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

£48.61

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: 48.61 GBP
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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.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 3030517535
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Corporate
Domain: Amazon UK
Release Date: 06 November 2021
Listed Since: 09 October 2021

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

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