Derivatives: Theory and Practice of Trading, Valuation, and Risk Management (Springer Texts in Business and Economics) - Image 1

£87.43

Springer Derivatives: Theory and Practice of Trading, Valuation, and Risk Management (Springer Texts in Business and Economics)

Name: Derivatives: Theory and Practice of Trading, Valuation, and Risk Management (Springer Texts in Business and Economics)
Brand: Springer
Price: 87.43 GBP
Availability: InStock

Corporate

About as cheap as it gets. The only time it was cheaper was 8 months ago.

£87 today · all-time low £87 (Oct 2025) · usually the usual

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 159 days • 159 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 159 days • 5 price levels

Days at Price

Current Price

Price Analysis

Most common price: £89 (70 days, 44.0%)

Price range: £87 - £91

Price levels: 5 different prices over 159 days

Description

This book helps students, researchers and quantitative finance practitioners to understand both basic and advanced topics in the valuation and modeling 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 Assessment Process (ICAAP). The reader will also find a detailed treatment of counterparty credit risk, stochastic volatility estimation methods such as MCMC 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. From the Back Cover This book helps students, researchers and quantitative finance practitioners to understand both basic and advanced topics in the valuation and modeling 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 Assessment Process (ICAAP). The reader will also find a detailed treatment of counterparty credit risk, stochastic volatility estimation methods such as MCMC 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. About the Author Jiří Witzany is a professor at the Faculty of Finance and Accounting, University of Economics, Prague (Czech Republic). Prior to his work in Prague, he was an Assistant Professor of Mathematics at the University of California (LA, USA) and later worked as the Market and Credit Risk Manager in the major Czech bank Komerční Banka (Société Générale Group). Currently, he teaches courses in financial derivatives, quantitative finance and credit risk modeling for students of financial engineering, finance and financial mathematics. He is also active as a consultant on credit and market risk management including financial derivatives valuation for major Czech and international banks. He is the author or co-author of several monographs and a number of articles in financial or mathematical peer-reviewed journals.

Product Specifications

Brand: Springer
Format: Hardcover
ASIN: 3030517500
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Corporate
Domain: Amazon UK
Release Date: 05 November 2020
Listed Since: 23 May 2020

Barcode

No barcode data available

Springer Derivatives: Theory and Practice of Trading, Valuation, and Risk Management (Springer Texts in Business and Economics)

About as cheap as it gets. The only time it was cheaper was 8 months ago.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Options, Futures, and Other Derivatives, Global Edition

Derivatives Unlocked: A Practitioner’s Perspective

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

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

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

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

Derivatives (CFA Institute Investment Series)

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

Modern Pricing of Interest–Rate Derivatives – The LIBOR Market Model and Beyond

Stochastic Models for Prices Dynamics in Energy and Commodity Markets: An Infinite-Dimensional Perspective (Springer Finance)

Derivatives Markets and Analysis: 148 (Bloomberg Financial)

Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

Financial Derivatives (Critical Concepts in Finance)

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

Paul Wilmott on Quantitative Finance 2nd Edition

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

A Factor Model Approach to Derivative Pricing

Financial Risk Management and Derivative Instruments (Routledge Advanced Texts in Economics and Finance)

The Handbook of Credit Derivaties (McGraw-Hill Library of Investment and Finance)

Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

Lévy Processes in Finance: Pricing Financial Derivatives: 534 (Wiley Series in Probability and Statistics)

Financial Engineering: Derivatives and Risk Management

The Politics of Regime Complexity in International Derivatives Regulation

Financial Derivatives in Theory and Practice, Revised Edition