Hybrid Securities Valuation

Name: Hybrid Securities Valuation
Brand: Scholars' Press
SKU: 9783639664614
Price: 51.01 EUR
Availability: InStock

An original conceptual framework for mixing numerical methods

Autor: De Simone Antonio

Jazyk:

Väzba: Brožovaná

Vydavateľ: Scholars' Press

Dostupnosť: Skladom u dodávateľa

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51.01 €

During the last five decades we have assisted to an exponential growth in the volume and in the type...

Informácie o knihe

Autor

De Simone Antonio

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2014

Stránok

252

EAN

9783639664614

ISBN

3639664612

Enbook ID

08022132

Vydavateľ

Scholars' Press

Hmotnosť

372

Rozmery

152 x 229 x 14

Kompletný popis

During the last five decades we have assisted to an exponential growth in the volume and in the type of financial contracts that are traded worldwide in Exchange and Over-The-Counter markets. The steep increase in the variety and amount of financial derivatives would have never been possible without a parallel development of the financial mathematics and the implementation of analytical and numerical methods. In recent times, many tools have been developed in the fields of advanced mathematical finance and probability theory in order to provide investors with adequate frameworks for pricing, hedging and risk management purposes. The aim of this book is therefore to combine theoretical aspects of mathematical finance and finance theory and to show applications for practitioners that may result useful in real-world problems concerning pricing and hedging "hybrid securities" i.e. financial products whose value depends on two sources of risk that are the stock price and the interest rate. It is also occasion for reporting the results of a three years study I conducted during the PhD course I attended at the University of Napoli Federico II.

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Hybrid Securities Valuation

An original conceptual framework for mixing numerical methods

Informácie o knihe

Kompletný popis

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Zákazníci, ktorí si kúpili túto knihu, kúpili tiež