A top options trader details a practical approach for pricing and trading options in any market conditionThe options market is …
Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear …
State-of-the-art techniques and tools needed to facilitate effective credit portfolio management and robust quantitative credit analysis Filled with in-depth insights …
Отличная книга по оценке,хеджингу и риск-менеджменту деривативов,начиная от plain vanilla и заканчивая weather and insurance derivatives. Must have как для …
For undergraduate and graduate courses in Options and Futures, Financial Engineering and Risk Management, typically found in business, finance, economics …
This is a great book. There is only one problem, this book was misprinted. Some pages are almost impossible to …
As in the sixth edition, end-of-chapter problems are divided into two groups: ''Questions and Problems'' and ''Assignment Questions''. Solutions to …
The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely …
Accounting for Derivatives: Advanced Hedging under IFRS is a comprehensive practical guide to hedge accounting. This book is neither written …
The derivative practitioner s expert guide to IFRS 9 application Accounting for Derivatives explains the likely accounting implications of a …
The most complete, up to date guide to risk management in finance Risk Management and Financial Institutions explains all aspects …
Required Reading for the Serious Options Trader