Market risk analysis: Vol 3, Pricing, Hedging and Trading Financial Instruments /
Material type:
TextLanguage: English Publication details: Chichester, England : Wiley, 2008Description: xxv386 p. 28 cmISBN: 9780470997895Subject(s): Risk management | Kinh tế học tài chính | Quản lý rủi ro | Tài chínhDDC classification: 332 Online resources: Click here to access online Summary: This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces.
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|
Sách tham khảo
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Thư viện Trường Quốc tế - Cơ sở Hacinco
Thư viện Trường Quốc tế - Đại học Quốc gia Hà Nội |
332 ALE 2008 | Available | E-B7/08830 |
Total holds: 0
This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces.
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