Login       My Wishlist
  My Cart
$0.00 / 0 items
 
HYIP Offer
The Knowledge You Need to Make Smart, Safe Investments
 
International Access
Global Shipping Options Available
  Our Catalog   Derivatives

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


Huge Savings Item! Save 12% on the Equity Derivatives and Hybrids: Markets, Models and Methods (Applied Quantitative Finance) by Palgrave Macmillan at HYIP Offer. MPN: 19 figures. Hurry! Limited time offer. Offer valid only while supplies last. 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


Product Description

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.

Additional Information

Manufacturer:Palgrave Macmillan
Part Number:19 figures
Publisher:Palgrave Macmillan
Studio:Palgrave Macmillan
MPN:19 figures
EAN:9781137349484
Item Weight:0 pounds
Item Size:0.69 x 9.21 x 9.21 inches
Package Weight:1.58 pounds
Package Size:6.57 x 1.11 x 1.11 inches

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

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

Brand: Palgrave Macmillan
4.3 out of 5 stars with 12 reviews
Condition: New
Lead Time: 1 - 2 Business Days
Availability: In Stock
$84.99
$75.60
You Save: 11%


Quantity:  

 


View More In Derivatives.

 


Have questions about this item, or would like to inquire about a custom or bulk order?


If you have any questions about this product by Palgrave Macmillan, contact us by completing and submitting the form below. If you are looking for a specif part number, please include it with your message.

First Name:
Last Last:
Email Address:
Your Message:

Related Best Sellers


By World Scientific Pub Co Inc
ean: 9789814699891, isbn: 9814699896,
This book analyzes in depth all major derivatives debacles of the last half century including the multi-billion losses and/or bankruptcy of Metallgesellschaft (1994), Barings Bank (1995), Long Term Capital Management (1998), Amaranth (2006), Sociét...

By WILEY
ean: 9781119405085, isbn: 1119405084,
The complete guide to derivatives, from the experts at the CFAThis set includes both Derivatives and its accompanying workbook.Derivatives is the definitive guide to derivatives, derivative markets, and the use of options in risk management. Written ...

By Palgrave Macmillan
mpn: 29 black & white tables, 84 figures, ean: 9781137494832, isbn: 1137494832,
This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implication, it provides readers with everything they need to know to price modern financial deriva...

By Palgrave Macmillan
mpn: biography, ean: 9781137477262, isbn: 1137477261,
The Brazilian financial markets operate in a very different way to G7 markets. Key differences include onshore and offshore markets, exponential rates, business days day-counts, and price formation from the futures markets (instead of the cash market...

By CreateSpace Independent Publishing Platform
ean: 9781547142262, isbn: 154714226X,
If you are new to trading currencies, this is a must have book. In the Trading Nadex Binary Options Using Currencies, Gail Mercer provides a wealth of information for new currency traders, including the high volatility reports that affect each curren...

By Wiley
ean: 9781118632628, isbn: 1118632621,
Manufacturing and Managing Customer-Driven DerivativesManufacturing and Managing Customer-Driven Derivatives sheds light on customer-driven derivative products and their manufacturing process, which can prove a complicated topic for even experienced ...

By Aitch & Dee Limited
ean: 9780995455528, isbn: 099545552X,
The most professional and industry relatable text currently available for linear interest rate derivatives. This revised edition markedly expands the first edition released in 2016, with revised content based on multiple recommendations from active p...

By WILEY
ean: 9781119381815, isbn: 1119381819,
The complete guide to derivatives, from the experts at the CFADerivatives is the definitive guide to derivatives, derivative markets, and the use of options in risk management. Written by the experts at the CFA Institute, this book provides authorita...

By Harriman House
ean: 9780857195852, isbn: 0857195859,
Fully revised and updated third edition A Practical Guide to Using Repo Master Agreements is the essential book for all who need to know about the international repo market and its products, the important legal, credit and regulatory issues in this s...

By Wiley
ean: 9781119163497, isbn: 1119163498,
A clear, practical guide to working effectively with derivative securities productsDerivatives Essentials is an accessible, yet detailed guide to derivative securities. With an emphasis on mechanisms over formulas, this book promotes a greater unders...



Privacy Policy / Terms of Service
© 2018 - hyipoffer.com. All Rights Reserved.