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16595

Published
**September 8, 2005** by Academic Press .

Written in English

Read online- Finance,
- Business Mathematics,
- Business & Economics,
- Business / Economics / Finance,
- Risk management,
- Business/Economics,
- Prices,
- Investments & Securities - Futures,
- Business & Economics / Finance,
- Investments & Securities - General,
- Derivative securities

The Physical Object | |
---|---|

Format | Hardcover |

Number of Pages | 426 |

ID Numbers | |

Open Library | OL9280113M |

ISBN 10 | 0120476827 |

ISBN 10 | 9780120476824 |

**Download Advanced Derivatives Pricing and Risk Management**

Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies, and applied mathematical techniques for which anyone planning to make a Cited by: Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice.

The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies, and applied mathematical techniques for which anyone planning to make a Book Edition: 1.

Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies, and applied mathematical techniques for which.

They analyze the development and current state of derivatives markets--including their regulation--and examine the role of derivatives in risk management. They look at the pricing of derivatives, beginning with the fundamentals and move on to more advanced pricing techniques, showing how Monte Carlo methods can be applied to price : $ Advanced derivatives pricing and risk management: theory, tools and hands-on programming application | Claudio Albanese, Giuseppe Campolieti | download | B–OK.

Download books for free. Find books. Essential insights on the various aspects of financial derivatives. If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you.

Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can. In this Advanced Derivatives: Applications, Pricing & Hedging course we will talk about advanced market Advanced Derivatives Pricing and Risk Management book management topics such as marginal VaR analysis, backtesting VaR models and Extreme Value Theory (EVT) as well as risk metrics such as Earnings at Risk (EaR), Cash Flow at Risk (CFaR) and Economic Capital are covered with practical examples.

Advanced Derivatives Pricing and Risk Management 作者: Claudio Albanese / Giuseppe Campolieti 出版社: Academic Press 副标题: Theory, Tools, and Hands-On Programming Applications 出版年: 页数: 定价: USD 装帧: Hardcover ISBN: In general, there exist two separate branches of finance that require advanced quantitative techniques: derivatives pricing on the one hand, and risk-and portfolio management on the other.

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CHAPTER 13 Advanced Derivatives and Strategies CHAPTER 14 Financial Risk Management Techniques and Applications CHAPTER 15 Managing Risk in an Organization Appendix A Solutions to Concept Checks A-1 (This content is also available on the textbook companion site.) Appendix B References B Derivatives markets continue to grow at a rapid rate, with thousands of new products or product variations being introduced every year.

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Practical tools and advice for managing financial risk, updated for a post-crisis world. Advanced Financial Risk Management bridges the gap between the idealized assumptions used for risk valuation and the realities that must be reflected in management actions.

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This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial.

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The book delivers detailed coverage of options, futures, forwards, swaps, and risk. An Introduction to Derivatives and Risk Management, 10th ed. Ch. 4: * One-Period Binomial Model (continued) This is the theoretical value of the call as determined by the stock price, exercise price, risk-free rate, and up and down factors.Give your students a solid understanding of financial derivatives and their use in managing the risks of financial decisions with this leading text.

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