; Ratchets; Compounded options; Basket options; Exchange and Currency-linked options; Pay later options and Quantos. ·A detailed explanation of how to construct synthetic instruments and strategies for different market conditions, discussing more than 30 different option strategies. With source code for many of the models featured in the book provided and extensive examples and illustrations throughout, this book provides a comprehensive introduction to this topic and will prove an invaluable learning tool and reference for anyone studying or working in this field. Taal: Engels;Formaat: ePub met kopieerbeveiliging (DRM) van Adobe;Kopieerrechten: Het kopiëren van (delen van) de pagina's is niet toegestaan ;Geschikt voor: Alle e-readers geschikt voor ebooks in ePub formaat. Tablet of smartphone voorzien van een app zoals de bol.com Kobo app.;Verschijningsdatum: februari 2017;ISBN10: 3319340271;ISBN13: 9783319340272; Engelstalig | Ebook | 2017.
Analytical Finance, The Mathematics of Equity Derivatives, Markets, Risks and Valuation: 2016: Volume I (2017)
ISBN: 9783319340265 bzw. 3319340263, Band: 1, in Deutsch, Springer International Publishing AG, Taschenbuch, neu.
bol.com.
This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years' experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets. Coverage includes: *Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt ris... This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years' experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets. Coverage includes: *Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks. *Numerical methods including discrete-time methods, finite different methods, binomial models and Monte Carlo simulations. *Probability theory and stochastic processes from the financial modeling perspective, including probability spaces, sigma algebras, measures and filtrations. *Continuous time models such as Black-Scholes-Merton; Delta-hedging and Delta-Gamma-hedging; general diffusion models and how to solve Partial Differential Equation using the Feynmann-Kac representation. *The trading, structuring and hedging several kinds of exotic options, including: Binary/Digital options; Barrier options; Lookbacks; Asian options; Chooses; Forward options; Ratchets; Compounded options; Basket options; Exchange and Currency-linked options; Pay later options and Quantos. *A detailed explanation of how to construct synthetic instruments and strategies for different market conditions, discussing more than 30 different option strategies. With source code for many of the models featured in the book provided and extensive examples and illustrations throughout, this book provides a comprehensive introduction to this topic and will prove an invaluable learning tool and reference for anyone studying or working in this field.Taal: Engels;Afmetingen: 210x235x155 mm;Gewicht: 381,00 gram;Verschijningsdatum: maart 2017;Druk: 1;ISBN10: 3319340263;ISBN13: 9783319340265; Engelstalig | Paperback | 2017.
Analytical Finance: Volume I - The Mathematics of Equity Derivatives, Markets and Valuation
ISBN: 9783319340265 bzw. 3319340263, Band: 1, in Deutsch, Springer-Verlag Gmbh, Taschenbuch, neu.
Analytical Finance: Volume I: This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years` experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets. Englisch, Taschenbuch.
Analytical Finance: Volume I
ISBN: 9783319340265 bzw. 3319340263, Band: 1, in Deutsch, Palgrave, Taschenbuch, neu.
This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years’ experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets. Coverage includes: ·Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks. ·Numerical methods including discrete-time methods, finite different methods, binomial models and Monte Carlo simulations. ·Probability theory and stochastic processes from the financial modeling perspective, including probability spaces, sigma algebras, measures and filtrations. ·Continuous time models such as Black-Scholes-Merton; Delta-hedging and Delta-Gamma-hedging; general diffusion models and how to solve Partial Differential Equation using the Feynmann-Kac representation. ·The trading, structuring and hedging several kinds of exotic options, including: Binary/Digital options; Barrier options; Lookbacks; Asian options; Chooses; Forward options; Ratchets; Compounded options; Basket options; Exchange and Currency-linked options; Pay later options and Quantos. ·A detailed explanation of how to construct synthetic instruments and strategies for different market conditions, discussing more than 30 different option strategies. With source code for many of the models featured in the book provided and extensive examples and illustrations throughout, this book provides a comprehensive introduction to this topic and will prove an invaluable learning tool and reference for anyone studying or working in this field. Soft cover.
Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets and Valuation (2016)
ISBN: 9783319340265 bzw. 3319340263, Band: 1, in Englisch, 483 Seiten, Palgrave Macmillan, Taschenbuch, neu, Erstausgabe.
Von Händler/Antiquariat, Amazon.com.
This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years’ experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets.Coverage includes:·Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks.·Numerical methods including discrete-time methods, finite different methods, binomial models and Monte Carlo simulations.·Probability theory and stochastic processes from the financial modeling perspective, including probability spaces, sigma algebras, measures and filtrations.·Continuous time models such as Black-Scholes-Merton; Delta-hedging and Delta-Gamma-hedging; general diffusion models and how to solve Partial Differential Equation using the Feynmann-Kac representation.·The trading, structuring and hedging several kinds of exotic options, including: Binary/Digital options; Barrier options; Lookbacks; Asian options; Chooses; Forward options; Ratchets; Compounded options; Basket options; Exchange and Currency-linked options; Pay later options and Quantos.·A detailed explanation of how to construct synthetic instruments and strategies for different market conditions, discussing more than 30 different option strategies. With source code for many of the models featured in the book provided and extensive examples and illustrations throughout, this book provides a comprehensive introduction to this topic and will prove an invaluable learning tool and reference for anyone studying or working in this field. , Paperback, Ausgabe: 1st ed. 2017, Label: Palgrave Macmillan, Palgrave Macmillan, Produktgruppe: Book, Publiziert: 2016-12-24, Studio: Palgrave Macmillan, Verkaufsrang: 17707113.
Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation Jan R. M. Röman Author
ISBN: 9783319340272 bzw. 3319340271, Band: 1, vermutlich in Englisch, Springer International Publishing, neu, E-Book, elektronischer Download.
This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years’ experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets.Coverage includes:·Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks.·Numerical methods including discrete-time methods, finite different methods, binomial models and Monte Carlo simulations.·Probability theory and stochastic processes from the financial modeling perspective, including probability spaces, sigma algebras, measures and filtrations.·Continuous time models such as Black-Scholes-Merton; Delta-hedging and Delta-Gamma-hedging; general diffusion models and how to solve Partial Differential Equation using the Feynmann-Kac representation.·The trading, structuring and hedging several kinds of exotic options, including: Binary/Digital options; Barrier options; Lookbacks; Asian options; Chooses; Forward options; Ratchets; Compounded options; Basket options; Exchange and Currency-linked options; Pay later options and Quantos.·A detailed explanation of how to construct synthetic instruments and strategies for different market conditions, discussing more than 30 different option strategies. With source code for many of the models featured in the book provided and extensive examples and illustrations throughout, this book provides a comprehensive introduction to this topic and will prove an invaluable learning tool and reference for anyone studying or working in this field. .
Analytical Finance: Volume I
ISBN: 9783319340272 bzw. 3319340271, Band: 1, vermutlich in Englisch, Springer Shop, neu, E-Book, elektronischer Download.
This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years’ experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets. Coverage includes: ·Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks. ·Numerical methods including discrete-time methods, finite different methods, binomial models and Monte Carlo simulations. ·Probability theory and stochastic processes from the financial modeling perspective, including probability spaces, sigma algebras, measures and filtrations. ·Continuous time models such as Black-Scholes-Merton; Delta-hedging and Delta-Gamma-hedging; general diffusion models and how to solve Partial Differential Equation using the Feynmann-Kac representation. ·The trading, structuring and hedging several kinds of exotic options, including: Binary/Digital options; Barrier options; Lookbacks; Asian options; Chooses; Forward options; Ratchets; Compounded options; Basket options; Exchange and Currency-linked options; Pay later options and Quantos. ·A detailed explanation of how to construct synthetic instruments and strategies for different market conditions, discussing more than 30 different option strategies. With source code for many of the models featured in the book provided and extensive examples and illustrations throughout, this book provides a comprehensive introduction to this topic and will prove an invaluable learning tool and reference for anyone studying or working in this field. eBook.
| Analytical Finance: Volume I | Palgrave Macmillan | 1st ed. 2017 | 2017
ISBN: 9783319340265 bzw. 3319340263, Band: 1, in Deutsch, Palgrave Macmillan, neu.
Analytical Finance: Volume I (2017)
ISBN: 9783319340272 bzw. 3319340271, Band: 1, in Englisch, Palgrave Macmillan, Palgrave Macmillan, Palgrave Macmillan, neu, E-Book, elektronischer Download.
This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years' experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets. Coverage includes: Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks. Numerical methods including discrete-time methods, finite different methods, binomial models and Monte Carlo simulations. Probability theory and stochastic processes from the financial modeling perspective, including probability spaces, sigma algebras, measures and filtrations. Continuous time models such as Black-Scholes-Merton; Delta-hedging and Delta-Gamma-hedging; general diffusion models and how to solve Partial Differential Equation using the Feynmann-Kac representation. The trading, structuring and hedging several kinds of exotic options, including: Binary/Digital options; Barrier options; Lookbacks; Asian options; Chooses; Forward options; Ratchets; Compounded options; Basket options; Exchange and Currency-linked options; Pay later options and Quantos. A detailed explanation of how to construct synthetic instruments and strategies for different market conditions, discussing more than 30 different option strategies. With source code for many of the models featured in the book provided and extensive examples and illustrations throughout, this book provides a comprehensive introduction to this topic and will prove an invaluable learning tool and reference for anyone studying or working in this field.