Market Risk Analysis, Volume III

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Pricing, Hedging and Trading Financial Instruments [With CDROM]

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Pricing, Hedging and Trading Financial Instruments [With CDROM]

Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces.
All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include: Duration-Convexity approximation to bond portfolios, and portfolio immunization;Pricing floaters and vanilla, basis and variance swaps;Coupon stripping and yield curve fitting;Proxy hedging, and hedging international securities and energy futures portfolios;Pricing models for European exotics, including barriers, Asians, look-backs, choosers, capped, contingent, power, quanto, compo, exchange, 'best-of' and spread options;Libor model calibration;Dynamic models for implied volatility based on principal component analysis;Calibration of stochastic volatility models (Matlab code);Simulations from stochastic volatility and jump models;Duration, PV01 and volatility invariant cash flow mappings;Delta-gamma-theta-vega mappings for options portfolios;Volatility beta mapping to volatility indices.

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مغایرت عنوان کتاب با توضیحات و تصویر جلد
عدم رعایت حقوق نشر طبق قوانین جمهوری اسلامی ایران
محتوای مستهجن
توهین به قومیتها و محتوای نژادپرستی
توهین به اقیلیتهای مذهبی
اهانت به مقامات سیاسی و مذهبی
اشاعه ی کودک آزاری
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بستن

فرمت کتاب

ebook

زبان

english

تاریخ انتشار

2008

نویسنده

Carol Alexander

ناشر

John Wiley & Sons

شابک

9780470997895

20,000 تومان

خرید کتاب مطالعه نمونه درخواست ترجمه کتاب

خرید کتاب Market Risk Analysis, Volume III

Market Risk Analysis, Volume III

گزارش تخلف

فرمت کتاب

ebook

زبان

english

تاریخ انتشار

2008

نویسنده

ناشر

شابک

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