Quantitative Modeling of Derivative Securities e-bog
403,64 DKK
(inkl. moms 504,55 DKK)
Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a "e;"e;financia...
E-bog
403,64 DKK
Forlag
Routledge
Udgivet
22 november 2017
Længde
336 sider
Genrer
KCHS
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9781351420471
Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a "e;"e;financial engineering approach,"e;"e; the theory is developed progressively, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider in practice.More than just an introductory text, the reader who has mastered the contents of this one book will have breached the gap separating the novice from the technical and research literature.