Derivatives, Risk Management And Value.
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...
Clasificación: | Libro Electrónico |
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Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
World Scientific
2009.
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Temas: | |
Acceso en línea: | Texto completo |
Sumario: | 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 w. |
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Descripción Física: | 1 online resource (996) |
ISBN: | 1282757636 9781282757639 9789812838636 9812838635 |