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: | FRO01 UBG01 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: | 9781119954576 1119954576 9781119954583 1119954584 9781118773215 1118773217 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043396022 | ||
| 003 | DE-604 | ||
| 005 | 00000000000000.0 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 160222s2013 |||| o||u| ||||||eng d | ||
| 020 | |a 9781119954576 |c pdf |9 978-1-119-95457-6 | ||
| 020 | |a 1119954576 |c pdf |9 1-119-95457-6 | ||
| 020 | |a 9781119954583 |c epub |9 978-1-119-95458-3 | ||
| 020 | |a 1119954584 |c epub |9 1-119-95458-4 | ||
| 020 | |a 9781118773215 |c electronic bk. |9 978-1-118-77321-5 | ||
| 020 | |a 1118773217 |c electronic bk. |9 1-118-77321-7 | ||
| 024 | 7 | |a 10.1002/9781118773215 |2 doi | |
| 035 | |a (ZDB-35-WIC)ocn849641769 | ||
| 035 | |a (OCoLC)849641769 | ||
| 035 | |a (DE-599)BVBBV043396022 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-861 | ||
| 082 | 0 | |a 332.64/57 |2 23 | |
| 100 | 1 | |a Marroni, Leonardo |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Pricing and hedging financial derivatives and structured products |b a guide for practitioners |c Leonardo Marroni, Irene Perdomo |
| 264 | 1 | |a Hoboken |b Wiley |c 2013 | |
| 300 | |a 1 Online-Ressource | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance series | |
| 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 | |
| 650 | 7 | |a Derivative securities / Prices |2 fast | |
| 650 | 7 | |a Hedging (Finance) |2 fast | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Derivative securities / Prices | |
| 650 | 4 | |a Hedging (Finance) | |
| 653 | |a Electronic books | ||
| 700 | 1 | |a Perdomo, Irene |e Sonstige |4 oth | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Hardcover |z 978-1-119-95371-5 |
| 856 | 4 | 0 | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118773215 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-35-WIC | ||
| 940 | 1 | |q UBG_PDA_WIC | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028814606 | ||
| 966 | e | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118773215 |l FRO01 |p ZDB-35-WIC |q FRO_PDA_WIC |x Verlag |3 Volltext | |
| 966 | e | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118773215 |l UBG01 |p ZDB-35-WIC |q UBG_PDA_WIC |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804175976449441792 |
|---|---|
| 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 | BV043396022 |
| collection | ZDB-35-WIC |
| ctrlnum | (ZDB-35-WIC)ocn849641769 (OCoLC)849641769 (DE-599)BVBBV043396022 |
| 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 |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03536nmm a2200553zc 4500</leader><controlfield tag="001">BV043396022</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">160222s2013 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781119954576</subfield><subfield code="c">pdf</subfield><subfield code="9">978-1-119-95457-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1119954576</subfield><subfield code="c">pdf</subfield><subfield code="9">1-119-95457-6</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781119954583</subfield><subfield code="c">epub</subfield><subfield code="9">978-1-119-95458-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1119954584</subfield><subfield code="c">epub</subfield><subfield code="9">1-119-95458-4</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118773215</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">978-1-118-77321-5</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1118773217</subfield><subfield code="c">electronic bk.</subfield><subfield code="9">1-118-77321-7</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1002/9781118773215</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-35-WIC)ocn849641769</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)849641769</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043396022</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-861</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/57</subfield><subfield code="2">23</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Marroni, Leonardo</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Pricing and hedging financial derivatives and structured products</subfield><subfield code="b">a guide for practitioners</subfield><subfield code="c">Leonardo Marroni, Irene Perdomo</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken</subfield><subfield code="b">Wiley</subfield><subfield code="c">2013</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Wiley finance series</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="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 "--</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Finance</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Derivative securities / Prices</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Hedging (Finance)</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Derivative securities / Prices</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Hedging (Finance)</subfield></datafield><datafield tag="653" ind1=" " ind2=" "><subfield code="a">Electronic books</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Perdomo, Irene</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druck-Ausgabe, Hardcover</subfield><subfield code="z">978-1-119-95371-5</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118773215</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-35-WIC</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">UBG_PDA_WIC</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028814606</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118773215</subfield><subfield code="l">FRO01</subfield><subfield code="p">ZDB-35-WIC</subfield><subfield code="q">FRO_PDA_WIC</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118773215</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-35-WIC</subfield><subfield code="q">UBG_PDA_WIC</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV043396022 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:50Z |
| institution | BVB |
| isbn | 9781119954576 1119954576 9781119954583 1119954584 9781118773215 1118773217 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028814606 |
| oclc_num | 849641769 |
| open_access_boolean | |
| owner | DE-861 |
| owner_facet | DE-861 |
| physical | 1 Online-Ressource |
| psigel | ZDB-35-WIC UBG_PDA_WIC ZDB-35-WIC FRO_PDA_WIC ZDB-35-WIC UBG_PDA_WIC |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Marroni, Leonardo Verfasser aut Pricing and hedging financial derivatives and structured products a guide for practitioners Leonardo Marroni, 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) Electronic books Perdomo, Irene Sonstige oth Erscheint auch als Druck-Ausgabe, Hardcover 978-1-119-95371-5 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118773215 Verlag URL des Erstveröffentlichers 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, Irene Perdomo |
| title_fullStr | Pricing and hedging financial derivatives and structured products a guide for practitioners Leonardo Marroni, Irene Perdomo |
| title_full_unstemmed | Pricing and hedging financial derivatives and structured products a guide for practitioners Leonardo Marroni, 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 |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118773215 |
| work_keys_str_mv | AT marronileonardo pricingandhedgingfinancialderivativesandstructuredproductsaguideforpractitioners AT perdomoirene pricingandhedgingfinancialderivativesandstructuredproductsaguideforpractitioners |