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eric chin problems and solutions in mathematical finance equity derivatives volume 2

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Eric  Chin Problems and Solutions in Mathematical Finance. Equity Derivatives, Volume 2 eric chin problems and solutions in mathematical finance equity derivatives volume 2 Eric  Chin Problems and Solutions in Mathematical Finance. Equity Derivatives, Volume 2 eric chin problems and solutions in mathematical finance equity derivatives volume 2

Eric Chin Problems and Solutions in Mathematical Finance. Equity Derivatives, Volume 2

Detailed guidance on the mathematics behind equity derivatives Problems and Solutions in Mathematical Finance Volume II is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry. This volume focuses solely on equity derivatives problems, beginning with basic problems in derivatives securities before moving on to more advanced applications, including the construction of volatility surfaces to price exotic options. By providing a methodology for solving theoretical and practical problems, whilst explaining the limitations of financial models, this book helps readers to develop the skills they need to advance their careers. The text covers a wide range of derivatives pricing, such as European, American, Asian, Barrier and other exotic options. Extensive appendices provide a summary of important formulae from calculus, theory of probability, and differential equations, for the convenience of readers. As Volume II of the four-volume Problems and Solutions in Mathematical Finance series, this book provides clear explanation of the mathematics behind equity derivatives, in order to help readers gain a deeper understanding of their mechanics and a firmer grasp of the calculations. Review the fundamentals of equity derivatives Work through problems from basic securities to advanced exotics pricing Examine numerical methods and detailed derivations of closed-form solutions Utilise formulae for probability, differential equations, and more Mathematical finance relies on mathematical models, numerical methods, computational algorithms and simulations to make trading, hedging, and investment decisions. For the practitioners and graduate students of quantitative finance, Problems and Solutions in Mathematical Finance Volume II provides essential guidance principally towards the subject of equity derivatives.

Eric  Chin Problems and Solutions in Mathematical Finance. Stochastic Calculus eric chin problems and solutions in mathematical finance equity derivatives volume 2 Eric  Chin Problems and Solutions in Mathematical Finance. Stochastic Calculus eric chin problems and solutions in mathematical finance equity derivatives volume 2

Eric Chin Problems and Solutions in Mathematical Finance. Stochastic Calculus

Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance. Problems and Solutions in Mathematical Finance Volume I: Stochastic Calculus is the first of a four-volume set of books focusing on problems and solutions in mathematical finance. This volume introduces the reader to the basic stochastic calculus concepts required for the study of this important subject, providing a large number of worked examples which enable the reader to build the necessary foundation for more practical orientated problems in the later volumes. Through this application and by working through the numerous examples, the reader will properly understand and appreciate the fundamentals that underpin mathematical finance. Written mainly for students, industry practitioners and those involved in teaching in this field of study, Stochastic Calculus provides a valuable reference book to complement one’s further understanding of mathematical finance.

Sebastien  Bossu An Introduction to Equity Derivatives. Theory and Practice eric chin problems and solutions in mathematical finance equity derivatives volume 2 Sebastien  Bossu An Introduction to Equity Derivatives. Theory and Practice eric chin problems and solutions in mathematical finance equity derivatives volume 2

Sebastien Bossu An Introduction to Equity Derivatives. Theory and Practice

Everything you need to get a grip on the complex world of derivatives Written by the internationally respected academic/finance professional author team of Sebastien Bossu and Philipe Henrotte, An Introduction to Equity Derivatives is the fully updated and expanded second edition of the popular Finance and Derivatives. It covers all of the fundamentals of quantitative finance clearly and concisely without going into unnecessary technical detail. Designed for both new practitioners and students, it requires no prior background in finance and features twelve chapters of gradually increasing difficulty, beginning with basic principles of interest rate and discounting, and ending with advanced concepts in derivatives, volatility trading, and exotic products. Each chapter includes numerous illustrations and exercises accompanied by the relevant financial theory. Topics covered include present value, arbitrage pricing, portfolio theory, derivates pricing, delta-hedging, the Black-Scholes model, and more. An excellent resource for finance professionals and investors looking to acquire an understanding of financial derivatives theory and practice Completely revised and updated with new chapters, including coverage of cutting-edge concepts in volatility trading and exotic products An accompanying website is available which contains additional resources including powerpoint slides and spreadsheets. Visit www.introeqd.com for details.

Laurent Jacque L. International Corporate Finance. Value Creation with Currency Derivatives in Global Capital Markets eric chin problems and solutions in mathematical finance equity derivatives volume 2 Laurent Jacque L. International Corporate Finance. Value Creation with Currency Derivatives in Global Capital Markets eric chin problems and solutions in mathematical finance equity derivatives volume 2

Laurent Jacque L. International Corporate Finance. Value Creation with Currency Derivatives in Global Capital Markets

A thorough introduction to corporate finance from a renowned professor of finance and banking As globalization redefines the field of corporate finance, international and domestic finance have become almost inseparably intertwined. It's increasingly difficult to understand what is happening in capital markets without a firm grasp of currency markets, the investment strategies of sovereign wealth funds, carry trade, and foreign exchange derivatives products. International Corporate Finance offers thorough coverage of the international monetary climate, including Islamic finance, Asian banking, and cross-border mergers and acquisitions. Additionally, the book offers keen insight on global capital markets, equity markets, and bond markets, as well as foreign exchange risk management and how to forecast exchange rates. Offers a comprehensive discussion of the current state of international corporate finance Provides simple rules and pragmatic answers to key managerial questions and issues Includes case studies and real-world decision-making situations For anyone who wants to understand how finance works in today's hyper-connected global economy, International Corporate Finance is an insightful, practical guide to this complex subject.

Elaine  Henry Equity Asset Valuation Workbook eric chin problems and solutions in mathematical finance equity derivatives volume 2 Elaine  Henry Equity Asset Valuation Workbook eric chin problems and solutions in mathematical finance equity derivatives volume 2

Elaine Henry Equity Asset Valuation Workbook

Your complete guide to equity assets valuation Equity Asset Valuation Workbook, Third Edition was designed as a companion to Equity Asset Valuation, Third Edition, the most comprehensive text on this subject available on the market. This workbook provides key study tools, such as learning outcomes, chapter summaries, practice problems, and detailed solutions, that guide you in your preparation for the third step in the CFA certification program. These features reinforce essential theories and their practical application, and assist you in understanding the core concepts behind these theories, as well as when and how to implement them. Integrating both accounting and finance concepts, the workbook and its companion text offer a collection of valuation models—and challenge you to determine which models are most appropriate for given companies and circumstances. When you make an equity investment, you purchase and hold a share of stock. Through the payment of dividends and capital gains, this investment can result in income that can boost the performance of your portfolio—but determining which investments are going to be profitable and which are best passed over is key to building a successful equity investment strategy. Access targeted features, such as practice problems, chapter summaries, and learning outcomes, that reiterate your newfound knowledge Prepare for the third step in your CFA certification program with confidence Reinforce the ideas presented by the workbook's companion text, sold separately Expand your understanding of equity assets through versatile material that blends theory and practice to provide you with a realistic understanding of the field Equity Asset Valuation Workbook, Third Edition complements the revised Equity Asset Valuation, Third Edition, and guides your study efforts for the third step in the CFA certification program.

Ronald  Coase Good Derivatives. A Story of Financial and Environmental Innovation eric chin problems and solutions in mathematical finance equity derivatives volume 2 Ronald  Coase Good Derivatives. A Story of Financial and Environmental Innovation eric chin problems and solutions in mathematical finance equity derivatives volume 2

Ronald Coase Good Derivatives. A Story of Financial and Environmental Innovation

Through the eyes of an inventor of new markets, Good Derivatives: A Story of Financial and Environmental Innovation tells the story of how financial innovation – a concept that is misunderstood and under attack – has been a positive force in the last four decades. If properly designed and regulated, these “good derivatives” can open vast possibilities to address a variety of global problems. Filled with provocative ideas, fascinating stories, and valuable lessons, it will provide both an insightful interpretation of the last forty years in capital and environmental markets and a vision of world finance for the next forty years. As a young economist at the Chicago Board of Trade, Richard Sandor helped create interest rate futures, a development that revolutionized worldwide finance. Later, he pioneered the use of emissions trading to reduce acid rain, one of the most successful environmental programs ever. He will provide unique insights into the process of creating these new financial products. Covering successes and failures, the story describes the tireless process of inventing, educating and creating support for these new inventions in places like Chicago, New York, London, Paris and how it is unfolding today in Mumbai, Shanghai and Beijing. The book will tell the story of the creation of the Chicago Climate Exchange and its affiliated exchanges (European Climate Exchange, Chicago Climate Futures Exchange and Tianjin Climate Exchange, located in China). The lessons learned in these markets can play a critical role in effectively addressing global climate change and other pressing environmental issues. The author argues that market-based trading systems are a far more effective means of reducing pollutants than “command-and-control”. Environmental markets may ultimately help to find solutions to issues such as rainforest destruction, water problems and biodiversity threats. Written in an engaging, narrative style, Good Derivatives will be of interest to both practitioners and general readers who want to better understand the creative process of financial innovation. In the middle of so much distrust of markets, it is also a recipe of how transparent, well-regulated markets can be a force for good in the environmental, health, and social areas.

Eric  Tyson Personal Finance in Your 20s and 30s For Dummies eric chin problems and solutions in mathematical finance equity derivatives volume 2 Eric  Tyson Personal Finance in Your 20s and 30s For Dummies eric chin problems and solutions in mathematical finance equity derivatives volume 2

Eric Tyson Personal Finance in Your 20s and 30s For Dummies

Create a solid pathway for financial success Millennials often confront greater difficulties—including economic uncertainty and student debt—than those who came before them. This new financial responsibility can be intimidating, and many people are unsure where to begin. Personal Finance in Your 20s & 30s For Dummies will help Millennials to be confident about managing their finances and get on a clear path toward financial security. Inside, trusted financial advisor Eric Tyson shows students and recent grads how to make smart financial decisions in order to pay off student loans, avoid any additional debt, and create a solid plan to ensure their financial success. From avoiding common money mistakes to making informed investment choices, Personal Finance in Your 20s & 30s For Dummies covers it all! Build a foundation through smart spending and saving Rent, buy, or sell a house File taxes the right way Protect your finances and identity in the digital world Get ready to forge your own path to financial security!

Juan  Ramirez Handbook of Corporate Equity Derivatives and Equity Capital Markets eric chin problems and solutions in mathematical finance equity derivatives volume 2 Juan  Ramirez Handbook of Corporate Equity Derivatives and Equity Capital Markets eric chin problems and solutions in mathematical finance equity derivatives volume 2

Juan Ramirez Handbook of Corporate Equity Derivatives and Equity Capital Markets

Equity strategies are closely guarded secrets and as such, there is very little written about how investors and corporate can utilise equity vehicles as part of their growth strategies. In this much-needed book, industry expert Juan Ramiraz guides readers through the whole range of equity derivative instruments, showing how they can be applied to a range of equity capital market situations, including hedging, yield enhancement and disposal of strategic stakes, mergers and acquisitions, stock options plan hedging, equity financings, share buybacks and other transactions on treasury shares, bank regulatory capital arbitrage and tax driven situations. The book includes case studies to highlight how equity derivative strategies have been used in real-life situations.

离散数学教程纲要及题解[Problems and Solutions in Discrete Mathematics] eric chin problems and solutions in mathematical finance equity derivatives volume 2 离散数学教程纲要及题解[Problems and Solutions in Discrete Mathematics] eric chin problems and solutions in mathematical finance equity derivatives volume 2

离散数学教程纲要及题解[Problems and Solutions in Discrete Mathematics]

离散数学教程纲要及题解[Problems and Solutions in Discrete Mathematics]

Eric Tyson Personal Finance After 50 For Dummies eric chin problems and solutions in mathematical finance equity derivatives volume 2 Eric Tyson Personal Finance After 50 For Dummies eric chin problems and solutions in mathematical finance equity derivatives volume 2

Eric Tyson Personal Finance After 50 For Dummies

Explore the basic concepts of electronics, build your electronics workbench, and begin creating fun electronics projects right away! Electronics For Dummies, 3rd Edition is Packed with hundreds of colorful diagrams and photographs, this book provides step-by-step instructions for experiments that show you how electronic components work, advice on choosing and using essential tools, and exciting projects you can build in 30 minutes or less. You’ll get charged up as you transform theory into action in chapter after chapter! • Circuit basics: learn what voltage is, where current flows (and doesn’t flow), and how power is used in a circuit. • Critical components: discover how resistors, capacitors, inductors, diodes, and transistors control and shape electric current. • Versatile chips: find out how to use analog and digital integrated circuits to build complex projects with just a few parts. • Analyze circuits: understand the rules that govern current and voltage and learn how to apply them. • Safety tips: get a thorough grounding in how to protect yourself—and your electronics—from harm. Electronics For Dummies, 3rd Edition helps you explore the basic concepts of electronics with confidence – this book will get you charged up!

Kannoo  Ravindran The Mathematics of Financial Models. Solving Real-World Problems with Quantitative Methods eric chin problems and solutions in mathematical finance equity derivatives volume 2 Kannoo  Ravindran The Mathematics of Financial Models. Solving Real-World Problems with Quantitative Methods eric chin problems and solutions in mathematical finance equity derivatives volume 2

Kannoo Ravindran The Mathematics of Financial Models. Solving Real-World Problems with Quantitative Methods

Learn how quantitative models can help fight client problems head-on Before financial problems can be solved, they need to be fully understood. Since in-depth quantitative modeling techniques are a powerful tool to understanding the drivers associated with financial problems, one would need a solid grasp of these techniques before being able to unlock their full potential of the methods used. In The Mathematics of Financial Models, the author presents real world solutions to the everyday problems facing financial professionals. With interactive tools such as spreadsheets for valuation, pricing, and modeling, this resource combines highly mathematical quantitative analysis with useful, practical methodologies to create an essential guide for investment and risk-management professionals facing modeling issues in insurance, derivatives valuation, and pension benefits, among others. In addition to this, this resource also provides the relevant tools like matrices, calculus, statistics and numerical analysis that are used to build the quantitative methods used. Financial analysts, investment professionals, risk-management professionals, and graduate students will find applicable information throughout the book, and gain from the self-study exercises and the refresher course on key mathematical topics. Equipped with tips and information, The Mathematics of Financial Models Provides practical methodologies based on mathematical quantitative analysis to help analysts, investment and risk-management professionals better navigate client issues Contains interactive tools that demonstrate the power of analysis and modeling Helps financial professionals become more familiar with the challenges across a range of industries Includes a mathematics refresher course and plenty of exercises to get readers up to speed The Mathematics of Financial Models is an in-depth guide that helps readers break through common client financial problems and emerge with clearer strategies for solving issues in the future.

Wendy Pirie L. Derivatives Workbook eric chin problems and solutions in mathematical finance equity derivatives volume 2 Wendy Pirie L. Derivatives Workbook eric chin problems and solutions in mathematical finance equity derivatives volume 2

Wendy Pirie L. Derivatives Workbook

Apply practical derivatives knowledge to truly test your understanding Derivatives Workbook offers practical instruction for students and professionals seeking additional guidance on working with derivatives instruments. Created by CFA Institute as a companion to the comprehensive Derivatives text, this book helps you practice using what you've learned through problems that mimic real-world scenarios. Working with different derivatives instruments helps you gauge how well you understand the instruments' characteristics, both shared and unique; this intimate knowledge is essential to effective portfolio management, and this book provides an expertly-designed, low-stakes environment ideal for self-assessment. Derivatives—financial instruments that derive their value from the value of some underlying asset—have become increasingly important for effective risk management, and fundamental for creating synthetic exposures to asset classes. Whether you're a student aspiring to a career in finance, or a professional seeking a stronger skill set, this workbook is an invaluable tool for simulating the use of derivatives in everyday practice. Work more effectively with different types of derivative instruments Master the valuation of forward, future, options, and swap contracts Utilize options for risk management and portfolio optimization Explore the practical aspects of working within the derivatives markets As in other security markets, arbitrage and market efficiency play a critical role in derivative pricing. The experts at CFA Institute recognize the need for realistic, practical derivatives training that translates well into real-world practice; this workbook fills the gap with a wealth of practice problems that have value to both aspiring and practicing investment professionals. Derivatives Workbook provides authoritative training and comprehensive practical instruction on derivative instruments, their markets, and valuation.

Wendy L. Pirie Derivatives Workbook eric chin problems and solutions in mathematical finance equity derivatives volume 2 Wendy L. Pirie Derivatives Workbook eric chin problems and solutions in mathematical finance equity derivatives volume 2

Wendy L. Pirie Derivatives Workbook

Apply practical derivatives knowledge to truly test your understanding Derivatives Workbook offers practical instruction for students and professionals seeking additional guidance on working with derivatives instruments. Created by CFA Institute as a companion to the comprehensive Derivatives text, this book helps you practice using what you've learned through problems that mimic real-world scenarios. Working with different derivatives instruments helps you gauge how well you understand the instruments' characteristics, both shared and unique; this intimate knowledge is essential to effective portfolio management, and this book provides an expertly-designed, low-stakes environment ideal for self-assessment. Derivatives—financial instruments that derive their value from the value of some underlying asset—have become increasingly important for effective risk management, and fundamental for creating synthetic exposures to asset classes. Whether you're a student aspiring to a career in finance, or a professional seeking a stronger skill set, this workbook is an invaluable tool for simulating the use of derivatives in everyday practice. Work more effectively with different types of derivative instruments Master the valuation of forward, future, options, and swap contracts Utilize options for risk management and portfolio optimization Explore the practical aspects of working within the derivatives markets As in other security markets, arbitrage and market efficiency play a critical role in derivative pricing. The experts at CFA Institute recognize the need for realistic, practical derivatives training that translates well into real-world practice; this workbook fills the gap with a wealth of practice problems that have value to both aspiring and practicing investment professionals. Derivatives Workbook provides authoritative training and comprehensive practical instruction on derivative instruments, their markets, and valuation.

Tanya Beder S. Financial Engineering. The Evolution of a Profession eric chin problems and solutions in mathematical finance equity derivatives volume 2 Tanya Beder S. Financial Engineering. The Evolution of a Profession eric chin problems and solutions in mathematical finance equity derivatives volume 2

Tanya Beder S. Financial Engineering. The Evolution of a Profession

FINANCIAL ENGINEERING The Robert W. Kolb Series in Finance is an unparalleled source of information dedicated to the most important issues in modern finance. Each book focuses on a specific topic in the field of finance and contains contributed chapters from both respected academics and experienced financial professionals. As part of the Robert W. Kolb Series in Finance, Financial Engineering aims to provide a comprehensive understanding of this important discipline by examining its fundamentals, the newest financial products, and disseminating cutting-edge research. A contributed volume of distinguished practitioners and academics, Financial Engineering details the different participants, developments, and products of various markets—from fixed income, equity, and derivatives to foreign exchange. Also included within these pages are comprehensive case studies that reveal the various issues associated with financial engineering. Through them, you'll gain instant insights from the stories of Countrywide (mortgages), Société Générale and Barings (derivatives), the Allstate Corporation (fixed income), AIG, and many others. There is also a companion website with details from the editors' survey of financial engineering programs around the globe, as well as a glossary of key terms from the book. Financial engineering is an evolving field in constant revision. Success, innovation, and profitability in such a dynamic area require being at the forefront of research as new products and models are introduced and implemented. If you want to enhance your understanding of this discipline, take the time to learn from the experts gathered here.

Steve  Bell Quantitative Finance For Dummies eric chin problems and solutions in mathematical finance equity derivatives volume 2 Steve  Bell Quantitative Finance For Dummies eric chin problems and solutions in mathematical finance equity derivatives volume 2

Steve Bell Quantitative Finance For Dummies

An accessible, thorough introduction to quantitative finance Does the complex world of quantitative finance make you quiver? You're not alone! It's a tough subject for even high-level financial gurus to grasp, but Quantitative Finance For Dummies offers plain-English guidance on making sense of applying mathematics to investing decisions. With this complete guide, you'll gain a solid understanding of futures, options and risk, and get up-to-speed on the most popular equations, methods, formulas and models (such as the Black-Scholes model) that are applied in quantitative finance. Also known as mathematical finance, quantitative finance is the field of mathematics applied to financial markets. It's a highly technical discipline—but almost all investment companies and hedge funds use quantitative methods. This fun and friendly guide breaks the subject of quantitative finance down to easily digestible parts, making it approachable for personal investors and finance students alike. With the help of Quantitative Finance For Dummies, you'll learn the mathematical skills necessary for success with quantitative finance, the most up-to-date portfolio and risk management applications and everything you need to know about basic derivatives pricing. Covers the core models, formulas and methods used in quantitative finance Includes examples and brief exercises to help augment your understanding of QF Provides an easy-to-follow introduction to the complex world of quantitative finance Explains how QF methods are used to define the current market value of a derivative security Whether you're an aspiring quant or a top-tier personal investor, Quantitative Finance For Dummies is your go-to guide for coming to grips with QF/risk management.

Dong  Qu Manufacturing and Managing Customer-Driven Derivatives eric chin problems and solutions in mathematical finance equity derivatives volume 2 Dong  Qu Manufacturing and Managing Customer-Driven Derivatives eric chin problems and solutions in mathematical finance equity derivatives volume 2

Dong Qu Manufacturing and Managing Customer-Driven Derivatives

Manufacturing and Managing Customer-Driven Derivatives Manufacturing and Managing Customer-Driven Derivatives sheds light on customer-driven derivative products and their manufacturing process, which can prove a complicated topic for even experienced financial practitioners. This authoritative text offers up-to-date knowledge and practices across a broad range of topics that address the entire manufacturing, pricing and risk management process, including practical knowledge and industrial best practices. This resource blends quantitative and business perspectives to provide an in-depth understanding of the derivative risk management skills that are necessary to adopt in the competitive financial industry. Manufacturing and managing customer-driven derivative products have become more complex due to macro factors such as the multi-curve environments triggered by the recent financial crises, stricter regulatory requirements of consistent modelling and managing frameworks, and the need for risk/reward optimisation. Explore the fundamental components of the derivatives business, including equity derivatives, interest rates derivatives, real estate derivatives, and real life derivatives, etc. Examine the life cycle of manufacturing derivative products and practical pricing models Deep dive into a wide range of customer-driven structured derivative products, their investment or hedging payoff features and associated risk exposures Examine the implications of changing regulatory standards, which can increase costs in the banking sector Discover practical yet sophisticated product analysis, quantitative modeling, infrastructure integration, risk analysis, and hedging analysis Gain insight on how banks should handle complex derivatives products Manufacturing and Managing Customer-Driven Derivatives is an essential guide for quants, structurers, derivatives traders, risk managers, business executives, insurance industry professionals, hedge fund managers, academic lecturers, and financial math students who are interested in looking at the bigger picture of the manufacturing, pricing and risk management process of customer-driven derivative transactions. «Like many people on the quantitative side of finance I’ve often wondered why and how the more complex derivatives are created. I mean, some of the term sheets I’ve seen are just downright bizarre. Well, thanks to Dong Qu, the expert in both quant finance and the business side, now I know. Dong covers everything from creative ideas, country specifics, regulatory issues, and tax implications, to modeling and risk management. This is an excellent book, unique for its breadth of coverage, genuinely for the whole business of quantitative finance.» Paul Wilmott, Wilmott Magazine «With so many books out there on derivatives pricing, I thought it was impossible to write a new, original one. Dong Qu proved I was wrong. Not only does this volume focus on the main industry-standard pricing models, it also sheds light on the typical workflow and development process of derivatives contracts in banks, from quant library design to meeting new regulatory risk-management requirements. I wish this book was out there when I started my career as a front-office quant!» Fabio Mercurio, Global Head of Quant Analytics, Bloomberg «Everything you always wanted to know about financial derivatives but were afraid to ask could also be the title of this book. Written by an author with over 20 years of experience in the industry, this book joins practical hedging, risk management and regulation issues with sophisticated yet not overly complicated maths. An absolute must for all practitioners and very informative for academicians.» Dariusz Gatarek, Professor, Polish Academy of Sciences "T

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