Options, Futures and Exotic Derivative: Theory, Application and Practice

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9780471969082: Options, Futures and Exotic Derivative: Theory, Application and Practice

"Over the past two decades, the mathematically complex models of finance theory have had a direct and wide--ranging influence on finance practice. Nowhere is this conjoining of intrinsic intellectual interest with extrinsic application better exemplified than in derivative--security pricing. The backgrounds of the authors of Options, Futures and Exotic Derivatives fit perfectly this pattern of combining theory and practice and so does their book. The range and depth of subject matter show excellent taste for what is essential to know the field and what is relevant and important to its application in the financial world. In addition to its fine subject--defining, the book delivers on subject--content, with rigorous derivations presented in a clear, direct voice for the serious student, whether academic or practitioner. To the reader: Bon Appetit!" Robert C. Merton, Harvard Business School Long--Term Capital Management, L.P. "One of the merits of this book is that it is self--contained. It is both a textbook and a reference book. It covers the basics of the theory, as well as the techniques for valuation of many of the more exotic derivatives. It contains a detailed knowledge of the field. What is more, however, it is written with a deep understanding of the economics of finance." From the Foreword by Oldrich Alfons Vasicek "The authors have done an admirable job at distilling what is relevant in option research in one single volume. I wish Ia d had the chance to read it before writing my own book." Nassim Taleb, veteran option arbitrageur and bestselling author of Dynamic Hedging: Managing Vanilla and Exotic Options "This is a delightful promenade in derivatives land. The book is encyclopaedic yet crisp and inspired. It is the story -- told in equations -- of the charms and spells of options and their underlying mathematics." Jamil Baz, Head of Financial Strategies, Lehman Brothers Europe Building steadily from the basic mathematical tools to the very latest techniques in exotic options, Options, Futures and Exotic Derivatives covers all aspects of the most innovative and rapidly developing area of international financial markets -- the world of over--the--counter and tailor--made derivative asset pricing. Written by a globally renowned team of authors this book offers comprehensive coverage of exotic derivative assets and aeo Deals with numerous new forms of exotic options and option pricing aeo Provides detailed explanations of different models and numerical methods aeo Offers a deep understanding of the economics of finance With questions and review sections throughout, Options, Futures and Exotic Derivatives provides a thorough introduction to a crucial and expanding area in the world of finance for both finance students and practitioners.

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1.

Briys, Eric, Bellalah, Mondher, Mai, Huu
Editore: Wiley (2017)
ISBN 10: 0471969087 ISBN 13: 9780471969082
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Descrizione libro Wiley, 2017. Paperback. Condizione libro: New. This item is printed on demand. Codice libro della libreria P110471969087

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2.

Eric Briys, Mondher Bellalah, Mai Hou Minh
Editore: John Wiley and Sons Ltd, United Kingdom (1998)
ISBN 10: 0471969087 ISBN 13: 9780471969082
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 1998. Paperback. Condizione libro: New. 242 x 168 mm. Language: English . Brand New Book. Over the past two decades, the mathematically complex models of finance theory have had a direct and wide--ranging influence on finance practice. Nowhere is this conjoining of intrinsic intellectual interest with extrinsic application better exemplified than in derivative--security pricing. The backgrounds of the authors of Options, Futures and Exotic Derivatives fit perfectly this pattern of combining theory and practice and so does their book. The range and depth of subject matter show excellent taste for what is essential to know the field and what is relevant and important to its application in the financial world. In addition to its fine subject--defining, the book delivers on subject--content, with rigorous derivations presented in a clear, direct voice for the serious student, whether academic or practitioner. To the reader: Bon Appetit! Robert C. Merton, Harvard Business School Long--Term Capital Management, L.P. One of the merits of this book is that it is self--contained. It is both a textbook and a reference book. It covers the basics of the theory, as well as the techniques for valuation of many of the more exotic derivatives. It contains a detailed knowledge of the field. What is more, however, it is written with a deep understanding of the economics of finance. From the Foreword by Oldrich Alfons Vasicek The authors have done an admirable job at distilling what is relevant in option research in one single volume. I wish Ia d had the chance to read it before writing my own book. Nassim Taleb, veteran option arbitrageur and bestselling author of Dynamic Hedging: Managing Vanilla and Exotic Options This is a delightful promenade in derivatives land. The book is encyclopaedic yet crisp and inspired. It is the story -- told in equations -- of the charms and spells of options and their underlying mathematics. Jamil Baz, Head of Financial Strategies, Lehman Brothers Europe Building steadily from the basic mathematical tools to the very latest techniques in exotic options, Options, Futures and Exotic Derivatives covers all aspects of the most innovative and rapidly developing area of international financial markets -- the world of over--the--counter and tailor--made derivative asset pricing. Written by a globally renowned team of authors this book offers comprehensive coverage of exotic derivative assets and aeo Deals with numerous new forms of exotic options and option pricing aeo Provides detailed explanations of different models and numerical methods aeo Offers a deep understanding of the economics of finance With questions and review sections throughout, Options, Futures and Exotic Derivatives provides a thorough introduction to a crucial and expanding area in the world of finance for both finance students and practitioners. Codice libro della libreria AAH9780471969082

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3.

Eric Briys, Mondher Bellalah, Mai Hou Minh
Editore: John Wiley and Sons Ltd, United Kingdom (1998)
ISBN 10: 0471969087 ISBN 13: 9780471969082
Nuovi Paperback Quantità: 10
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 1998. Paperback. Condizione libro: New. 242 x 168 mm. Language: English . Brand New Book. Over the past two decades, the mathematically complex models of finance theory have had a direct and wide--ranging influence on finance practice. Nowhere is this conjoining of intrinsic intellectual interest with extrinsic application better exemplified than in derivative--security pricing. The backgrounds of the authors of Options, Futures and Exotic Derivatives fit perfectly this pattern of combining theory and practice and so does their book. The range and depth of subject matter show excellent taste for what is essential to know the field and what is relevant and important to its application in the financial world. In addition to its fine subject--defining, the book delivers on subject--content, with rigorous derivations presented in a clear, direct voice for the serious student, whether academic or practitioner. To the reader: Bon Appetit! Robert C. Merton, Harvard Business School Long--Term Capital Management, L.P. One of the merits of this book is that it is self--contained. It is both a textbook and a reference book. It covers the basics of the theory, as well as the techniques for valuation of many of the more exotic derivatives. It contains a detailed knowledge of the field. What is more, however, it is written with a deep understanding of the economics of finance. From the Foreword by Oldrich Alfons Vasicek The authors have done an admirable job at distilling what is relevant in option research in one single volume. I wish Ia d had the chance to read it before writing my own book. Nassim Taleb, veteran option arbitrageur and bestselling author of Dynamic Hedging: Managing Vanilla and Exotic Options This is a delightful promenade in derivatives land. The book is encyclopaedic yet crisp and inspired. It is the story -- told in equations -- of the charms and spells of options and their underlying mathematics. Jamil Baz, Head of Financial Strategies, Lehman Brothers Europe Building steadily from the basic mathematical tools to the very latest techniques in exotic options, Options, Futures and Exotic Derivatives covers all aspects of the most innovative and rapidly developing area of international financial markets -- the world of over--the--counter and tailor--made derivative asset pricing. Written by a globally renowned team of authors this book offers comprehensive coverage of exotic derivative assets and aeo Deals with numerous new forms of exotic options and option pricing aeo Provides detailed explanations of different models and numerical methods aeo Offers a deep understanding of the economics of finance With questions and review sections throughout, Options, Futures and Exotic Derivatives provides a thorough introduction to a crucial and expanding area in the world of finance for both finance students and practitioners. Codice libro della libreria AAH9780471969082

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Eric Briys
Editore: John Wiley and#38; Sons (1998)
ISBN 10: 0471969087 ISBN 13: 9780471969082
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Descrizione libro John Wiley and#38; Sons, 1998. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780471969082

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Eric Briys
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ISBN 10: 0471969087 ISBN 13: 9780471969082
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Descrizione libro John Wiley and Sons, 1998. PAP. Condizione libro: New. New Book. Delivered from our UK warehouse in 3 to 5 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria LQ-9780471969082

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Briys, Eric C.
Editore: John Wiley & Sons, Inc. (2016)
ISBN 10: 0471969087 ISBN 13: 9780471969082
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Descrizione libro John Wiley & Sons, Inc., 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780471969082_lsuk

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Eric C. Briys
ISBN 10: 0471969087 ISBN 13: 9780471969082
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Descrizione libro 1998. Paperback. Condizione libro: New. 1st. 168mm x 27mm x 242mm. Paperback. One of the most innovative and rapidly developing areas of tailor-made exotic derivative assets. These products are widely used by institutional fund managers to adjust and fine-tune the r.Shipping may be from multiple locations in the US or from the UK, depending on stock availability. 472 pages. 0.798. Codice libro della libreria 9780471969082

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8.

Briys, Eric; Bellalah, Mondher; Mai, Huu Minh; de Varenne, Fran?ois
Editore: Wiley (1998)
ISBN 10: 0471969087 ISBN 13: 9780471969082
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Descrizione libro Wiley, 1998. Paperback. Condizione libro: New. book. Codice libro della libreria 0471969087

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ERIC BRIYS
ISBN 10: 0471969087 ISBN 13: 9780471969082
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Descrizione libro 1998. Paperback. Condizione libro: NEW. 9780471969082 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0750524

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Eric Briys/ Huu Minh Mai/ Mondher Bellalah/ François de Varenne
Editore: John Wiley & Son Ltd (1998)
ISBN 10: 0471969087 ISBN 13: 9780471969082
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Revaluation Books
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Descrizione libro John Wiley & Son Ltd, 1998. Paperback. Condizione libro: Brand New. university ed edition. 449 pages. 9.75x7.00x1.25 inches. In Stock. Codice libro della libreria __0471969087

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