Spedizione gratuita per ordini superiori a 69,99 euro.

Controllare lo stato dell'ordine

Entra a far parte di una comunità di amanti dei libri di tutto il mondo e ottieni numerosi vantaggi. Crea un account gratuito

Spedizione gratuita con Packeta per un prezzo superiore a 69.99 €

Corriere Bartolini 4.49 € Punto Poste 5.49 € Punto Poste 5.49 € Punto Bartolini 3.49 € Corriere DHL 6.99 € Corriere GLS 5.99 € Punto GLS 4.49 €

Contatto

Come acquistare

Aiuto

Il mio account

▸ Vuoto :-(

Spedizione gratuita per ordini superiori a 69,99 euro.

Financial Derivatives

Name: Financial Derivatives
Brand: Cambridge University Press
SKU: 04398579
Price: 49.79 EUR
Availability: InStock
Author: Jamil Baz
ISBN: 9780521066792

Jamil Baz

Lingua

Inglese

Libro In brossura

Codice Libristo: 04398579

Casa editrice Cambridge University Press, dicembre 2008

This book offers a complete, succinct account of the principles of financial derivatives pricing. Th... Descrizione completa

Codice Libristo: 04398579

122 b

49.79 €

Magazzino esterno Inviamo tra 14-21 giorni

Fino a 30 giorni per il reso

I clienti hanno acquistato anche

Bull! Maggie Mahar

In brossura

18.89 €

Option Trader Handbook - Strategies and Trade Adjustments 2e George Jabbour

Rigido

69.79 €

Long Good Buy Peter C. Oppenheimer

Rigido

34.09 €

McMillan on Options 2e Lawrence G. McMillan

Rigido

82.19 €

Stochastic Calculus for Finance I Steven E. Shreve

In brossura

63.29 €

The Little Book That Still Beats the Market Joel Greenblatt

Rigido

22.79 €

Psychology of Trading - Tools & Techniques for Minding the Markets Steenbarger

Rigido

57.49 €

Fundamental Analysis Book & Study Guide (2VSet) Jack D. Schwager

Rigido

62.89 €

Daily Trading Coach - 101 Lessons for Becoming Your Own Trading Psychologist Brett N. Steenbarger

Rigido

37.39 €

Mathematics of Financial Derivatives Wilmott

In brossura

79.59 €

Thinking and Deciding Jonathan Baron

In brossura

68.39 €

Market Wizards Jack D Schwager

In brossura

23.49 €

Art and Science of Technical Analysis - Market Structure, Price Action, and Trading Strategies Adam Grimes

Rigido

72.59 €

New Market Wizards Jack Schwager

In brossura

14.19 €

Technical Traders Guide to Computer Analysis of the Futures Markets Charles LeBeau

Rigido

103.09 €

Trading Price Action Reversals - Technical Analysis Price Charts Bar by Bar for the Serious Trader Al Brooks

Rigido

56.89 €

Trading Price Action Trading Ranges - Technical Analysis of Price Charts Bar by Bar for the Serious Trader Al Brooks

Rigido

60.59 €

Trade Your Way to Financial Freedom Van Tharp

Rigido

33.49 €

Hedge Fund Market Wizards Jack D Schwager

Rigido

32.79 €

Trading Beyond the Matrix - The Red Pill for Traders and Investors Van Tharp

Rigido

33.49 €

Trading Psychology 2.0 - From Best Practices to Best Processes Brett N. Steenbarger

Rigido

48.29 €

Analysis of Financial Statements Bernstein

Rigido

76.39 €

New Trading for a Living - Psychology, Discipline, Trading Tools and Systems, Risk Control and Trade Management Alexander Elder

Rigido

61.19 €

New Trading for a Living Study Guide Alexander Elder

In brossura

37.39 €

This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito's lemma are discussed heuristically. The second chapter develops generic pricing techniques for assets and derivatives, determining the notion of a stochastic discount factor or pricing kernel, and then uses this concept to price conventional and exotic derivatives. The third chapter applies the pricing concepts to the special case of interest rate markets, namely, bonds and swaps, and discusses factor models and term structure consistent models. The fourth chapter deals with a variety of mathematical topics that underlie derivatives pricing and portfolio allocation decisions such as mean-reverting processes and jump processes and discusses related tools of stochastic calculus such as Kolmogorov equations, martingale techniques, stochastic control, and partial differential equations.