Volatility and Correlation

افزودن به بوکمارک اشتراک گذاری 0 دیدگاه کاربران 4 (1)

The Perfect Hedger and the Fox

مشارکت: عنوان و توضیح کوتاه هر کتاب را ترجمه کنید این ترجمه بعد از تایید با نام شما در سایت نمایش داده خواهد شد.

ترجمه این کتاب مشاهده همه کتاب های ترجمه نشده

The Perfect Hedger and the Fox

In "Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox," Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful "Volatility & Correlation" - with over 80% new or fully reworked material and is a must have both for practitioners and for students.The new and updated material includes a critical examination of the 'perfect-replication' approach to derivatives pricing, with special attention given to exotic options; a thorough analysis of the role of quadratic variation in derivatives pricing and hedging; a discussion of the informational efficiency of markets in commonly-used calibration and hedging practices. Treatment of new models including Variance Gamma, displaced diffusion, stochastic volatility for interest-rate smiles and equity/FX options.

The book is split into four parts. Part I deals with a Black world without smiles, sets out the author's 'philosophical' approach and covers deterministic volatility. Part II looks at smiles in equity and FX worlds. It begins with a review of relevant empirical information about smiles, and provides coverage of local-stochastic-volatility, general-stochastic-volatility, jump-diffusion and Variance-Gamma processes. Part II concludes with an important chapter that discusses if and to what extent one can dispense with an explicit specification of a model, and can directly prescribe the dynamics of the smile surface.

Part III focusses on interest rates when the volatility is deterministic. Part IV extends this setting in order to account for smiles in a financially motivated and computationally tractable manner. In this final part the author deals with CEV processes, with diffusive stochastic volatility and with Markov-chain processes.

Praise for the First Edition:

"In this book, Dr Rebonato brings his penetrating eye to bear on option pricing and hedging.... The book is a must-read for those who already know the basics of options and are looking for an edge in applying the more sophisticated approaches that have recently been developed."
--Professor Ian Cooper, London Business School

"Volatility and correlation are at the very core of all option pricing and hedging. In this book, Riccardo Rebonato presents the subject in his characteristically elegant and simple fashion...A rare combination of intellectual insight and practical common sense."
--Anthony Neuberger, London Business School

لغو

گزارش تخلف

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
سایر موارد

بستن

فرمت کتاب

ebook

زبان

english

تاریخ انتشار

2005

نویسنده

Riccardo Rebonato

ناشر

Wiley

شابک

9780470091401

20,000 تومان

خرید کتاب مطالعه نمونه درخواست ترجمه کتاب

خرید کتاب Volatility and Correlation

Volatility and Correlation

گزارش تخلف

فرمت کتاب

ebook

زبان

english

تاریخ انتشار

2005

نویسنده

ناشر

شابک

کتاب های مرتبط

Chronicles of a Million Dollar Trader

Preparing Learners for E-Learning

The Trainer's Handbook

Training Older Workers and Learners

Museum Marketing and Strategy

Business Model You

The Ultimate Book of Influence

Economic Policy 56

Economics, Real Estate and the Supply of Land

Einfach überzeugen die Minuten-Formel für Ihren Erfolg

Globalisierung: Wirtschaft und Politik Chancen - Risiken - Antworten

Ungleichheit eine phantastische Erzählung

Die Wirtschaft Serbiens Rahmenbedingungen, Strategien und Entwicklungsmöglichkeiten

SoLoMo - Always-on im Handel Die soziale, lokale und mobile Zukunft des Omnichannel-Shopping

Stochastische Prozesse Eine Einführung für Statistiker und Datenwissenschaftler

Die Lean back Perspektive Leadership heute - 42 inspirierende Wege erfolgreicher Frauen

Investment im Iran ein Praxishandbuch für die Zeit nach den Sanktionen auf Deutsch, Englisch und Farsi = Investment in Iran

Die Neuerfindung des stationären Einzelhandels Kundenzentralität und ultimative Usability für Stadt und Handel der Zukunft

Personalisierung im Handel Einsatz, Wirkung und zukünftige Entwicklungen

Das Passwort fürs Leben heißt Humor die 44 Geheimnisse gelassener Menschen

Kultur in den Vereinigten Arabischen Emiraten und ihre Auswirkungen auf das Management

دیدگاه کاربران