brazilian derivatives and securities

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Brazilian Derivatives And Securities

Author : Marcos C. S. Carreira
ISBN : 9781137477279
Genre : Business & Economics
File Size : 25. 84 MB
Format : PDF, Mobi
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This book provides a quantitative, applied guide to the offshore and onshore Brazilian markets, with a focus on the financial instruments unique to the region.

Derivative Security Pricing

Author : Carl Chiarella
ISBN : 9783662459065
Genre : Business & Economics
File Size : 52. 18 MB
Format : PDF
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The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito’s Lemma, martingales, Girsanov’s theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field.

An Introduction To Derivative Securities

Author : Jarrow
ISBN : 0324015488
Genre :
File Size : 44. 60 MB
Format : PDF
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Quantitative Modeling Of Derivative Securities

Author : Marco Avellaneda
ISBN : 1584880317
Genre : Mathematics
File Size : 78. 97 MB
Format : PDF
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Quantitative Modeling of Derivative Securities demonstrates how to take the basic ideas of arbitrage theory and apply them - in a very concrete way - to the design and analysis of financial products. Based primarily (but not exclusively) on the analysis of derivatives, the book emphasizes relative-value and hedging ideas applied to different financial instruments. Using a "financial engineering approach," the theory is developed progressively, focusing on specific aspects of pricing and hedging and with problems that the technical analyst or trader has to consider in practice. More than just an introductory text, the reader who has mastered the contents of this one book will have breached the gap separating the novice from the technical and research literature.

Financial Calculus

Author : Martin Baxter
ISBN : 0521552893
Genre : Business & Economics
File Size : 25. 34 MB
Format : PDF, ePub
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Modern introduction to mathematics of pricing, construction and hedging of derivative securities.

Derivatives Essentials

Author : Aron Gottesman
ISBN : 9781119163565
Genre : Business & Economics
File Size : 72. 6 MB
Format : PDF, Docs
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A clear, practical guide to working effectively with derivative securities products Derivatives Essentials is an accessible, yet detailed guide to derivative securities. With an emphasis on mechanisms over formulas, this book promotes a greater understanding of the topic in a straightforward manner, using plain-English explanations. Mathematics are included, but the focus is on comprehension and the issues that matter most to practitioners—including the rights and obligations, terms and conventions, opportunities and exposures, trading, motivation, sensitivities, pricing, and valuation of each product. Coverage includes forwards, futures, options, swaps, and related products and trading strategies, with practical examples that demonstrate each concept in action. The companion website provides Excel files that illustrate pricing, valuation, sensitivities, and strategies discussed in the book, and practice and assessment questions for each chapter allow you to reinforce your learning and gauge the depth of your understanding. Derivative securities are a complex topic with many "moving parts," but practitioners must possess a full working knowledge of these products to use them effectively. This book promotes a truly internalized understanding rather than rote memorization or strict quantitation, with clear explanations and true-to-life examples. Understand the concepts behind derivative securities Delve into the nature, pricing, and offset of sensitivities Learn how different products are priced and valued Examine trading strategies and practical examples for each product Pricing and valuation is important, but understanding the fundamental nature of each product is critical—it gives you the power to wield them more effectively, and exploit their natural behaviors to achieve both short- and long-term market goals. Derivatives Essentials provides the clarity and practical perspective you need to master the effective use of derivative securities products.

Derivatives And Risk Management

Author :
ISBN : 8131755142
Genre :
File Size : 74. 61 MB
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