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Analytical Finance: Volume II - 9783319525839
Β£49.44
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Item specifics
- Condition
- Book Title
- Analytical Finance: Volume II
- ISBN
- 9783319525839
- Publication Year
- 2017
- Type
- Textbook
- Format
- Paperback
- Language
- English
- Publication Name
- Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation
- Item Height
- 235 mm
- Publisher
- Springer International Publishing A&G
- Subject
- Accounting, Finance, Management
- Item Width
- 155 mm
- Number of Pages
- 728 Pages
About this product
Product Information
Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial markets. Developed from notes from the author's many years in quantitative risk management and modeling roles, and then for the Financial Engineering course at Malardalen University, it provides exhaustive coverage of vanilla and exotic mathematical finance applications for trading and risk management, combining rigorous theory with real market application. Coverage includes: * Date arithmetic's, quote types of interest rate instruments * The interbank market and reference rates, including negative rates* Valuation and modeling of IR instruments; bonds, FRN, FRA, forwards, futures, swaps, CDS, caps/floors and others * Bootstrapping and how to create interest rate curves from prices of traded instruments* Risk measures of IR instruments* Option Adjusted Spread and embedded options* The term structure equation, martingale measures and stochastic processes of interest rates; Vasicek, Ho-Lee, Hull-While, CIR* Numerical models; Black-Derman-Toy and forward induction using Arrow-Debreu prices and Newton-Raphson in 2 dimension* The Heath-Jarrow-Morton framework* Forward measures and general option pricing models* Black log-normal and, normal model for derivatives, market models and managing exotics instruments* Pricing before and after the financial crisis, collateral discounting, multiple curve framework, cheapest-to-deliver curves, CVA, DVA and FVA
Product Identifiers
Publisher
Springer International Publishing A&G
ISBN-13
9783319525839
eBay Product ID (ePID)
233316099
Product Key Features
Subject
Accounting, Finance, Management
Publication Year
2017
Number of Pages
728 Pages
Publication Name
Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation
Language
English
Type
Textbook
Format
Paperback
Dimensions
Item Height
235 mm
Item Width
155 mm
Additional Product Features
Country/Region of Manufacture
Switzerland
Item description from the seller
Seller business information
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- w***r (65)- Feedback left by buyer.Past 6 monthsVerified purchaseItem as described and despatched in quick time. Item arrived within 3 days and was well packaged. Item was much cheaper than I found elsewhere online. I had a query about my order and the seller responded on the same day and sorted everything out. Would happily buy from seller again
- r***y (417)- Feedback left by buyer.Past 6 monthsVerified purchaseFirst book went missing/didn't arrive, but Jessica in customer support sorted it out, sending a second copy, it arrived fast and safe, as described, well wrapped, good price and quick customer support. Thank you Jessicaππππ₯°πRunes: a Handbook - 9781783276974 (#314128475728)
- a***l (61)- Feedback left by buyer.Past 6 monthsVerified purchaseFantastic experience with this seller. I had an issue with the clay in my kit being dried out, which is something they couldn't have known about before me opening the box. I sent them a message and they replied quickly and kindly with a resolution, replacing my kit for me. Overall the kit was fantastic value and arrived brand new, in perfect condition bar the clay. Very trustworthy and helpful.
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