Download or read book Essays in Derivatives written by Don M. Chance and published by John Wiley & Sons. This book was released on 2011-07-05 with total page 403 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the updated second edition of Don Chance’s well-received Essays in Derivatives, the author once again keeps derivatives simple enough for the beginner, but offers enough in-depth information to satisfy even the most experienced investor. This book provides up-to-date and detailed coverage of various financial products related to derivatives and contains completely new chapters covering subjects that include why derivatives are used, forward and futures pricing, operational risk, and best practices.
Download or read book Essays on Derivatives Pricing Theory written by Ronald C. Heynen and published by . This book was released on 1995 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Computational Methods in Financial Engineering written by Erricos Kontoghiorghes and published by Springer Science & Business Media. This book was released on 2008-02-26 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computational models and methods are central to the analysis of economic and financial decisions. Simulation and optimisation are widely used as tools of analysis, modelling and testing. The focus of this book is the development of computational methods and analytical models in financial engineering that rely on computation. The book contains eighteen chapters written by leading researchers in the area on portfolio optimization and option pricing; estimation and classification; banking; risk and macroeconomic modelling. It explores and brings together current research tools and will be of interest to researchers, analysts and practitioners in policy and investment decisions in economics and finance.
Download or read book Handbooks in Operations Research and Management Science Financial Engineering written by John R. Birge and published by Elsevier. This book was released on 2007-11-16 with total page 1026 pages. Available in PDF, EPUB and Kindle. Book excerpt: The remarkable growth of financial markets over the past decades has been accompanied by an equally remarkable explosion in financial engineering, the interdisciplinary field focusing on applications of mathematical and statistical modeling and computational technology to problems in the financial services industry. The goals of financial engineering research are to develop empirically realistic stochastic models describing dynamics of financial risk variables, such as asset prices, foreign exchange rates, and interest rates, and to develop analytical, computational and statistical methods and tools to implement the models and employ them to design and evaluate financial products and processes to manage risk and to meet financial goals. This handbook describes the latest developments in this rapidly evolving field in the areas of modeling and pricing financial derivatives, building models of interest rates and credit risk, pricing and hedging in incomplete markets, risk management, and portfolio optimization. Leading researchers in each of these areas provide their perspective on the state of the art in terms of analysis, computation, and practical relevance. The authors describe essential results to date, fundamental methods and tools, as well as new views of the existing literature, opportunities, and challenges for future research.
Download or read book The Handbook of Equity Derivatives written by Jack Clark Francis and published by John Wiley & Sons. This book was released on 1999-11-08 with total page 742 pages. Available in PDF, EPUB and Kindle. Book excerpt: Aktienderivate gehören zu den populärsten Derivatprodukten, die von institutionellen Anlegern gehandelt werden. Ein Aktienderivat ist ein Future oder eine Option auf Aktien oder Aktienindices. Zu den traditionellen Aktienderivaten gehören Optionsscheine, Optionen, Futures und Aktienindexfutures. Das "Handbook of Equity" ist eine vollständige und umfassende Überarbeitung des ersten und einzigen Buches zu diesem Thema. Herausgegeben von führenden Köpfen der Branche - darunter Nobelpreisträger Fischer Black, John Braddock und Mark Rubenstein - enthält es wichtige neue Informationen zu Aktienindexfutures und -optionen und erweitert die mathematische Diskussion um das Black & Scholes-Modell. (11/99)
Download or read book Platinum Essays in the Philosophy of Applied Economics of Development written by Herbert Onye Orji and published by AuthorHouse. This book was released on 2011-09 with total page 455 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book, Platinum Essays In The Philosophy Of Applied Economics Of Development, is a collection of interrelated and interconnected essays on applied economics of development with underlying philosophy contents. The topic and areas of coverage were carefully chosen to comprehensively reflect a mandatory range of issues, germane to the understanding, teaching, research, publication and practice of applied economics of development, particularly in medium-to low income emerging markets. There are twenty one chapters each with a topic of major developmental significance in applied economics. Based on the clear and lucid underlying philosophical statements, the broad scope of the applied definitions, analytical and descriptive review of relevant modern and dated literatures, germane to the discourse, observations, recommendations, conclusions and range of ease or otherwise of policy implementations, the key objectives of the book have been achieved.
Download or read book Foundations of the Pricing of Financial Derivatives written by Robert E. Brooks and published by John Wiley & Sons. This book was released on 2024-01-31 with total page 631 pages. Available in PDF, EPUB and Kindle. Book excerpt: An accessible and mathematically rigorous resource for masters and PhD students In Foundations of the Pricing of Financial Derivatives: Theory and Analysis two expert finance academics with professional experience deliver a practical new text for doctoral and masters’ students and also new practitioners. The book draws on the authors extensive combined experience teaching, researching, and consulting on this topic and strikes an effective balance between fine-grained quantitative detail and high-level theoretical explanations. The authors fill the gap left by books directed at masters’-level students that often lack mathematical rigor. Further, books aimed at mathematically trained graduate students often lack quantitative explanations and critical foundational materials. Thus, this book provides the technical background required to understand the more advanced mathematics used in this discipline, in class, in research, and in practice. Readers will also find: Tables, figures, line drawings, practice problems (with a solutions manual), references, and a glossary of commonly used specialist terms Review of material in calculus, probability theory, and asset pricing Coverage of both arithmetic and geometric Brownian motion Extensive treatment of the mathematical and economic foundations of the binomial and Black-Scholes-Merton models that explains their use and derivation, deepening readers’ understanding of these essential models Deep discussion of essential concepts, like arbitrage, that broaden students’ understanding of the basis for derivative pricing Coverage of pricing of forwards, futures, and swaps, including arbitrage-free term structures and interest rate derivatives An effective and hands-on text for masters’-level and PhD students and beginning practitioners with an interest in financial derivatives pricing, Foundations of the Pricing of Financial Derivatives is an intuitive and accessible resource that properly balances math, theory, and practical applications to help students develop a healthy command of a difficult subject.
Download or read book Recent Advances in Financial Engineering written by Masaaki Kijima and published by World Scientific. This book was released on 2010 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of the 2008 Daiwa International Workshop on Financial Engineering held in Tokyo. The annual workshop is sponsored by the Daiwa Securities Group, and serves as a bridge between leading academics and practitioners in the field. This year, the papers presented at the workshop have been refereed and published in a single volume to commemorate the 60th birthday of Professor Yuri Kabanov, and to thank him for his contributions to the progress of mathematical finance in general, and the Daiwa International Workshop in particular. The book caters to academics and practitioners as well as graduate and postgraduate students of financial engineering. Quantitative researchers on financial markets will also find it a useful resource.
Download or read book Theory of Financial Risk and Derivative Pricing written by Jean-Philippe Bouchaud and published by Cambridge University Press. This book was released on 2003-12-11 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Financial Engineering and Computation written by Yuh-Dauh Lyuu and published by Cambridge University Press. This book was released on 2002 with total page 654 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.
Download or read book Essays in Honor of James A Graaskamp Ten Years After written by James R. DeLisle and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: As the title indicates, Essays in Honor of James A. Graaskamp: Ten Years After, is a collection of essays written to honor Graaskamp's major contributions to the field of real estate education and practice over the course of three decades. Upon his death in 1988, the industry lost a major influence for advancing the real estate discipline, both as an academic field and a professional field. The authors in this volume seek to extend Graaskamp's contributions and move the real estate discipline forward. The papers address the challenges posed by the market to return our attention to real estate fundamentals, and to strike a proper balance between Main Street and Wall Street. The authors and editors hope that this book will influence the industry to incorporate many of Grasskamp's ideas into mainstream real estate education and practice. Over the course of his career, Graaskamp made many noteworthy contributions to real estate theory and practice, ideas that if resurrected could offset some of the pressure in the industry to move away from market fundamentals. The authors try to capture the essence of Graaskamp's messages, and intend that the papers serve as a point of departure for discussing the future role and nature of real estate education. Part I focuses on the major contributions to the real estate discipline made by Graaskamp and the Wisconsin Real Estate Program. Part II contains some personal recollections and photos of Graaskamp, and also a summary of the groups that make up the Wisconsin Real Estate Program, a major co-sponsor of this volume. The rest of the book's three main parts are structured around major topics that reflect the multidisciplinary nature of real estate as espoused by Graaskamp. Part III treats real estate feasibility and development, Part IV concentrates on real estate valuation, and Part V discusses institutional economics.
Download or read book A Concise Introduction to Financial Derivatives written by Eben Maré and published by CRC Press. This book was released on 2024-11-13 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Concise Introduction to Financial Derivatives seeks to present financial derivatives in a manner that requires minimal mathematical background. Readers will obtain, in a quick and engaging way, a working knowledge of the field and a collection of practical working insights. The book is ideal for aspiring young practitioners, advanced undergraduates, and masters-level students who require a concise and practice-led introduction to financial derivatives. Features: • Practical insights and modelling skills • Accessible to practitioners and students without a significant mathematical background Eben Maré holds responsibility for absolute return portfolio management and has been working in the financial markets for the last 33 years. He has also held senior roles in risk management, treasury, derivatives trading, and asset management. He has a PhD in Applied Mathematics and is an associate professor in Mathematics and Applied Mathematics at the University of Pretoria in South Africa. He has wide research interests in financial derivatives, asset management, and financial markets.
Download or read book Handbook of Research on Digital Learning written by Montebello, Matthew and published by IGI Global. This book was released on 2019-10-11 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: Education has gone through numerous radical changes as the digital era has transformed the way we as humans communicate, inform ourselves, purchase goods, and perform other mundane chores at home and at work. New and emerging pedagogies have enabled rapid advancements, perhaps too rapidly. It’s a challenge for instructors and researchers alike to remain up to date with educational developments and unlock the full potential that technology could have on this significant profession. The Handbook of Research on Digital Learning is an essential reference source that explores the different challenges and opportunities that the new and transformative pedagogies have enabled. The challenges will be portrayed through a number of case studies where learners have struggled, managed, and adapted digital technologies in their effort to progress educational goals. Opportunities are revealed and displayed in the form of new methodologies, institutions scenarios, and ongoing research that seeks to optimize the use of such a medium to assist the digital learner in the future of networked education. Featuring research on topics such as mobile learning, self-directed learning, and cultural considerations, this book is ideally designed for teachers, principals, higher education faculty, deans, curriculum developers, instructional designers, educational software developers, IT specialists, students, researchers, and academicians.
Download or read book Saddlepoint Approximation Methods in Financial Engineering written by Yue Kuen Kwok and published by Springer. This book was released on 2018-02-16 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book summarizes recent advances in applying saddlepoint approximation methods to financial engineering. It addresses pricing exotic financial derivatives and calculating risk contributions to Value-at-Risk and Expected Shortfall in credit portfolios under various default correlation models. These standard problems involve the computation of tail probabilities and tail expectations of the corresponding underlying state variables. The text offers in a single source most of the saddlepoint approximation results in financial engineering, with different sets of ready-to-use approximation formulas. Much of this material may otherwise only be found in original research publications. The exposition and style are made rigorous by providing formal proofs of most of the results. Starting with a presentation of the derivation of a variety of saddlepoint approximation formulas in different contexts, this book will help new researchers to learn the fine technicalities of the topic. It will also be valuable to quantitative analysts in financial institutions who strive for effective valuation of prices of exotic financial derivatives and risk positions of portfolios of risky instruments.
Download or read book Risk Management Speculation and Derivative Securities written by Geoffrey Poitras and published by Elsevier. This book was released on 2002-07-12 with total page 622 pages. Available in PDF, EPUB and Kindle. Book excerpt: Its unified treatment of derivative security applications to both risk management and speculative trading separates this book from others. Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, Risk Management, Speculation, and Derivative Securities is the only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives. After offering a general framework for risk management and speculation using derivative securities, it explores specific applications to forward contracts and options. Not intended as a comprehensive introduction to derivative securities, Risk Management, Speculation, and Derivative Securities is the innovative, useful approach that addresses new developments in derivatives and risk management.*The only standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives*Examines speculative trading and risk management from the practitioner's point of view*Provides an innovative, useful approach that addresses new developments in derivatives and risk management
Download or read book An Introduction to the Mathematics of Financial Derivatives written by Salih N. Neftci and published by Academic Press. This book was released on 2000-05-19 with total page 550 pages. Available in PDF, EPUB and Kindle. Book excerpt: A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.
Download or read book Encyclopedia of Finance written by Cheng-Few Lee and published by Springer Nature. This book was released on 2022-09-12 with total page 2746 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Encyclopedia of Finance comprehensively covers the broad spectrum of terms and topics relating finance from asset pricing models to option pricing models to risk management and beyond. This third edition is comprised of over 1,300 individual definitions, chapters, appendices and is the most comprehensive and up-to-date resource in the field, integrating the most current terminology, research, theory, and practical applications. It includes 200 new terms and essays; 25 new chapters and four new appendices. Showcasing contributions from an international array of experts, the revised edition of this major reference work is unparalleled in the breadth and depth of its coverage.
