Derivatives, Risk Management And Value e-bog
546,47 DKK
(inkl. moms 683,09 DKK)
This book covers fundamental concepts in financial markets and asset pricing such as hedging, arbitrage, speculation in different markets, classical models for pricing of simple and complex derivatives, mathematical foundations, managing and monitoring portfolios of derivatives in real time, etc. It explains different applications of these concepts using real world examples. The book also cover...
E-bog
546,47 DKK
Forlag
World Scientific
Udgivet
29 oktober 2009
Længde
996 sider
Genrer
Investment and securities
Sprog
English
Format
pdf
Beskyttelse
LCP
ISBN
9789814468749
This book covers fundamental concepts in financial markets and asset pricing such as hedging, arbitrage, speculation in different markets, classical models for pricing of simple and complex derivatives, mathematical foundations, managing and monitoring portfolios of derivatives in real time, etc. It explains different applications of these concepts using real world examples. The book also covers topics like financial markets and instruments, option pricing models, option pricing theory, exotic derivatives, second generation options, etc.Written in a simple manner and amply supported by real world examples, questions and exercises, the book will be of interest to students, academics and practitioners alike.