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Data modeling of financial derivatives : a conceptual approach /
Written in plain English and based on successful client engagements, Data Modeling of Financial Derivatives: A Conceptual Approach introduces new and veteran data modelers, financial analysts, and IT professionals to the fascinating world of financial derivatives. Covering futures, forwards, options...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[New York] :
Apress : Distributed by Springer Science+Business Media New York,
©2013.
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| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
| LEADER | 00000cam a2200000Ia 4500 | ||
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| 049 | |a UAMI | ||
| 100 | 1 | |a Mamayev, Robert. | |
| 245 | 1 | 0 | |a Data modeling of financial derivatives : |b a conceptual approach / |c Robert Mamayev. |
| 260 | |a [New York] : |b Apress : |b Distributed by Springer Science+Business Media New York, |c ©2013. | ||
| 300 | |a 1 online resource (1 volume) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 588 | 0 | |a Online resource; title from title page (Safari, viewed Feb. 6, 2014). | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Chapter 1: Introduction; The Purpose of This Book; The Audience for This Book; Book Structure; The Benefits of Data Modeling Patterns; The Conceptual Models Used in This Book; Practice and Dedication; Asking the Right Questions; Conclusion; Recommended Reading; Chapter 2: Barker's Notation; Different Types of Data Models; Entity; Subtypes and Supertypes; Representing Subtypes/Supertypes in a Data Model; Subtype/Supertype Rules; Attributes; Relationships; Rules Governing Relationships; Relationships between Subtypes; Modeling Recursive Relationships. | |
| 505 | 8 | |a Recursive One-to-Many RelationshipsRecursive Many-to-Many Relationships; Recursive One-to-One Relationships; Redundant Relationships; Exclusivity Arc; Barker's Positional Convention; Conclusion; Recommended Readings; Chapter 3: Financial Contracts; What Is a Contract?; Maintaining a Contract Participation History; Differentiating between a Contract and a Contract Type; Assets and Asset Types; The Importance of Ownership Recognition; Modeling Contract Asset Allocations; Contract Structure and Contract Type Structure; Contract Variables and Their Assignment; Business Strategy; Collateral. | |
| 505 | 8 | |a Contract DeliveryContract Regulations; Conclusion; Recommended Readings; Chapter 4: Modeling Forward Contracts; Defining a Forward Contract; Forward Contract Specifications; Subtyping Contract Type; Forward Contract Data Modeling Basics; Associating Forward Contracts with Asset Types; Forward Contracts and Variable Assignment; Associating Forward Contracts with Business Strategies; Forward Contracts and Delivery; Forward Contracts and Cash Settlements; Offsetting Forward Contracts; Forward Contract Termination; Lawsuits and Violations; Conclusion; Chapter 5: Modeling Futures Contracts. | |
| 505 | 8 | |a Modeling EmploymentSubtyping Futures Contracts; Modeling Futures Contracts Participation; Associating Futures Contracts with Paper Assets (Asset Types); Futures Contracts and Variable Assignment (Complete Model); Futures Contracts and Variable Assignment (Simplified Model); Futures Contracts and Variable Observations; Margin Accounts; Futures Contracts Delivery; Rolling Forward Futures Contracts; Summary of the Differences between Futures and Forward Contracts; Conclusion; Chapter 6: Modeling Options; Option Positions; Offsetting Orders; Underlying Assets. | |
| 505 | 8 | |a Associating Option Contracts with Buyers and SellersModeling an Option Asset Type; Modeling Options as Physical Assets; Modeling Option Asset Allocation; The Importance of Mathematical Models; Calculating Volatility from Historical Data; Option Contract Variable Assignment; Option Contract Settlement Type; Automatic Option Exercise; Closing Out Option Contract; Naked Options; Modeling an Option's Delivery Subject Area; FLEX Options; Conclusion; Chapter 7: Modeling Advanced Options Strategies; A Simple Strategy Involving One Stock and One Option; Option Strategy Metadata Modeling; Bull Spreads. | |
| 520 | |a Written in plain English and based on successful client engagements, Data Modeling of Financial Derivatives: A Conceptual Approach introduces new and veteran data modelers, financial analysts, and IT professionals to the fascinating world of financial derivatives. Covering futures, forwards, options, swaps, and forward rate agreements, finance and modeling expert Robert Mamayev shows you step-by-step how to structure and describe financial data using advanced data modeling techniques. The book introduces IT professionals, in particular, to various financial and data modeling concepts that th. | ||
| 546 | |a English. | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Derivatives (Mathematics) | |
| 650 | 6 | |a Finances |x Modèles mathématiques. | |
| 650 | 6 | |a Dérivées (Mathématiques) | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Derivatives (Mathematics) |2 fast | |
| 650 | 7 | |a Finance |x Mathematical models |2 fast | |
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| 776 | 0 | 8 | |i Print version: |z 9781430265900 |
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