Derivatives: Theory and Practice of Trading, Valuation, and Risk ManagementКНИГИ » БИЗНЕС И ЭКОНОМИКА
Название: Derivatives: Theory and Practice of Trading, Valuation, and Risk Management Автор: Jiri Witzany Издательство: Sptinger Год: 2020 Формат: PDF Страниц: 381 Размер: 14 Mb Язык: 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.
Optimal Mean Reversion Trading Название: Optimal Mean Reversion Trading Автор: Tim Leung and Xin Li Издательство: World Scientific Publishing Год: 2016 Формат: PDF Размер: 51 Мб ...
Python for Finance: Analyze Big Financial Data Название: Python for Finance: Analyze Big Financial Data Автор: Yves Hilpisch Издательство: O'Reilly Media Год: 2015 Страниц: 606 Формат: PDF Размер:...
Информация
Посетители, находящиеся в группе Гости, не могут оставлять комментарии к данной публикации.
Навигация
Вход на сайт
Реклама
Derivatives: Theory and Practice of Trading, Valuation, and Risk Management 
