Pricing and Hedging Financial 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 Pricing and Hedging Financial Derivatives write by Leonardo Marroni. This book was released on 2014-06-19. Pricing and Hedging Financial Derivatives available in PDF, EPUB and Kindle. The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few practical guides available, very few of those cover pricing and hedging—two critical topics for traders. What matters to practitioners is what happens on the trading floor—information only seasoned practitioners such as authors Marroni and Perdomo can impart. Lays out proven derivatives pricing and hedging strategies and techniques for equities, FX, fixed income and commodities, as well as multi-assets and cross-assets Provides expert guidance on the development of structured products, supplemented with a range of practical examples Packed with real-life examples covering everything from option payout with delta hedging, to Monte Carlo procedures to common structured products payoffs The Companion Website features all of the examples from the book in Excel complete with source code
Pricing and Hedging Financial Derivatives
Pricing and Hedging Financial 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 Pricing and Hedging Financial Derivatives write by Irene Perdomo. This book was released on 2013. Pricing and Hedging Financial Derivatives available in PDF, EPUB and Kindle. The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few practical guides available, very few of those cover pricing and hedging-two critical topics for traders. What matters to practitioners is what happens on the trading floor-information only seasoned practitioners such as authors Marroni and Perdomo can impart. Lays out proven derivatives pricing and hedging strategies and techniques for equities, FX, fixed income and commodities, as well as multi-assets and cross-assets Provides expert guidance on the development of structured products, supplemented with a range of practical examples Packed with real-life examples covering everything from option payout with delta hedging, to Monte Carlo procedures to common structured products payoffs The Companion Website features all of the examples from the book in Excel complete with source code.
Risk-Neutral Valuation
Risk-Neutral Valuation - 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 Risk-Neutral Valuation write by Nicholas H. Bingham. This book was released on 2013-06-29. Risk-Neutral Valuation available in PDF, EPUB and Kindle. This second edition - completely up to date with new exercises - provides a comprehensive and self-contained treatment of the probabilistic theory behind the risk-neutral valuation principle and its application to the pricing and hedging of financial derivatives. On the probabilistic side, both discrete- and continuous-time stochastic processes are treated, with special emphasis on martingale theory, stochastic integration and change-of-measure techniques. Based on firm probabilistic foundations, general properties of discrete- and continuous-time financial market models are discussed.
Risk-Neutral Valuation
Risk-Neutral Valuation - 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 Risk-Neutral Valuation write by Nicholas H. Bingham. This book was released on 2013-06-29. Risk-Neutral Valuation available in PDF, EPUB and Kindle. With a simple approach accessible to a wide audience, this book aims for the heart of mathematical finance: the fundamental formula of arbitrage pricing theory. This method of pricing discounts everything and takes expected values under the equivalent martingale measure. The authors approach is simple and excludes unnecessary proofs of measure-theoretic probability, instead, it favors techniques and examples of proven interest to financial practitioners.
Financial Derivatives
Financial 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 Financial Derivatives write by Jamil Baz. This book was released on 2004-01-12. Financial Derivatives available in PDF, EPUB and Kindle. Publisher Description
