Risk management and financial derivatives : a guide to the mathematics /
Risk Management and Financial Derivatives: A Guide to the Mathematics meets the demand for a simple, nontechnical explanation of the methodology of risk management and financial derivatives. Risk Management and Financial Derivatives provides clear, concise explanations of the mathematics behind toda...
Збережено в:
| Інші автори: | |
|---|---|
| Формат: | Книга |
| Мова: | English |
| Опубліковано: |
Basingstoke :
Macmillan,
1998.
|
| Серія: | Finance and capital markets
|
| Предмети: |
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| 245 | 0 | 0 | |a Risk management and financial derivatives : |b a guide to the mathematics / |c edited by Satyajit Das. |
| 260 | |a Basingstoke : |b Macmillan, |c 1998. | ||
| 300 | |a 799 p. ; |c 24 cm. | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 490 | 1 | |a Finance and capital markets | |
| 504 | |a Includes bibliographical references (p. xvii-xxvi) and index. | ||
| 505 | 0 | |a 1. Risk-reward Relationships - Foundations of Derivatives / Lance Smith -- 2. Interest Rates, Bond Pricing, Duration and Convexity / Roger Cohen -- 3. Interest Rate and Yield Curve Modelling / Satyajit Das and Roger Cohen -- 4. Pricing Forwards and Futures Contracts / John Martin -- 5. Pricing Options /Satyajit Das -- 6. Interest Rate Option Pricing Models / Jim Rowlands -- 7. Pricing Models for Complex/Exotic Options / Garry de Jager -- 8. Estimating Volatility /Satyajit Das -- 9. Estimating Volatility and Correlation Using ARCH/GARCH Models / Carol Alexander -- 10. Measuring Option Price Sensitivity - The "Greek Alphabet" of Risk / Satyajit Das -- 11. Option Replication Utilising Delta Hedging / Satyajit Das --12. Portfolio Optimisation / Geoffrey Brianton -- 13. Risk Management for Bond Portfolios / Roger Cohen --14. Portfolio Insurance / Steuart Roe -- 15. Indexation of Portfolios / Frances Cowell -- 16. Value at Risk Models / Satyajit Das and John Martin. | |
| 505 | 8 | |a 17. Portfolio Simulation: Stress Testing Techniques /Lance Smith -- 18. Credit Risk Measurement / Alan Bustany -- 19. Mathematical Techniques / Thomas R. Gillespie. | |
| 520 | |a Risk Management and Financial Derivatives: A Guide to the Mathematics meets the demand for a simple, nontechnical explanation of the methodology of risk management and financial derivatives. Risk Management and Financial Derivatives provides clear, concise explanations of the mathematics behind today's complex financial risk management topics. An ideal introduction for those new to the subject, it will also serve as an indispensable reference for those already experienced in the field. | ||
| 534 | |p Originally published |c Sydney, Aust. : Law Book Company, 1997. | ||
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| 650 | 0 | |a Derivative securities |x Mathematical models. | |
| 650 | 0 | |a Risk management |x Mathematical models. | |
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| 650 | 7 | |a Investment analysis |x Mathematical models. |2 fast | |
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| 650 | 0 | |a Risk management |x Mathematics. | |
| 700 | 1 | |a Das, Satyajit. | |
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