Theory of Financial Risk and Derivative Pricing
Title | Theory of Financial Risk and Derivative Pricing PDF eBook |
Author | Jean-Philippe Bouchaud |
Publisher | Cambridge University Press |
Total Pages | 410 |
Release | 2003-12-11 |
Genre | Business & Economics |
ISBN | 1139440276 |
Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.
Theory of Financial Risk and Derivative Pricing
Title | Theory of Financial Risk and Derivative Pricing PDF eBook |
Author | Jean-Philippe Bouchaud |
Publisher | Cambridge University Press |
Total Pages | 410 |
Release | 2003-12-11 |
Genre | Business & Economics |
ISBN | 9780521819169 |
Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.
Financial Derivatives Pricing
Title | Financial Derivatives Pricing PDF eBook |
Author | |
Publisher | |
Total Pages | |
Release | |
Genre | |
ISBN | 9814470635 |
Risk Management and Financial Derivatives
Title | Risk Management and Financial Derivatives PDF eBook |
Author | Satyajit Das |
Publisher | McGraw-Hill Companies |
Total Pages | 888 |
Release | 1998 |
Genre | Derivative securities |
ISBN |
"Risk Management and Financial Derivatives: A Guide to the Mathematics meets the demand for a simple, nontechnical explanation of the methodology of risk management and financial derivatives." "Risk Management and Financial Derivatives provides clear, concise explanations of the mathematics behind today's complex financial risk management topics. An ideal introduction for those new to the subject, it will also serve as an indispensable reference for those already experienced in the field."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved
Financial Calculus
Title | Financial Calculus PDF eBook |
Author | Martin Baxter |
Publisher | Cambridge University Press |
Total Pages | 252 |
Release | 1996-09-19 |
Genre | Business & Economics |
ISBN | 9780521552899 |
A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
Derivatives
Title | Derivatives PDF eBook |
Author | Robert E. Whaley |
Publisher | John Wiley & Sons |
Total Pages | 962 |
Release | 2007-02-26 |
Genre | Business & Economics |
ISBN | 0470086386 |
Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations.
Advanced Derivatives Pricing and Risk Management
Title | Advanced Derivatives Pricing and Risk Management PDF eBook |
Author | Claudio Albanese |
Publisher | Academic Press |
Total Pages | 436 |
Release | 2006 |
Genre | Business & Economics |
ISBN | 0120476827 |
Book and CDROM include the important topics and cutting-edge research in financial derivatives and risk management.