Książka Hyrid Derivates Christopher Hunter

Hyrid Derivates

Modeling and Pricing

Język: Angielski
Oprawa: Twarda
Dostępność: Oczekiwana premiera
Termin nieznany
401.30
In the last 12 months, all leading financial institutions have set up hybrid derivatives desks in th...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2011
strony
448
EAN
9780470026618
Enbook ID
01387930
Wymiary
168 x 244

Pełny opis

In the last 12 months, all leading financial institutions have set up hybrid derivatives desks in the view that they will shortly become as lucrative as standard interest-rate derivatives. This book fills a large gap in the market by looking at the state-of-the-art in modeling and pricing hybrid derivatives. Leading practitioner Christopher Hunter looks at the complex subject in its entirety, from a description of the market and its assets, which include interest rates, bonds, foreign exchange, credit and commodities and then looks at the mathematical concepts behind them, including modeling with Monte Carlo and Copulae.

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