Advanced Derivatives Pricing and Risk Management (PDF)
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Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. The book contains a wide spectrum of problems, worked-out solutions, detailed methodologies, and applied mathematical techniques for which anyone planning to make a serious career in quantitative finance must master.
In fact, core portions of the book's material originated and evolved after years of classroom lectures and computer laboratory courses taught in a world-renowned professional Master's program in mathematical finance.
The book is designed for students in finance programs, particularly financial engineering.
*Includes easy-to-implement VB/VBA numerical software libraries*Proceeds from simple to complex in approaching pricing and risk management problems
*Provides analytical methods to derive cutting-edge pricing formulas for equity derivatives
- Autoren: Claudio Albanese , Giuseppe Campolieti
- 2005, 426 Seiten, Englisch
- Verlag: Elsevier Science & Techn.
- ISBN-10: 0080488099
- ISBN-13: 9780080488097
- Erscheinungsdatum: 08.09.2005
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
- Dateiformat: PDF
- Größe: 4.48 MB
- Mit Kopierschutz
- Vorlesefunktion
— Yue Kuen Kwok, Associate Professor, Department of Mathematics, Hong Kong University of Science and Technology
“The set of projects on the accompanying CDROM give students and professors the opportunity to work in a simulated environment and can be used, as is the goal here, to train students in building software modules for pricing, hedging, etc. The projects enhance the understanding of the material and extend the book's usefulness by enabling students to tackle other situations not explicitly addressed in the modules provided. VBA is easy to learn and can facilitate rapid developments of real applications. In addition, the choice of Excel as the Graphic User Interface (GUI) is very appropriate. Furthermore, the existence of a built-in visual basic editor allows users to see the code, modify it to suit different needs and to experiment with it. Hence these features facilitate student learning to produce software themselves.
— Eliezer Prisman, Nigel Martin Chair in Finance, Director of the Financial Engineering Collaborative Diploma, Schulich School of Business, York University, Toronto
"...provides a combination of theoretical and practical tools from which
- Technical Analysis of Stocks & Commodities
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