Pricing and hedging financial derivatives and structured products: a guide for practitioners
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken
Wiley
2013
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | TUM01 Volltext |
| Beschreibung: | "The only guide focusing entirely on practical approaches to pricing and hedging derivativesOne valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few practical guides available, very few of those cover pricing and hedging--two critical topics for traders. What matters to practitioners is what happens on the trading floor--information only seasoned practitioners such as authors Marroni and Perdomo can impart. Lays out proven derivatives pricing and hedging strategies and techniques for equities, FX, fixed income and commodities, as well as multi-assets and cross-assets Provides expert guidance on the development of structured products, supplemented with a range of practical examples Packed with real-life examples covering everything from option payout with delta hedging, to Monte Carlo procedures to common structured products payoffs The Companion Website features all of the examples from the book in Excel complete with source code "-- Includes bibliographical references and index |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 1118773217 1119954576 1119954584 9781118773215 9781119954576 9781119954583 |
Internformat
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| 500 | |a "The only guide focusing entirely on practical approaches to pricing and hedging derivativesOne valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few practical guides available, very few of those cover pricing and hedging--two critical topics for traders. What matters to practitioners is what happens on the trading floor--information only seasoned practitioners such as authors Marroni and Perdomo can impart. Lays out proven derivatives pricing and hedging strategies and techniques for equities, FX, fixed income and commodities, as well as multi-assets and cross-assets Provides expert guidance on the development of structured products, supplemented with a range of practical examples Packed with real-life examples covering everything from option payout with delta hedging, to Monte Carlo procedures to common structured products payoffs The Companion Website features all of the examples from the book in Excel complete with source code "-- | ||
| 500 | |a Includes bibliographical references and index | ||
| 650 | 7 | |a BUSINESS & ECONOMICS / Finance |2 bisacsh | |
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| 650 | 7 | |a Hedging (Finance) |2 fast | |
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Datensatz im Suchindex
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| any_adam_object | |
| author | Marroni, Leonardo |
| author_facet | Marroni, Leonardo |
| author_role | aut |
| author_sort | Marroni, Leonardo |
| author_variant | l m lm |
| building | Verbundindex |
| bvnumber | BV042742223 |
| collection | ZDB-4-NLEBK |
| ctrlnum | (OCoLC)849641769 (DE-599)BVBBV042742223 |
| dewey-full | 332.64/57 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/57 |
| dewey-search | 332.64/57 |
| dewey-sort | 3332.64 257 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV042742223 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:08:37Z |
| institution | BVB |
| isbn | 1118773217 1119954576 1119954584 9781118773215 9781119954576 9781119954583 |
| language | English |
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| spelling | Marroni, Leonardo Verfasser aut Pricing and hedging financial derivatives and structured products a guide for practitioners Leonardo Marroni and Irene Perdomo Hoboken Wiley 2013 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Wiley finance series "The only guide focusing entirely on practical approaches to pricing and hedging derivativesOne valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few practical guides available, very few of those cover pricing and hedging--two critical topics for traders. What matters to practitioners is what happens on the trading floor--information only seasoned practitioners such as authors Marroni and Perdomo can impart. Lays out proven derivatives pricing and hedging strategies and techniques for equities, FX, fixed income and commodities, as well as multi-assets and cross-assets Provides expert guidance on the development of structured products, supplemented with a range of practical examples Packed with real-life examples covering everything from option payout with delta hedging, to Monte Carlo procedures to common structured products payoffs The Companion Website features all of the examples from the book in Excel complete with source code "-- Includes bibliographical references and index BUSINESS & ECONOMICS / Finance bisacsh Derivative securities / Prices fast Hedging (Finance) fast Wirtschaft Derivative securities Prices Hedging (Finance) Perdomo, Irene Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 978-1-119-95371-5 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=653042 Aggregator Volltext |
| spellingShingle | Marroni, Leonardo Pricing and hedging financial derivatives and structured products a guide for practitioners BUSINESS & ECONOMICS / Finance bisacsh Derivative securities / Prices fast Hedging (Finance) fast Wirtschaft Derivative securities Prices Hedging (Finance) |
| title | Pricing and hedging financial derivatives and structured products a guide for practitioners |
| title_auth | Pricing and hedging financial derivatives and structured products a guide for practitioners |
| title_exact_search | Pricing and hedging financial derivatives and structured products a guide for practitioners |
| title_full | Pricing and hedging financial derivatives and structured products a guide for practitioners Leonardo Marroni and Irene Perdomo |
| title_fullStr | Pricing and hedging financial derivatives and structured products a guide for practitioners Leonardo Marroni and Irene Perdomo |
| title_full_unstemmed | Pricing and hedging financial derivatives and structured products a guide for practitioners Leonardo Marroni and Irene Perdomo |
| title_short | Pricing and hedging financial derivatives and structured products |
| title_sort | pricing and hedging financial derivatives and structured products a guide for practitioners |
| title_sub | a guide for practitioners |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Derivative securities / Prices fast Hedging (Finance) fast Wirtschaft Derivative securities Prices Hedging (Finance) |
| topic_facet | BUSINESS & ECONOMICS / Finance Derivative securities / Prices Hedging (Finance) Wirtschaft Derivative securities Prices |
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