Equity Derivatives and Hybrids: Markets, Models and Methods (Applied Quantitative Finance)

0 durchschnittliche Bewertung
( 0 Bewertungen bei Goodreads )
 
9781137349484: Equity Derivatives and Hybrids: Markets, Models and Methods (Applied Quantitative Finance)
Críticas:

'This deep, on-the-money account of equity derivatives and hybrids will appeal to finance professionals and finance professors alike.'

-Peter Carr, PhD, Managing Director, Market Modeling, Morgan Stanley; Executive Director, Masters in Math Finance, NYU Courant Institute

"Oliver Brockhaus is to be commended for his thoughtfully curated compendium of key results for equity and hybrid quants. The choice of topics bears the mark of the author's experience as a professional quant, including for example a sophisticated treatment of dividend modeling techniques and clear explanations of CVA, DVA, and FVA. Both students and practitioners will find this book invaluable.'

-Jim Gatheral, Presidential Professor, Baruch College, CUNY; author of The Volatility Surface

'Oliver Brockhaus is a long established and recognized authority on financial mathematics and derivatives pricing models, and his expertise is abundantly visible in this book. The presentation is clear, the subject matter highly relevant, and the coverage is comprehensive yet focused. In summary: an excellent addition to any practitioner's library for both graduates at entry level as well as senior professionals more interested in advanced aspects of financial engineering.'

-Peter Jäckel, PhD, Deputy Head of Quantitative Research, VTB Capital; Managing Director, OTC Analytics

Reseña del editor:

this book provides an up-to-date account of equity and equity-hybrid (equity-rates, equity-credit, equity-foreign exchange) derivatives modeling from a practitioner's perspective.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Neu kaufen Angebot ansehen

Versand: EUR 29,50
Von Deutschland nach USA

Versandziele, Kosten & Dauer

In den Warenkorb

Beste Suchergebnisse beim ZVAB

1.

Oliver Brockhaus
Verlag: Palgrave Macmillan Nov 2015 (2015)
ISBN 10: 1137349484 ISBN 13: 9781137349484
Neu Anzahl: 1
Anbieter
AHA-BUCH GmbH
(Einbeck, Deutschland)
Bewertung
[?]

Buchbeschreibung Palgrave Macmillan Nov 2015, 2015. Buch. Buchzustand: Neu. 166x241x27 mm. Neuware - Since the development of the Black-Scholes model, research on equity derivatives has evolved rapidly to the point where it is now difficult to cut through the myriad of literature to find relevant material. Written by a quant with many years of experience in the field this book provides an up-to-date account of equity and equity-hybrid (equity-rates, equity-credit, equity-foreign exchange) derivatives modeling from a practitioner's perspective. The content reflects the requirements of practitioners in financial institutions: Quants will find a survey of state-of-the-art models and guidance on how to efficiently implement them with regards to market data representation, calibration, and sensitivity computation. Traders and structurers will learn about structured products, selection of the most appropriate models, as well as efficient hedging methods while risk managers will better understand market, credit, and model risk and find valuable information on advanced correlation concepts. Equity Derivatives and Hybrids provides exhaustive coverage of both market standard and new approaches, including: -Empirical properties of stock returns including autocorrelation and jumps -Dividend discount models -Non-Markovian and discrete-time volatility processes -Correlation skew modeling via copula as well as local and stochastic correlation factors -Hybrid modeling covering local and stochastic processes for interest rate, hazard rate, and volatility as well as closed form solutions -Credit, debt, and funding valuation adjustment (CVA, DVA, FVA) -Monte Carlo techniques for sensitivities including algorithmic differentiation, path recycling, as well as multilevel. Written in a highly accessible manner with examples, applications, research, and ideas throughout, this book provides a valuable resource for quantitative-minded practitioners and researchers. 287 pp. Englisch. Artikel-Nr. 9781137349484

Weitere Informationen zu diesem Verkäufer | Frage an den Anbieter

Neu kaufen
EUR 69,50
Währung umrechnen

In den Warenkorb

Versand: EUR 29,50
Von Deutschland nach USA
Versandziele, Kosten & Dauer