Financial Derivatives: Pricing, Applications, and Mathematics

Valutazione media 4
( su 12 valutazioni fornite da Goodreads )
 
9780521066792: Financial Derivatives: Pricing, Applications, and Mathematics

Combining their corporate and academic experiences, Jamil Baz and George Chacko offer financial analysts a complete, succinct account of the principles of financial derivatives pricing. Readers with a basic knowledge of finance, calculus, probability and statistics will learn about the most powerful tools in applied finance: equity derivatives, interest rate markets, and the mathematics of pricing. Baz and Chacko apply concepts such as volatility and time, and generic pricing to the valuation of conventional and more specialized cases. Other topics include: *Interest rate markets, government and corporate bonds, swaps, caps, and swaptions *Factor models and term structure consistent models *Mathematical allocation decisions such as mean-reverting processes and jump processes *Stochastic calculus and related tools such as Kilmogorov equations, martingales techniques, stocastic control and partial differential equations Meant for financial analysts and graduate students in finance and economics, Financial Derivatives begins with basic economic principles of risk and builds up various pricing and hedging techniques from those principles. Baz and Chacko simplify the mathematical presentation, and balance theory and real analysis, making it a more accessible and practical manual. Jamil Baz holds an M.S. in Management from MIT and a Ph.D. in Business Economics from Harvard University. He is a Managing Director at Deutsche Bank in London. George Chacko has a B.S. from MIT in electrical engineering and a Ph.D. in Business Economics from Harvard University. He is an Associate Professor of Business Administration at Harvard Business School. Both authors have worked extensively for financial services firms in the private sector. They have published in leading academic journals including the Review of Financial Studies and the Journal of Financial Economics as well as practitioner journals such as the Journal of Fixed Income and the Journal of Applied Corporate Finance.

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

Book Description:

This book is a graduate level manual on the pricing of financial derivatives. It allows the reader with basic knowledge of finance, calculus, and probability and statistics to understand the most powerful tools in applied finance. The three-fold focus is on equity derivatives, interest rate markets, and the mathematics of pricing. These concepts are applied in turn to the valuation of conventional and more specialized cases such as equity derivatives, government bonds, corporate bonds, swaps, caps, and swaptions.

About the Author:

Jamil Baz is the chief investment strategist of GLG, a London-based hedge fund. Prior to holding this position, he was a portfolio manager with PIMCO in London, a managing director in the Proprietary Trading Group of Goldman Sachs, chief investment strategist of Deutsche Bank, and executive director of Lehman Brothers fixed income research division. Dr Baz teaches financial economics at Oxford University. He has degrees from the London School of Economics (M.Sc.), MIT (S.M.), and Harvard University (A.M., Ph.D.).

Professor George Chacko has split his time between the academic and commercial worlds during his career. His past commercial experience has included work at Accenture and Prudential Investments. Most recently, he was a managing director heading fixed income sales and trading at State Street Bank, a managing director in pension asset management at IFL, and the chief investment officer of Auda Alternative Investments. He has co-founded and sold three financial services businesses over his career. He is currently the managing partner of Confluentis Investments. His past academic experience has been at Harvard Business School, where he served as a professor in the finance department for ten years. He also served as a visiting professor at the Indian School of Business. He is currently a professor in the finance department at Santa Clara University. His research interests have been in the areas of fixed income and derivatives research, portfolio choice and construction, and the microstructure of financial markets. He has a BS from MIT in Electrical Engineering, an MBA from the University of Chicago, and an MA and PhD from Harvard University in Business Economics.

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

I migliori risultati di ricerca su AbeBooks

1.

Baz, Jamil
Editore: Cambridge University Press (2008)
ISBN 10: 0521066794 ISBN 13: 9780521066792
Nuovi Quantità: > 20
Print on Demand
Da
Pbshop
(Wood Dale, IL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Cambridge University Press, 2008. PAP. Condizione libro: New. New Book. Shipped from US within 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Codice libro della libreria IQ-9780521066792

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 25,09
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,34
In U.S.A.
Destinazione, tempi e costi

2.

Jamil Baz, George K. Chacko
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2009)
ISBN 10: 0521066794 ISBN 13: 9780521066792
Nuovi Paperback Quantità: 10
Print on Demand
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2009. Paperback. Condizione libro: New. Language: English . Brand New Book ***** Print on Demand *****. This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito s lemma are discussed heuristically. The second chapter develops generic pricing techniques for assets and derivatives, determining the notion of a stochastic discount factor or pricing kernel, and then uses this concept to price conventional and exotic derivatives. The third chapter applies the pricing concepts to the special case of interest rate markets, namely, bonds and swaps, and discusses factor models and term structure consistent models. The fourth chapter deals with a variety of mathematical topics that underlie derivatives pricing and portfolio allocation decisions such as mean-reverting processes and jump processes and discusses related tools of stochastic calculus such as Kolmogorov equations, martingale techniques, stochastic control, and partial differential equations. Codice libro della libreria AAV9780521066792

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 28,79
Convertire valuta

Aggiungere al carrello

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

3.

Jamil Baz, George K. Chacko
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2009)
ISBN 10: 0521066794 ISBN 13: 9780521066792
Nuovi Paperback Quantità: 10
Print on Demand
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2009. Paperback. Condizione libro: New. Language: English . Brand New Book ***** Print on Demand *****.This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito s lemma are discussed heuristically. The second chapter develops generic pricing techniques for assets and derivatives, determining the notion of a stochastic discount factor or pricing kernel, and then uses this concept to price conventional and exotic derivatives. The third chapter applies the pricing concepts to the special case of interest rate markets, namely, bonds and swaps, and discusses factor models and term structure consistent models. The fourth chapter deals with a variety of mathematical topics that underlie derivatives pricing and portfolio allocation decisions such as mean-reverting processes and jump processes and discusses related tools of stochastic calculus such as Kolmogorov equations, martingale techniques, stochastic control, and partial differential equations. Codice libro della libreria AAV9780521066792

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 28,81
Convertire valuta

Aggiungere al carrello

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

4.

Baz, Jamil
Editore: Cambridge University Press 1/1/2009 (2009)
ISBN 10: 0521066794 ISBN 13: 9780521066792
Nuovi Paperback or Softback Quantità: 10
Da
BargainBookStores
(Grand Rapids, MI, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Cambridge University Press 1/1/2009, 2009. Paperback or Softback. Condizione libro: New. Financial Derivatives: Pricing, Applications, and Mathematics. Book. Codice libro della libreria BBS-9780521066792

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 33,46
Convertire valuta

Aggiungere al carrello

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

5.

George Chacko
Editore: Cambridge University Press
ISBN 10: 0521066794 ISBN 13: 9780521066792
Nuovi Paperback Quantità: > 20
Da
BuySomeBooks
(Las Vegas, NV, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Cambridge University Press. Paperback. Condizione libro: New. Paperback. 352 pages. Dimensions: 8.9in. x 6.0in. x 0.9in.Combining their corporate and academic experiences, Jamil Baz and George Chacko offer financial analysts a complete, succinct account of the principles of financial derivatives pricing. Readers with a basic knowledge of finance, calculus, probability and statistics will learn about the most powerful tools in applied finance: equity derivatives, interest rate markets, and the mathematics of pricing. Baz and Chacko apply concepts such as volatility and time, and generic pricing to the valuation of conventional and more specialized cases. Other topics include: Interest rate markets, government and corporate bonds, swaps, caps, and swaptions Factor models and term structure consistent models Mathematical allocation decisions such as mean-reverting processes and jump processes Stochastic calculus and related tools such as Kilmogorov equations, martingales techniques, stocastic control and partial differential equations Meant for financial analysts and graduate students in finance and economics, Financial Derivatives begins with basic economic principles of risk and builds up various pricing and hedging techniques from those principles. Baz and Chacko simplify the mathematical presentation, and balance theory and real analysis, making it a more accessible and practical manual. Jamil Baz holds an M. S. in Management from MIT and a Ph. D. in Business Economics from Harvard University. He is a Managing Director at Deutsche Bank in London. George Chacko has a B. S. from MIT in electrical engineering and a Ph. D. in Business Economics from Harvard University. He is an Associate Professor of Business Administration at Harvard Business School. Both authors have worked extensively for financial services firms in the private sector. They have published in leading academic journals including the Review of Financial Studies and the Journal of Financial Economics as well as practitioner journals such as the Journal of Fixed Income and the Journal of Applied Corporate Finance. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN. Paperback. Codice libro della libreria 9780521066792

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 30,24
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,30
In U.S.A.
Destinazione, tempi e costi

6.

Baz, Jamil
Editore: Cambridge University Press (2016)
ISBN 10: 0521066794 ISBN 13: 9780521066792
Nuovi Paperback Quantità: 1
Print on Demand
Da
Ria Christie Collections
(Uxbridge, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Cambridge University Press, 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 ria9780521066792_lsuk

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 29,32
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 4,37
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

7.

Baz, Jamil
Editore: Cambridge University Press (2017)
ISBN 10: 0521066794 ISBN 13: 9780521066792
Nuovi Paperback Quantità: > 20
Print on Demand
Da
Murray Media
(North Miami Beach, FL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Cambridge University Press, 2017. Paperback. Condizione libro: New. Never used! This item is printed on demand. Codice libro della libreria 0521066794

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 32,19
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 1,66
In U.S.A.
Destinazione, tempi e costi

8.

Baz, Jamil/ Chacko, George
Editore: Cambridge Univ Pr (2009)
ISBN 10: 0521066794 ISBN 13: 9780521066792
Nuovi Paperback Quantità: 1
Da
Revaluation Books
(Exeter, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Cambridge Univ Pr, 2009. Paperback. Condizione libro: Brand New. 1st edition. 352 pages. 8.75x5.75x1.00 inches. In Stock. Codice libro della libreria __0521066794

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 27,10
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 6,78
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

9.

Baz, Jamil
Editore: Cambridge University Press (2008)
ISBN 10: 0521066794 ISBN 13: 9780521066792
Nuovi Quantità: > 20
Print on Demand
Da
Books2Anywhere
(Fairford, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Cambridge University Press, 2008. 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-9780521066792

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 25,56
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 10,18
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

10.

JAMIL BAZ , GEORGE CHACKO
ISBN 10: 0521066794 ISBN 13: 9780521066792
Nuovi Paperback Quantità: 1
Da
Herb Tandree Philosophy Books
(Stroud, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro 2009. Paperback. Condizione libro: NEW. 9780521066792 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0443499

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 28,64
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 9,04
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

Vedi altre copie di questo libro

Vedi tutti i risultati per questo libro