Книга Hyrid Derivates Christopher Hunter

Hyrid Derivates

Modeling and Pricing

Автор: Christopher Hunter
Език: Английски език
Корици: С твърди корици
Издател: John Wiley & Sons Inc
Наличност: Очакван нов продукт
Срокът не е известен
98.10 191.86 лв
In the last 12 months, all leading financial institutions have set up hybrid derivatives desks in th...

Информация за книгата

Автор
Език
Английски език
Корици
Книга - С твърди корици
Издадена
2011
страници
448
EAN
9780470026618
Enbook ID
01387930
Издател
Размери
168 x 244

Пълно описание

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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