Pricing, Hedging and Trading Financial Instruments

Valutazione media 4
( su 8 valutazioni fornite da GoodReads )
 
9780470997895: Pricing, Hedging and Trading Financial Instruments

Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include:* Duration-Convexity approximation to bond portfolios, and portfolio immunization;* Pricing floaters and vanilla, basis and variance swaps;* Coupon stripping and yield curve fitting;* Proxy hedging, and hedging international securities and energy futures portfolios;* Pricing models for European exotics, including barriers, Asians, look-backs, choosers, capped, contingent, power, quanto, compo, exchange, 'best-of' and spread options;* Libor model calibration;* Dynamic models for implied volatility based on principal component analysis;* Calibration of stochastic volatility models (Matlab code);* Simulations from stochastic volatility and jump models;* Duration, PV01 and volatility invariant cash flow mappings;* Delta-gamma-theta-vega mappings for options portfolios;* Volatility beta mapping to volatility indices.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

I migliori risultati di ricerca su AbeBooks

1.

Carol Alexander
Editore: John Wiley and Sons Ltd, United Kingdom (2008)
ISBN 10: 0470997893 ISBN 13: 9780470997895
Nuovi Rilegato Prima edizione Quantità: 10
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2008. Hardback. Condizione libro: New. 1. Auflage. 249 x 175 mm. Language: English . Brand New Book. Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include:* Duration-Convexity approximation to bond portfolios, and portfolio immunization;* Pricing floaters and vanilla, basis and variance swaps;* Coupon stripping and yield curve fitting;* Proxy hedging, and hedging international securities and energy futures portfolios;* Pricing models for European exotics, including barriers, Asians, look-backs, choosers, capped, contingent, power, quanto, compo, exchange, best-of and spread options;* Libor model calibration;* Dynamic models for implied volatility based on principal component analysis;* Calibration of stochastic volatility models (Matlab code);* Simulations from stochastic volatility and jump models;* Duration, PV01 and volatility invariant cash flow mappings;* Delta-gamma-theta-vega mappings for options portfolios;* Volatility beta mapping to volatility indices. Codice libro della libreria AAH9780470997895

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 68,74
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

2.

Carol Alexander
Editore: John Wiley and#38; Sons (2008)
ISBN 10: 0470997893 ISBN 13: 9780470997895
Nuovi Quantità: > 20
Da
Books2Anywhere
(Fairford, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and#38; Sons, 2008. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780470997895

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 64,71
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 10,33
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

3.

Carol Alexander
Editore: John Wiley and Sons Ltd, United Kingdom (2008)
ISBN 10: 0470997893 ISBN 13: 9780470997895
Nuovi Rilegato Prima edizione Quantità: 10
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2008. Hardback. Condizione libro: New. 1. Auflage. 249 x 175 mm. Language: English . Brand New Book. Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include:* Duration-Convexity approximation to bond portfolios, and portfolio immunization;* Pricing floaters and vanilla, basis and variance swaps;* Coupon stripping and yield curve fitting;* Proxy hedging, and hedging international securities and energy futures portfolios;* Pricing models for European exotics, including barriers, Asians, look-backs, choosers, capped, contingent, power, quanto, compo, exchange, best-of and spread options;* Libor model calibration;* Dynamic models for implied volatility based on principal component analysis;* Calibration of stochastic volatility models (Matlab code);* Simulations from stochastic volatility and jump models;* Duration, PV01 and volatility invariant cash flow mappings;* Delta-gamma-theta-vega mappings for options portfolios;* Volatility beta mapping to volatility indices. Codice libro della libreria AAH9780470997895

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 78,13
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

4.

CAROL ALEXANDER
ISBN 10: 0470997893 ISBN 13: 9780470997895
Nuovi Rilegato Quantità: 1
Da
Herb Tandree Philosophy Books
(Stroud, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro 2008. Hardback. Condizione libro: NEW. 9780470997895 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0769012

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 84,57
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 9,19
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

5.

Carol Alexander
Editore: Wiley (2008)
ISBN 10: 0470997893 ISBN 13: 9780470997895
Nuovi Rilegato Quantità: 1
Da
Irish Booksellers
(Rumford, ME, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Wiley, 2008. Hardcover. Condizione libro: New. book. Codice libro della libreria 0470997893

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 95,60
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

6.

Alexander, Carol
Editore: John Wiley & Sons Inc (2008)
ISBN 10: 0470997893 ISBN 13: 9780470997895
Nuovi Rilegato Quantità: 2
Da
Revaluation Books
(Exeter, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley & Sons Inc, 2008. Hardcover. Condizione libro: Brand New. hardback/cd-rom edition. 386 pages. 9.50x6.75x1.00 inches. In Stock. Codice libro della libreria __0470997893

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 97,30
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 6,89
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

7.

Alexander, Carol
Editore: Wiley (2008)
ISBN 10: 0470997893 ISBN 13: 9780470997895
Nuovi Rilegato Quantità: 3
Da
Murray Media
(North Miami Beach, FL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Wiley, 2008. Hardcover. Condizione libro: New. Codice libro della libreria P110470997893

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 101,80
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 2,76
In U.S.A.
Destinazione, tempi e costi

8.

Carol Alexander
ISBN 10: 0470997893 ISBN 13: 9780470997895
Nuovi Rilegato Quantità: 1
Da
AussieBookSeller
(SILVERWATER, NSW, Australia)
Valutazione libreria
[?]

Descrizione libro 2008. Hardcover. Condizione libro: New. Volume III. 173mm x 30mm x 249mm. Hardcover. Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume.Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. 386 pages. 0.885. Codice libro della libreria 9780470997895

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 90,67
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 25,88
Da: Australia a: U.S.A.
Destinazione, tempi e costi

9.

Carol Alexander
Editore: John Wiley & Sons (2008)
ISBN 10: 0470997893 ISBN 13: 9780470997895
Nuovi Rilegato Quantità: 2
Da
Media Mall
(Fyshwick, ACT, Australia)
Valutazione libreria
[?]

Descrizione libro John Wiley & Sons, 2008. Hardcover. Condizione libro: New. Volume III. 17.5 x 24.7 cm. Our orders are sent from our warehouse locally or directly from our international distributors to allow us to offer you the best possible price and delivery time. Book. Codice libro della libreria MM-60130464

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 109,03
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 11,00
Da: Australia a: U.S.A.
Destinazione, tempi e costi