標題: Titlebook: Derivatives; Theory and Practice Ji?í Witzany Textbook 2020 The Editor(s) (if applicable) and The Author(s), under exclusive license to Sp [打印本頁] 作者: 老鼠系領(lǐng)帶 時間: 2025-3-21 16:09
書目名稱Derivatives影響因子(影響力)
書目名稱Derivatives影響因子(影響力)學科排名
書目名稱Derivatives網(wǎng)絡(luò)公開度
書目名稱Derivatives網(wǎng)絡(luò)公開度學科排名
書目名稱Derivatives被引頻次
書目名稱Derivatives被引頻次學科排名
書目名稱Derivatives年度引用
書目名稱Derivatives年度引用學科排名
書目名稱Derivatives讀者反饋
書目名稱Derivatives讀者反饋學科排名
作者: Relinquish 時間: 2025-3-21 23:54 作者: PAN 時間: 2025-3-22 02:44
Interest Rate Derivatives,pter, we are going to explain how to build zero coupon curves given various interest rate quotations and how to use the curves to value the basic interest rate derivative contracts. We focus on the trading mechanics, hedging, and valuation of the plain vanilla derivatives such as forward rate agreem作者: Cloudburst 時間: 2025-3-22 07:36
Option Markets, Valuation, and Hedging,come popular both on the OTC and on the organized exchange markets, but their valuation is more complex than in the case of forwards. It requires the underlying asset price volatility as a new input into the valuation models that have, at the same time, become a new market variable. We will explain 作者: expdient 時間: 2025-3-22 09:59 作者: 包庇 時間: 2025-3-22 15:37
Stochastic Interest Rates and the Standard Market Model,mptions including the one saying that the instantaneous interest rates are constant. But the interest rates are not constant at all in real financial markets. First, there is a term structure of interest rates, 1-year interest rates are usually greater than over-night interest rates, and 5-year inte作者: 包庇 時間: 2025-3-22 17:50
Interest Rate Models,del does not describe the stochastic dynamics of interest rates over time, and so it cannot be applied to value American-style options, callable bonds, or other more complex interest rate derivatives. In this chapter, we are going to introduce the most important interest rate models, which can be cl作者: G-spot 時間: 2025-3-22 23:14
Exotic Options, Volatility Smile, and Alternative Stochastic Models,ptions can be valued by a modification of the Black-Scholes formula, while for some there are more complicated formulas, developed in the context of the?geometric Brownian motion, and the others can be valued only numerically using Monte Carlo simulations, binomial tree techniques, or partial differ作者: CHANT 時間: 2025-3-23 02:40 作者: 種植,培養(yǎng) 時間: 2025-3-23 06:24 作者: 不給啤 時間: 2025-3-23 12:24
Interest Rate Derivatives,rest rate derivative contracts. We focus on the trading mechanics, hedging, and valuation of the plain vanilla derivatives such as forward rate agreements (FRA), short-term, and (STIR) long-term interest rate (LTIR) futures, interest rate swaps (IRS), and cross-currency swaps (CCS).作者: faction 時間: 2025-3-23 15:46
https://doi.org/10.1007/978-3-662-11724-8age-free and perfectly liquid market. This relationship turns out to be weaker for consumption storable assets, and in particular for non-storable assets such as electricity or some agricultural commodities. In this chapter, we will also discuss how to use forwards and futures to hedge risk in various positions and portfolios.作者: bromide 時間: 2025-3-23 19:56
Computergestützte Informationssystemehow value options in the relatively elementary framework of binomial trees and in the theoretically more advanced context of stochastic asset price modeling. The last section will look at the issue of option portfolio hedging using the concept of so-called Greek letters.作者: Grasping 時間: 2025-3-24 00:11 作者: troponins 時間: 2025-3-24 02:49
Option Markets, Valuation, and Hedging,how value options in the relatively elementary framework of binomial trees and in the theoretically more advanced context of stochastic asset price modeling. The last section will look at the issue of option portfolio hedging using the concept of so-called Greek letters.作者: ILEUM 時間: 2025-3-24 10:23
https://doi.org/10.1007/978-3-662-07173-1 closely related to many bank failures and even many financial crises, including the global financial crisis of 2007–2008. This chapter will introduce the basic derivative product types and provide a detailed overview of the derivative markets’ institutional framework and their recent developments.作者: 增強 時間: 2025-3-24 14:40
https://doi.org/10.1007/978-3-322-91668-6location. Market risk management, in particular in case of OTC derivatives, is also closely related to the counterparty credit risk management and measurement in terms of CVA (Credit Valuation Adjustment) that will be in detail discussed in the last section of this chapter.作者: 建筑師 時間: 2025-3-24 15:01 作者: 監(jiān)禁 時間: 2025-3-24 21:48 作者: PAC 時間: 2025-3-24 23:32
Textbook 2020MC 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..作者: LANCE 時間: 2025-3-25 05:38
Effizienzsteigerung des Facility Managementse 1-year interest rate instead of the presumably constant short rate. It turns out that this simple modification, leading to the so-called ., is correct, but in order to prove it we need to generalize significantly the risk-neutral valuation framework.作者: archetype 時間: 2025-3-25 08:22 作者: TOXIC 時間: 2025-3-25 15:34 作者: TAP 時間: 2025-3-25 19:16
Stochastic Interest Rates and the Standard Market Model,e 1-year interest rate instead of the presumably constant short rate. It turns out that this simple modification, leading to the so-called ., is correct, but in order to prove it we need to generalize significantly the risk-neutral valuation framework.作者: 撕裂皮肉 時間: 2025-3-26 00:03 作者: 數(shù)量 時間: 2025-3-26 00:38 作者: 范圍廣 時間: 2025-3-26 07:23
Textbook 2020ng 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 Asses作者: 充氣球 時間: 2025-3-26 10:10
https://doi.org/10.1007/978-3-662-07173-1 different counterparties. Instruments such as forwards, futures, swaps, or options are nowadays normally used by banks, asset managers, or corporate treasurers for hedging or speculation. Trading with derivatives has become increasingly important in the last 30 years throughout the world. It has be作者: exquisite 時間: 2025-3-26 15:25 作者: 敵手 時間: 2025-3-26 20:19
,Dokumentation des Geb?udebestands,pter, we are going to explain how to build zero coupon curves given various interest rate quotations and how to use the curves to value the basic interest rate derivative contracts. We focus on the trading mechanics, hedging, and valuation of the plain vanilla derivatives such as forward rate agreem作者: 紋章 時間: 2025-3-26 22:29
Computergestützte Informationssystemecome popular both on the OTC and on the organized exchange markets, but their valuation is more complex than in the case of forwards. It requires the underlying asset price volatility as a new input into the valuation models that have, at the same time, become a new market variable. We will explain 作者: extinct 時間: 2025-3-27 01:15 作者: 眼界 時間: 2025-3-27 08:19
Effizienzsteigerung des Facility Managementsmptions including the one saying that the instantaneous interest rates are constant. But the interest rates are not constant at all in real financial markets. First, there is a term structure of interest rates, 1-year interest rates are usually greater than over-night interest rates, and 5-year inte作者: Corral 時間: 2025-3-27 10:14
Strukturwandel in der Immobilienwirtschaft,del does not describe the stochastic dynamics of interest rates over time, and so it cannot be applied to value American-style options, callable bonds, or other more complex interest rate derivatives. In this chapter, we are going to introduce the most important interest rate models, which can be cl作者: AWRY 時間: 2025-3-27 14:37 作者: Thyroid-Gland 時間: 2025-3-27 18:43
Derivatives978-3-030-51751-9Series ISSN 2192-4333 Series E-ISSN 2192-4341 作者: Console 時間: 2025-3-27 22:17
Ji?í WitzanyCovers basic to advanced topics, estimation methods, and modeling of financial and commodity derivatives.Provides an overview of recent regulatory requirements related to market risk management and de作者: Kidney-Failure 時間: 2025-3-28 03:50 作者: 好色 時間: 2025-3-28 08:20 作者: 健談 時間: 2025-3-28 12:10
978-3-030-51753-3The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl
