handbook exotic options instruments (3 Ergebnisse)

Zustand: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In poor condition, suitable as a reading copy. Dust jacket in good condition. Disk missing. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,800grams, ISBN:9785573890470.

Zustand: Muy bueno. : El 'Handbook of Exotic Options Instruments Analy' es una guía completa sobre instrumentos de opciones exóticas. Escrito por Israel Nelken, este libro de tapa dura ofrece un análisis profundo de las opciones exóticas, con dimensiones de 9.3 x 6.2 x 1.4 pulgadas y un peso de 1.6 libras. Publicado por Irwin Professional Publishing, es una valiosa herramienta para profesionales y estudiantes interesados en el campo de las finanzas y las opciones. EAN: 9785573890470 Tipo: Libros Categoría: Negocios y Economía Título: Handbook of Exotic Options Instruments Analy Autor: Israel Nelken Editorial: Irwin Professional Publishing Formato: tapa dura.

Hardcover. Zustand: gut. 1995. Futures option Strangles Spreads CBOT NYMEX margin trading bonds stocks commodities forex treasuries Provides an in-depth explanation of the various uses of exotic options by institutional investors and corporate treasurers, as well as the thinking on advanced topics. This book includes discussions of: options theory, volatility, and pricing; the Brownian Motion and the Black Scholes Model; and risk management applications of exotic options. "The Handbook of Exotic Options" is the first book to explain the theoretical foundations, structures, and applications of these exciting new instruments. Edited by Israel Nelken, one of the foremost experts in the field, this handbook provides an in-depth explanation of the latest uses of exotic options by institutional investors and corporate treasurers, as well as the latest thinking on advanced topics. Readers will find valuable discussions of: options theory, volatility, and pricing; the Brownian Motion and the Black Scholes Model; and risk management applications of exotic options. Über den Autor: Israel Nelken, Ph.D., is president of Super Computer Consulting, Inc., which specializes in software development, exotic options, convertible bonds, fixed income mathematics, and statistical analysis. Dr. Nelken is a lecturer in the University of Chicago Master of Science in Financial Mathematics program. His sold-out seminars in New York and London cover topics ranging from exotic options and financial engineering to credit derivatives, and convertible bonds. His previous books include The Handbook of Exotic Options, Implementing Credit Derivatives, and Option Embedded Bonds.The Handbook of Exotic Options is the first book to explain the theoretical foundations, structures, and applications of these exciting new instruments. Edited by Israel Nelken, one of the foremost experts in the field, this handbook provides an in-depth explanation of the latest uses of exotic options by institutional investors and corporate treasurers, as well as the latest thinking on advanced topics. Readers will find valuable discussions ofOptions theory, volatility, and pricing; The Brownian Motion and the Black Scholes Model; Risk management applications of exotic options. Synopsis "The Handbook of Exotic Options" is the first book to explain the theoretical foundations, structures, and applications of these exciting new instruments. Edited by Israel Nelken, one of the foremost experts in the field, this handbook provides an in-depth explanation of the latest uses of exotic options by institutional investors and corporate treasurers, as well as the latest thinking on advanced topics. Readers will find valuable discussions ofoptions theory, volatility, and pricing; the Brownian Motion and the Black Scholes Model; and risk management applications of exotic options.The Handbook of Exotic Options, w. diskette (3 1/2 inch)Instruments, Analysis, and Application Israel Nelken In deutscher Sprache. 350 pages. 23,5 x 15,8 x 3,4 cm.