Derivatives pricing modeling (28 Ergebnisse)

hardcover. Zustand: Good.

Zustand: New. In English.

Zustand: New. In English.

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Paperback. Zustand: Brand New. 206 pages. 8.50x5.51x0.49 inches. In Stock.

Hardcover. Zustand: Brand New. 2010 edition. 206 pages. 8.75x5.75x0.75 inches. In Stock.

Taschenbuch. Zustand: Neu. Neuware - Reactive PublishingMaster the mathematical and computational tools required to price and risk-manage complex derivative structures.Applied Stochastic Calculus for Exotic Options provides a rigorous, application-focused treatment of continuous-time financial mathematics tailored specifically to path-dependent and exotic options. Designed for quantitative analysts, financial engineers, and advanced graduate students, this text bridges the gap between pure probability theory and practical implementation in modern trading environments.Inside, you will find detailed coverage of: - Stochastic Foundations: Ito calculus, change of measure, Girsanov's theorem, and risk-neutral valuation frameworks.- Advanced Diffusion Models: Jump-diffusion processes, Lévy models, and local-stochastic volatility dynamics.- Path-Dependent Structures: Precise valuation methodologies for Asian, barrier, lookback, and cliquet options.- Numerical Methods: PDE solving techniques, finite difference schemes, and Monte Carlo simulation design for path-dependent payoff structures.Whether you are implementing quantitative pricing models in production or deepening your theoretical understanding of financial math, this book delivers the essential mathematical mechanics without sacrificing clarity or rigor.…

Zustand: New. This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the efficiency of markets both theoretically and empirically. Editor(s): Gregoriou, Greg N.; Pascalau, Razvan. Num Pages: 229 pages, biography. BIC Classification: KCH; KFFH; KFFM; KJM; KJQ. Category: (G) General (US: Trade). Dimension: 216 x 140. . . 2011. Paperback. . . . . Books ship from the US and Ireland.…

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: New. In English.

Taschenbuch. Zustand: Neu. Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models | G. Gregoriou (u. a.) | Taschenbuch | xxiii | Englisch | 2011 | Palgrave Macmillan | EAN 9781349328925 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Zustand: New. In English.

Zustand: New. In English.

Zustand: Like New. Near Fine/Like New; Hardcover; This book is brand new and still sealed in the publisher's original shrinkwrap; Top right corner of the front cover is slightly "bumped" through the plastic; This book will be shipped in a sturdy cardboard box with foam padding; Medium Format (8.5" - 9.75" tall); Yellow and black covers with title in white lettering; 2012, Springer-Verlag Publishing; 300 pages; "Weather Derivatives: Modeling and Pricing Weather-Related Risk," by Antonis Alexandridis K. & Achilleas D. Zapranis. …

Zustand: New. In English.

Hardcover. Zustand: Brand New. 242 pages. 9.00x6.00x0.75 inches. In Stock.

Zustand: New. 2005. 1st Edition. Hardcover. The last few years have been a watershed for the commodities, cash and derivatives industry. New regulations and products have led to an explosion in the commodities markets, creating a new asset for investors that includes hedge funds as well as University endowments, and has resulted in a spectacular growth in spot and derivative trading. Series: Wiley Finance Series. Num Pages: 416 pages, Illustrations. BIC Classification: KFFM1. Category: (P) Professional & Vocational. Dimension: 253 x 176 x 27. Weight in Grams: 866. . . . . . Books ship from the US and Ireland.…

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Weather derivatives are financial instruments that can be used by organizations or individuals as part of a risk management strategy to minimize risk associated with adverse or unexpected weather conditions. Just as traditional contingent claims, a weather derivative has an underlying measure, such as: rainfall, wind, snow or temperature. Nearly $1 trillion of the U.S. economy is directly exposed to weather-related risk. More precisely, almost 30% of the U.S. economy and 70% of U.S. companies are affected by weather. The purpose of this monograph is to conduct an in-depth analysis of financial products that are traded in the weather market. Presenting a pricing and modeling approach for weather derivatives written on various underlying weather variables will help students, researchers, and industry professionals accurately price weather derivatives, and will provide strategies for effectively hedging against weather-related risk. This book will link the mathematical aspects of themodeling procedure of weather variables to the financial markets and the pricing of weather derivatives. Very little has been published in the area of weather risk, and this volume will appeal to graduate-level students and researchers studying financial mathematics, risk management, or energy finance, in addition to investors and professionals within the financial services industry.…

Zustand: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.

Taschenbuch. Zustand: Neu. Weather Derivatives | Modeling and Pricing Weather-Related Risk | Antonis Alexandridis K. (u. a.) | Taschenbuch | xvi | Englisch | 2014 | Springer | EAN 9781489985347 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Paperback. Zustand: Brand New. reprint edition. 300 pages. 8.75x6.00x0.75 inches. In Stock.

Zustand: New. In English.

Zustand: New. In English.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Weather derivatives are financial instruments that can be used by organizations or individuals as part of a risk management strategy to minimize risk associated with adverse or unexpected weather conditions. Just as traditional contingent claims, a weather derivative has an underlying measure, such as: rainfall, wind, snow or temperature. Nearly $1 trillion of the U.S. economy is directly exposed to weather-related risk. More precisely, almost 30% of the U.S. economy and 70% of U.S. companies are affected by weather. The purpose of this monograph is to conduct an in-depth analysis of financial products that are traded in the weather market. Presenting a pricing and modeling approach for weather derivatives written on various underlying weather variables will help students, researchers, and industry professionals accurately price weather derivatives, and will provide strategies for effectively hedging against weather-related risk. This book will link the mathematical aspects of themodeling procedure of weather variables to the financial markets and the pricing of weather derivatives. Very little has been published in the area of weather risk, and this volume will appeal to graduate-level students and researchers studying financial mathematics, risk management, or energy finance, in addition to investors and professionals within the financial services industry.…

Zustand: gut. 2005. Commodities and Commodity Derivatives: Modeling and Pricing for Agriculturals, Metals and Energy (The Wiley Finance Series) In englischer Sprache. pages.

Hardcover. Zustand: Brand New. 2013 edition. 315 pages. 9.30x6.20x0.80 inches. In Stock.

Hardcover. Zustand: Brand New. 433 pages. 9.50x6.50x1.50 inches. In Stock.