This publication aims to fill the void between books providing an introduction to derivatives, and advanced books whose target audience are members of quantitative modelling community. <br> In order to appeal to the widest audience, this publication tries to assume the least amount of prior know
Trading Volatility, correlation, term structure, and skew 2014!!
✍ Scribed by Colin Bennett
- Year
- 2014
- Tongue
- English
- Leaves
- 317
- Category
- Library
No coin nor oath required. For personal study only.
✦ Subjects
Финансово-экономические дисциплины;Финансовая математика;
📜 SIMILAR VOLUMES
This book provides different financial models based on options to predict underlying asset price and design the risk hedging strategies. Authors of the book have made theoretical innovation to these models to enable the models to be applicable to real market. The book also introduces risk management
<p>In <i>Advanced Equity Derivatives: Volatility and Correlation</i>, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial modelers, option traders and sophisticated investors, the content covers the most important
<p>This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products considered in Interest Rate Derivatives Explained I. In particular we consider callable products such as Bermudan swaptions or exotic derivatives. The second part is o