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This title offers an insight into common methods of market risk management, featuring coverage of variance covariance, historical simulation, Monte Carlo, "Greek" ratios, and statistical concepts, such as volatility and correlation. In addition, the important derivatives and their pricing methods, for example, present value, Black Scholes, binomial trees, and Monte Carolo, are presented, and guidelines are given as to which method can be used for which instruments.;The book contains many examples which are also provided on an accompanying diskette in a Microsoft Excel workbook environment - which can also serve as a fully functioning pricing and risk management software tool in its own right.
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Derivatives Ad Internal Models: Modern Risk Management
Da: Basi6 International, Irving, TX, U.S.A.
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Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Codice articolo ABEOCT25-286442
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Derivatives and Internal Models (Finance and Capital Markets Series)
Editore:
Macmillan Press Ltd, 1998
ISBN 10: 0333750691
ISBN 13: 9780333750698
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Da: Phatpocket Limited, Waltham Abbey, HERTS, Regno Unito
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Condizione: Good. Floppy disk included. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, and may have sticker on cover, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Codice articolo Z1-E-028-01503
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