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...
Đã lưu trong:
| Tác giả khác: | |
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| Định dạng: | Sách |
| Ngôn ngữ: | English |
| Được phát hành: |
Basingstoke :
Macmillan,
1998.
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| Loạt: | Finance and capital markets
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| Những chủ đề: |
Mục lục:
- 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.
- 17. Portfolio Simulation: Stress Testing Techniques /Lance Smith
- 18. Credit Risk Measurement / Alan Bustany
- 19. Mathematical Techniques / Thomas R. Gillespie.