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Sinopsis
The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions.
The book originally published in March 2000 to widespread acclaim. This revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text.
- Comprehensive introduction to the theory and practice of financial derivatives.
- Discusses and elaborates on the theory of interest rate derivatives, an area of increasing interest.
- Divided into two self-contained parts ? the first concentrating on the theory of stochastic calculus, and the second describes in detail the pricing of a number of different derivatives in practice.
- Written by well respected academics with experience in the banking industry.
A valuable text for practitioners in research departments of all banking and finance sectors. Academic researchers and graduate students working in mathematical finance.
"Sinopsis" puede pertenecer a otra edición de este libro.
Acerca del autor
Philip Hunt is the author of Financial Derivatives in Theory and Practice, Revised Edition, published by Wiley.
Joanne Kennedy is the author of Financial Derivatives in Theory and Practice, Revised Edition, published by Wiley.
De la contraportada
Originally published in 2000, Financial Derivatives in Theory and Practice is a complete, rigorous and readable account of the mathematics underlying derivative pricing and a guide to applying these ideas to solve real pricing problems. It is aimed at practitioners and researchers who wish to understand the latest finance literature and develop their own pricing models. The authors’ combination of strong theoretical knowledge and extensive market experience make this book particularly relevant for those interested in real world applications of mathematical finance.
This revised edition has been updated with minor corrections, and now includes a dedicated chapter of exercises and solutions. The balance of rigor and readability makes the book an ideal textbook for masters and postgraduate students of mathematical finance, stochastic calculus and derivatives pricing.
- Detailed coverage of interest rate derivatives, from 'vanilla' instruments through to many of the more exotic products currently being traded.
- Overview of popular term structure models along with their relationships to each other (including Heath-Jarrow-Morton, short rate models and the latest market models).
- Explanation of numeraires as a modelling and pricing tool.
- Pricing models for constant maturity swaps and other convexity products.
- Models and efficient algorithms for path-dependent and Bermudan swaptions.
- Insights into how to go about pricing products beyond those treated in the text.
- Accessible yet rigorous treatment of the stochastic calculus required for option pricing.
- A chapter of exercises and solutions enabling use as a course text or for self-study.
"Sobre este título" puede pertenecer a otra edición de este libro.
- EditorialJohn Wiley & Sons
- Año de publicación2004
- ISBN 10 0470863587
- ISBN 13 9780470863589
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- IdiomaInglés
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FINANCIAL DERIVATIVES IN THEORY AND PRACTICE
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Financial Derivatives in Theory and Practice Rev
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Financial Derivatives in Theory and Practice
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Condición: New. Originally published in 2000, Financial Derivatives in Theory and Practice is a complete, rigorous and readable account of the mathematics underlying derivative pricing and a guide to applying these ideas to solve real pricing problems. It is aimed at pract. Nº de ref. del artículo: 446913867
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Financial Derivatives in Theory and Practice (Wiley Series in Probability and Statistics)
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Financial Derivatives in Theory and Practice (Hardcover)
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John Wiley & Sons Inc, New York, 2004
ISBN 10: 0470863587
ISBN 13: 9780470863589
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Hardcover. Condición: new. Hardcover. The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions. The book originally published in March 2000 to widespread acclaim. This revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text. Comprehensive introduction to the theory and practice of financial derivatives.Discusses and elaborates on the theory of interest rate derivatives, an area of increasing interest.Divided into two self-contained parts ? the first concentrating on the theory of stochastic calculus, and the second describes in detail the pricing of a number of different derivatives in practice.Written by well respected academics with experience in the banking industry. A valuable text for practitioners in research departments of all banking and finance sectors. Academic researchers and graduate students working in mathematical finance. Offers a comprehensive introduction to the theory and practice of financial derivatives. This book discusses and elaborates on the theory of interest rate derivatives. It focuses on the theory of stochastic calculus, and describes the pricing of a number of different derivatives in practice. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Nº de ref. del artículo: 9780470863589
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Financial Derivatives in Theory and Practice
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Buch. Condición: Neu. Neuware - The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions.The book originally published in March 2000 to widespread acclaim. This revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text.\* Comprehensive introduction to the theory and practice of financial derivatives.\* Discusses and elaborates on the theory of interest rate derivatives, an area of increasing interest.\* Divided into two self-contained parts - the first concentrating on the theory of stochastic calculus, and the second describes in detail the pricing of a number of different derivatives in practice.\* Written by well respected academics with experience in the banking industry.A valuable text for practitioners in research departments of all banking and finance sectors. Academic researchers and graduate students working in mathematical finance. Nº de ref. del artículo: 9780470863589
Cantidad disponible: 2 disponibles
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Financial Derivatives in Theory and Practice (Hardcover)
Publicado por
John Wiley & Sons Inc, New York, 2004
ISBN 10: 0470863587
ISBN 13: 9780470863589
Nuevo
Tapa dura
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Calificación del vendedor: 5 de 5 estrellas
Hardcover. Condición: new. Hardcover. The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions. The book originally published in March 2000 to widespread acclaim. This revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text. Comprehensive introduction to the theory and practice of financial derivatives.Discusses and elaborates on the theory of interest rate derivatives, an area of increasing interest.Divided into two self-contained parts ? the first concentrating on the theory of stochastic calculus, and the second describes in detail the pricing of a number of different derivatives in practice.Written by well respected academics with experience in the banking industry. A valuable text for practitioners in research departments of all banking and finance sectors. Academic researchers and graduate students working in mathematical finance. Offers a comprehensive introduction to the theory and practice of financial derivatives. This book discusses and elaborates on the theory of interest rate derivatives. It focuses on the theory of stochastic calculus, and describes the pricing of a number of different derivatives in practice. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Nº de ref. del artículo: 9780470863589
Cantidad disponible: 1 disponibles