by Frans de Weert
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Synopsis
Introduces a number of methodologies for pricing, trading, and managing modern derivative products that derive a significant proportion of their value from correlation and volatility. Emphasizing general principles and frameworks for managing a number of different exotic contracts, the author embraces practical and tested techniques that not only p
From the Author
A rigorous approach to the pricing and managing of exotics
The book is intended to be a serious introduction to the frameworks and methods behind pricing and managing exotic and hybrid options in the market. The validity of generally accepted methods is derived from first principles. Also, the appendices should prove as valuable reference material for practitioners who don't shy away from mathematical detail. The approach is likely to be of interest to both active managers of large portfolios and academics who are interested in the frontiers of strucutured products. Numerous new approaches to measurement and use of correlation should also be of interest to the audience. The approach is not only used by the leading derivatives houses, but also endorsed by their research teams.
The book is intended to be a serious introduction to the frameworks and methods behind pricing and managing exotic and hybrid options in the market. The validity of generally accepted methods is derived from first principles. Also, the appendices should prove as valuable reference material for practitioners who don't shy away from mathematical detail. The approach is likely to be of interest to both active managers of large portfolios and academics who are interested in the frontiers of strucutured products. Numerous new approaches to measurement and use of correlation should also be of interest to the audience. The approach is not only used by the leading derivatives houses, but also endorsed by their research teams.
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78% buy the item featured on this page: Pricing and Managing Exotic and Hybrid Options (Irwin Library of Investment & Finance) |
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13% buy Exotic Options Trading (The Wiley Finance Series)£32.49 |
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9% buy The Concepts and Practice of Mathematical Finance (Mathematics, Finance and Risk) £35.13 |
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