Structured Finance : The Object Oriented Approach

Lingua: inglese

Editore: Wiley Jun 2007, 2007

0470026383 / 9780470026380

Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH

Venditore con 5 stelle

Venditore AbeBooks dal 14 agosto 2006

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Condizione: Nuovo

EUR 179,23

EUR 35,00 spedizione 
Spedito da Germania a U.S.A.

Quantità: 2 disponibili

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Descrizione dell’articolo da parte del venditore

Neuware - Structured Finance: The Object Orientated Approach is aimed at both the finance and IT professionals involved in the structured finance business with the intention of sharing common concepts and language within the industry. The financial community (structurers, pricers and risk managers) view structured products as collections of objects under the so-called replicating portfolio paradigm. The IT community use object oriented programming (OOP) techniques to improve the software updating and maintenance process. For them structured products are collections of objects as well. Despite use of the same object concept, it looks like communication between these different professional functions has been problematic. Recently, construction of standard data structures known as FpML has begun to lay out a common definition of objects, at least for plain vanilla derivatives, both between IT and financial people and across different market players. Along this line, this book builds upon the concept of object to provide frontier treatment of structured finance issues relevant to both communities engaged in building, pricing and hedging products and people engaged in designing and up-dating the corresponding software.Structured Finance: The Object Orientated Approach will enable you to:\* decompose a structured product in elementary constituent financial objects and risk factors (replicating portfolio)\* understand the basics of object oriented programming (OOP) applied to the design of structured cash flows objects\* build your own objects and to understand FpML data structures available for standard products\* gauge risk exposures of the objects in structured products to: risk factors, their volatilities and the correlation among them (which factor are you long/short Are you long/short volatility Are you long/short correlation )\* update your risk management system to accommodate structured products with non linear exposures and to design objects to represent, price and hedge, counterparty risk.…

Codice articolo 9780470026380

Titolo
Structured Finance : The Object Oriented Approach
Autore
Umberto Cherubini
Editore
Wiley Jun 2007
Anno di pubblicazione
2007
Condizione
Neu
Rilegatura
Kombiprodukt
Lingua
inglese
ISBN 10
0470026383
ISBN 13
9780470026380
Peso dell'articolo
712 grammi
Dimensioni
250x175x21 mm

AHA-BUCH GmbH

Einbeck, Germania

Venditore con 5 stelle

Venditore AbeBooks dal 14 agosto 2006

Tariffe di spedizione da Germania a U.S.A.

ArticoloDa 7 a 10 giorni lavorativiDa 5 a 7 giorni lavorativi
Primo articoloEUR 35,00EUR 45,00
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AHA-BUCH GmbH

Garlebsen 48
Einbeck, Germania 37574

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AHA-BUCH GmbH
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37574 Einbeck
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Telefono: 055639996039
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