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Quantitative Methods in Derivatives Pricing

This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements;

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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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Monte Carlo Methods in Finance

. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market;

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Perturbation Methods in Credit Derivatives

expert volume Perturbation Methods in Credit Derivatives: Strategies for Efficient Risk Management offers an incisive examination of a new;

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Linear Factor Models in Finance

The determination of the values of stocks, bonds, options, futures, and derivatives is done by the scientific process of asset pricing;

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Computational Methods in Finance

approaches for pricing derivatives. These include transform techniques, such as the fast Fourier transform, the fractional fast Fourier transform;

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Credit Derivatives Pricing Models

Derivatives Pricing Models provides an extremely comprehensive overview of the most current areas in credit risk modeling as applied to the pricing;

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Advanced Equity Derivatives

In Advanced Equity Derivatives: Volatility and Correlation, Sebastien Bossu reviews and explains the advanced concepts used for pricing and;

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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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Derivatives Pricing and Modeling

or themes. The book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, new;

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Problems & Solutions In Maths Finance V2

advance their careers. The text covers a wide range of derivatives pricing, such as European, American, Asian, Barrier and other exotic options;

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Heston Model And Its Extensions In Matlab And C#

Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the;

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Pricing Financial Instruments

logical framework for applying the method of finite difference to the pricing of financial derivatives. Detailing the algorithmic and numerical;

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Financial Mathematics

, linking related comprehensive techniques for pricing different types of financial derivatives. The book provides complete coverage of both;

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Elementary Financial Derivatives

Directors, and the International Atlantic Economic Society, Dr. Sack s research interests include risk management, credit derivatives, pricing;

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Mathematical Methods For Finance

in scope from what is covered in a typical book on mathematical techniques. Most books focus almost exclusively on derivatives pricing, the;

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Derivatives and Internal Models

Now in its fifth edition, Derivatives and Internal Models provides a comprehensive and thorough introduction to derivative pricing, risk;

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Derivatives and Internal Models

Now in its fifth edition, Derivatives and Internal Models provides a comprehensive and thorough introduction to derivative pricing, risk;

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More Mathematical Finance

. "More Mathematical Finance" is Mark Joshi's fourth book. His previous books including "C++ Design Patterns and Derivatives Pricing" and;

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Manufacturing and Managing Customer-Driven Derivatives

of quantitative finance. Paul Wilmott, Wilmott Magazine With so many books out there on derivatives pricing, I thought it was impossible to write a new;

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Advanced Quantitative Finance With C++

the pricing of financial derivatives, this book is ideal for you. You should be familiar with the basic programming concepts and C;

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Global Derivatives

This book provides a broad description of the financial derivatives business from a practitioner's point of view, with a particular;

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Pricing and Trading Interest Rate Derivatives

Pricing and Trading Interest Rate Derivatives;

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Copula Methods in Finance

exotic derivatives (barrier, basket, rainbow options) as well as risk management issues. Particular focus is given to the pricing of asset-backed;

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The Heston Model and Its Extensions in VBA + Website

options pricing using two of the derivatives industry's most powerful modeling tools the Heston model, and VBA. Light on theory, this extremely;

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Derivatives Algorithms

Derivatives Algorithms Volume 1: Bones (Second Edition) is for practicing quants who already have some expertise in risk-neutral pricing;

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Derivatives, Risk Management And Value

, classical models for pricing of simple and complex derivatives, mathematical foundations, managing and monitoring portfolios of derivatives in real;

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