Share
Derivatives: Theory and Practice of Trading, Valuation, and Risk Management (in English)
Jiří Witzany
(Author)
·
Springer
· Hardcover
Derivatives: Theory and Practice of Trading, Valuation, and Risk Management (in English) - Witzany, Jiří
$ 132.62
$ 139.99
You save: $ 7.37
Choose the list to add your product or create one New List
✓ Product added successfully to the Wishlist.
Go to My WishlistsIt will be shipped from our warehouse between
Tuesday, July 16 and
Wednesday, July 17.
You will receive it anywhere in United States between 1 and 3 business days after shipment.
Synopsis "Derivatives: Theory and Practice of Trading, Valuation, and Risk Management (in English)"
This book helps students, researchers and quantitative finance practitioners to understand both basic and advanced topics in the valuation and modeling of financial and commodity derivatives, their institutional framework and risk management. It provides an overview of the new regulatory requirements such as Basel III, the Fundamental Review of the Trading Book (FRTB), Interest Rate Risk of the Banking Book (IRRBB), or the Internal Capital Assessment Process (ICAAP). The reader will also find a detailed treatment of counterparty credit risk, stochastic volatility estimation methods such as MCMC and Particle Filters, and the concepts of model-free volatility, VIX index definition and the related volatility trading. The book can also be used as a teaching material for university derivatives and financial engineering courses.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
All books in our catalog are Original.
The book is written in English.
The binding of this edition is Hardcover.
✓ Producto agregado correctamente al carro, Ir a Pagar.
