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Hyrid Derivates

Modeling and Pricing

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Nakladnici John Wiley & Sons Inc, siječanj 2011
In the last 12 months, all leading financial institutions have set up hybrid derivatives desks in th... Cijeli opis
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In the last 12 months, all leading financial institutions have set up hybrid derivatives desks in the view that they will shortly become as lucrative as standard interest-rate derivatives. This book fills a large gap in the market by looking at the state-of-the-art in modeling and pricing hybrid derivatives. Leading practitioner Christopher Hunter looks at the complex subject in its entirety, from a description of the market and its assets, which include interest rates, bonds, foreign exchange, credit and commodities and then looks at the mathematical concepts behind them, including modeling with Monte Carlo and Copulae.

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Informacije o knjizi

Puni naziv Hyrid Derivates
Autor Christopher Hunter
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 2011
Broj stranica 448
EAN 9780470026618
Libristo kod 01387930
Nakladnici John Wiley & Sons Inc
Dimenzije 168 x 244

Kategorija

Economics, Finance, Business & Management > Finance & accounting > Finance
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