Castagna antonio (19 Ergebnisse)

Zustand: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. De Luca, Antonio (illustrator).

hardcover. Zustand: Very Good.

Zustand: NEW. De Luca, Antonio (illustrator).

Hardback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Zustand: new. De Luca, Antonio (illustrator).

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1200grams, ISBN:9781119990246. …

Zustand: New. In English.

Zustand: New. In English.

Zustand: New. pp. 598.

Zustand: New. pp. 330.

Zustand: NEW.

Zustand: New. A fully up-to-date, cutting-edge guide to the measurement and management of liquidity risk Written for front and middle office risk management and quantitative practitioners, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. Series: Wiley Finance Series. Num Pages: 598 pages, Illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 249 x 177 x 40. Weight in Grams: 1170. . 2013. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. …

Buch. Zustand: Neu. Neuware - The FX Options market represents one of the most liquid and strongly competitive markets in the world, and features many technical subtleties that can seriously harm the uninformed and unaware trader.This book is a unique guide to running an FX Options book from the market maker perspective. Striking a balance between mathematical rigour and market practice and written by experienced practitioner Antonio Castagna, the book shows readers how to correctly build an entire volatility surface from the market prices of the main structures.Starting with the basic conventions related to the main FX deals and the basic traded structures of FX Options, the book gradually introduces the main tools to cope with the FX volatility risk. It then goes on to review the main concepts of option pricing theory and their application within a Black-Scholes economy and a stochastic volatility environment. The book also introduces models that can be implemented to price and manage FX options before examining the effects of volatility on the profits and losses arising from the hedging activity.Coverage includes:\* how the Black-Scholes model is used in professional trading activity\* the most suitable stochastic volatility models\* sources of profit and loss from the Delta and volatility hedging activity\* fundamental concepts of smile hedging\* major market approaches and variations of the Vanna-Volga method\* volatility-related Greeks in the Black-Scholes model\* pricing of plain vanilla options, digital options, barrier options and the less well known exotic options\* tools for monitoring the main risks of an FX options' bookThe book is accompanied by a CD Rom featuring models in VBA, demonstrating many of the approaches described in the book.…

Hardcover. Zustand: Brand New. 1st edition. 598 pages. 9.76x6.93x1.50 inches. In Stock.

Buch. Zustand: Neu. FX Options and Smile Risk | Antonio Castagna | Buch | The Wiley Finance Series | Preface.Notation and Acronyms.1 The FX Market.1.1 FX rates and spot contracts.1.2 Outright and FX swap contracts.1.3 FX option contracts.1.4 Main traded FX option structures.2 Pricing Models for FX Options.2.1 Principles of option pricing theory.2.2 The | Englisch | 2010 | John Wiley & Sons Inc | EAN 9780470754191 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu.…

Hardcover. Zustand: Brand New. hardback/cd-rom edition. 304 pages. 10.00x7.00x1.00 inches. In Stock.

Buch. Zustand: Neu. Neuware - A fully up-to-date, cutting-edge guide to the measurement and management of liquidity riskWritten for front and middle office risk management and quantitative practitioners, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. Highly practical, though thoroughly grounded in theory, the book begins with the basics of liquidity risks and, using examples pulled from the recent financial crisis, how they manifest themselves in financial institutions. The book then goes on to look at tools which can be used to measure liquidity risk, discussing risk monitoring and the different models used, notably financial variables models, credit variables models, and behavioural variables models, and then at managing these risks. As well as looking at the tools necessary for effective measurement and management, the book also looks at and discusses current regulation and the implication of new Basel regulations on management procedures and tools.…