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Основной контент книги Pricing and Hedging Financial Derivatives. A Guide for Practitioners
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Volume 266 pages

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Pricing and Hedging Financial Derivatives. A Guide for Practitioners

authors
leonardo marroni,
irene perdomo
Читайте только на Литрес

The book cannot be downloaded as a file, but can be read in our app or online on the website.

$103

About the book

The only guide focusing entirely on practical approaches to pricing and hedging derivatives One 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

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Book Leonardo Marroni, Irene Perdomo «Pricing and Hedging Financial Derivatives. A Guide for Practitioners» — read online on the website. Leave comments and reviews, vote for your favorites.
Age restriction:
0+
Release date on Litres:
22 December 2017
Volume:
266 p.
ISBN:
9781119954576
Total size:
14 МБ
Total number of pages:
266
Copyright holder:
John Wiley & Sons Limited
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