Market Risk Analysis, Pricing, Hedging and Trading Financial Instruments (The Wiley Finance Series) - Image 1

£63.96

Wiley Market Risk Analysis, Pricing, Hedging and Trading Financial Instruments (The Wiley Finance Series)

Name: Market Risk Analysis, Pricing, Hedging and Trading Financial Instruments (The Wiley Finance Series)
Brand: Wiley
Price: 63.96 GBP
Availability: InStock

Risk Management

This is the most expensive it has ever been. Walk away.

£64 today · previous high £64 · all-time low £60

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 52 days · 52 data points (no recent data)

Historical

Generating forecast…

Price Distribution

Price distribution over 52 days • 4 price levels

Days at Price

Current Price

Price Analysis

Most common price: £63 (30 days, 57.7%)

Price range: £60 - £64

Price levels: 4 different prices over 52 days

Description

Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include: Duration-Convexity approximation to bond portfolios, and portfolio immunization; Pricing floaters and vanilla, basis and variance swaps; Coupon stripping and yield curve fitting; Proxy hedging, and hedging international securities and energy futures portfolios; Pricing models for European exotics, including barriers, Asians, look-backs, choosers, capped, contingent, power, quanto, compo, exchange, ‘best-of’ and spread options; Libor model calibration; Dynamic models for implied volatility based on principal component analysis; Calibration of stochastic volatility models (Matlab code); Simulations from stochastic volatility and jump models; Duration, PV01 and volatility invariant cash flow mappings; Delta-gamma-theta-vega mappings for options portfolios; Volatility beta mapping to volatility indices.

Key Features

New

Mint Condition

Dispatch same day for order received before 12 noon

Guaranteed packaging

No quibbles returns

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 0470997893
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Risk Management
Domain: Amazon UK
Release Date: 09 May 2008
Listed Since: 18 January 2008

Barcode

No barcode data available

Wiley Market Risk Analysis, Pricing, Hedging and Trading Financial Instruments (The Wiley Finance Series)

This is the most expensive it has ever been. Walk away.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Analytical Finance: Volume II: The Mathematics of Interest Rate Derivatives, Markets, Risk and Valuation

Options, futures et autres actifs dérivés : manuel - 11e édition

Problems and Solutions in Mathematical Finance, Volume 2: Equity Derivatives (The Wiley Finance Series)

Derivatives and Internal Models: Modern Risk Management (Finance and Capital Markets Series)

Market Risk Analysis: Quantitative Methods in Finance, Practical Financial Econometrics, Pricing, Hedging and Trading Financial Instruments, Value-at-Risk Models

Ultimate Quant Job Interview Questions Workbook: Brief Crash Courses and Real Interview Questions taking you from Beginner to Wall Street Offers (The ... Quantitative Trading Strategies with Python)

Analytical Finance: Volume I: The Mathematics of Equity Derivatives, Markets, Risk and Valuation: 1

Quantitative Analysis, Derivatives Modeling, and Trading Strategies: In the Presence of Counterparty Credit Risk for the Fixed-Income Market

Paul Wilmott on Quantitative Finance 2nd Edition

Fitting Local Volatility: Analytic And Numerical Approaches In Black-Scholes And Local Variance Gamma Models

Introduction to Stochastic Finance with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)

Malliavin Calculus in Finance: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series)

Swaps and Other Derivatives: 480 (The Wiley Finance Series)

The Mathematics of Finance: Modeling and Hedging (Pure and Applied Undergraduate Texts)

An Introduction to Exotic Option Pricing (Chapman & Hall/CRC Financial Mathematics)

Routledge Emerging Financial Derivatives - Exotic Options Book

American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)

Pearson John Hull Options, Futures, and Other Derivatives 11th Ed

Quantitative Analysis, Derivatives Modeling, And Trading Strategies: In The Presence Of Counterparty Credit Risk For The Fixed-Income Market

American-Style Derivatives: Valuation and Computation (Chapman and Hall/CRC Financial Mathematics Series)

Market Risk Analysis, Quantitative Methods in Finance (The Wiley Finance Series)

Foundations of the Pricing of Financial Derivatives: Theory and Analysis (Frank J. Fabozzi Series)

The Heston Model and Its Extensions in VBA (Wiley Finance)

Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives