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Pricing and Hedging of Derivative Securities

The theory of pricing and hedging of derivative securities is mathematically sophisticated. This book is an introduction to the use;

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Quantitative Modeling of Derivative Securities

is developed progressively, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider;

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Quantitative Modeling of Derivative Securities

is developed progressively, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider;

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A Factor Model Approach to Derivative Pricing

Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing;

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A Course in Derivative Securities: Introduction to Theory and Computation

Deals with pricing and hedging financial derivatives.... Computational methods are introduced and the text contains the Excel VBA routines;

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Fixed-Income Securities

Dynamic methods for interest rate risk pricing and hedging. Fixed-Income Securities provides a survey of modern methods for pricing and;

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Essays on optimal hedging and investments strategies, and on derivative pricing

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Analytical & Numerical Methods for Pricing Financial Derivatives

This book presents the reader with basic facts and knowledge of pricing financial derivatives. Also discussed herein is the qualitative;

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Rubinstein on Derivatives

An introduction to modern derivatives pricing and hedging theory and practice. It includes discussion of binomial option pricing, futures;

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Hedging & Pricing of Options Using Least Squares Through Simulation

The enormous growth of derivatives markets necessitates the pricing and hedging of derivative contracts accurately and efficiently. This;

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Copula Methods in Finance

explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples include pricing of the main;

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Derivatives Financial Markets Stochastic

This book, first published in 2000, addresses problems in financial mathematics of pricing and hedging derivative securities in an;

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A Factor Model Approach to Derivative Pricing

Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing;

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Derivatives Essentials

practitioners including the rights and obligations, terms and conventions, opportunities and exposures, trading, motivation, sensitivities, pricing, and;

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Mathematics of Derivative Securities

in this volume. They range from abstract financial theory to practical issues pertaining to the pricing and hedging of interest rate derivatives;

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Derivatives

will be reorganized in three parts: 1) Introduction to the securities and their use, 2) pricing of futures, swaps (new) and options, 3) using;

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Hull-White on Derivatives

This text provides an in-depth look at the impact of stochastic volatility on the pricing and hedging of options. It also examines how;

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The Mathematics of Derivatives Securities with Applications in MATLAB

, followed by discussion on the application of that knowledge to solve complex financial problems such as pricing and hedging exotic options, pricing;

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Fixed Income Markets: Management, Trading and Hedging

insights into derivative pricing, cross-currency hedging, and new liquidity legislation. Written by Choudhry, Moskovic, and Wong, Fixed Income;

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Financial Calculus

pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model;

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Modern Investment Theory

, arbitrage pricing, pricing of derivative securities, interest rates, and bond management. Stock valuation, estimating future earnings and dividends;

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Derivative Securities and Difference Methods

This book is mainly devoted to finite difference numerical methods for solving partial differential equations (PDEs) models of pricing a;

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Financial Engineering and Computation

numerous algorithms for pricing, risk management, and portfolio management. The emphasis is on pricing financial and derivative securities: bonds;

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Dynamic Asset Pricing Theory

This is a thoroughly updated edition of Dynamic Asset Pricing Theory, the standard text for doctoral students and researchers on the theory;

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Indifference Pricing

recently, financial mathematicians and engineers developed pricing and hedging procedures that assumed complete markets. But markets are generally;

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Applied Derivatives

securities markets' pricing and investment principles. This book draws from the most fundamental concepts of pricing for options, futures, and swaps;

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Innovations in Derivatives Markets

. * Pricing and hedging in fixed-income markets and multi-curve interest-rate modeling. * Recent developments concerning contingent convertible;

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