Synopsis: This book brings together in one volume both a complete, rigorous, and yet readable account of the mathematics underlying derivative pricing and a guide to applying these ideas to solve real pricing problems. It is aimed at practitioners and researchers who wish to understand the latest finance literature and develop their own pricing models. The authors? combination of strong theoretical knowledge and extensive market experience make this book particularly relevant for those interested in real-world applications of mathematical finance.
- detailed coverage of interest rate derivatives, from? vanilla? instruments through to many of the more exotic products currently being traded
- overview of popular term structure models along with their relationships to each other (including Heath? Jarrow? Morton, short rate models, and the latest market models)
- explanation of numeraires as a modeling and pricing tool
- pricing models for constant maturity swaps and other convexity products
- models and efficient algorithms for path? dependent and Bermudan swaptions
- insights into how to go about pricing products beyond those treated in the text
- accessible yet rigorous treatment of the stochastic calculus required for option pricing
Get Financial Derivates in Theory & Practice or the other courses from the same one of these categories: eBook, Trading, Options, Theory, Markets, Financial, Mathematical, P. J. Hunt, Derivates for free on Course Sharing.
Share Course Financial Derivates in Theory & Practice, Free Download Financial Derivates in Theory & Practice, Financial Derivates in Theory & Practice Torrent, Financial Derivates in Theory & Practice Download Free, Financial Derivates in Theory & Practice Discount, Financial Derivates in Theory & Practice Review, P. J. Hunt – Financial Derivates in Theory & Practice, Financial Derivates in Theory & Practice, P. J. Hunt.