Derivative Products and Pricing - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Derivative Products and Pricing write by Satyajit Das. This book was released on 2005-10-06. Derivative Products and Pricing available in PDF, EPUB and Kindle. Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.
Pricing Derivative Securities
Pricing Derivative Securities - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Pricing Derivative Securities write by Eliezer Z. Prisman. This book was released on 2000-09-14. Pricing Derivative Securities available in PDF, EPUB and Kindle. CD-ROM contains: MAPLE student version 5.0; online version of text; MATLAB GUI; IDEAL software (embedded in online text).
The Swaps and Financial Derivatives Library
The Swaps and Financial Derivatives Library - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook The Swaps and Financial Derivatives Library write by Satyajit Das. This book was released on 2006-04-21. The Swaps and Financial Derivatives Library available in PDF, EPUB and Kindle. The Das Swaps & Financial Derivatives Library – Third Edition, Revised is the successor to Swaps & Financial Derivatives, which was first published in 1989 (as Swap Financing). A second edition was published in 1994 (as Swaps & Financial Derivatives – Second Edition (in most of the world) and Swaps & Derivative Financing – Second Edition (in the USA). The changes in the market since the publication of the second edition have necessitated this third edition. The Das Swaps & Financial Derivatives Library – Third Edition, Revised is a four-volume set that incorporates extensive new material in all sections to update existing areas of coverage. In addition, several new chapters covering areas of market development have been included. This has resulted in a significant expansion in the size of the text. The four volumes in this set are: Derivative Products & Pricing Risk Management Structured Products Volume 1: Exotic Options, Interest Rates & Currency Structured Products Volume 2: Equity, Commodity, Credit & New Markets
Derivatives
Derivatives - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Derivatives write by Robert E. Whaley. This book was released on 2007-02-26. Derivatives available in PDF, EPUB and Kindle. Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations.
Pricing Derivative Securities (2nd Edition)
Pricing Derivative Securities (2nd Edition) - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Pricing Derivative Securities (2nd Edition) write by Thomas Wake Epps. This book was released on 2007-06-04. Pricing Derivative Securities (2nd Edition) available in PDF, EPUB and Kindle. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.
