Essays in Derivatives

Essays in Derivatives
Title Essays in Derivatives PDF eBook
Author Don M. Chance
Publisher John Wiley & Sons
Pages 403
Release 2011-07-05
Genre Business & Economics
ISBN 1118160649

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In the updated second edition of Don Chance’s well-received Essays in Derivatives, the author once again keeps derivatives simple enough for the beginner, but offers enough in-depth information to satisfy even the most experienced investor. This book provides up-to-date and detailed coverage of various financial products related to derivatives and contains completely new chapters covering subjects that include why derivatives are used, forward and futures pricing, operational risk, and best practices.

Essays on Derivatives Pricing Theory

Essays on Derivatives Pricing Theory
Title Essays on Derivatives Pricing Theory PDF eBook
Author Ronald C. Heynen
Publisher
Pages 228
Release 1995
Genre Business & Economics
ISBN

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Four Essays in the Application of Option Pricing Theory

Four Essays in the Application of Option Pricing Theory
Title Four Essays in the Application of Option Pricing Theory PDF eBook
Author Anand Mohan Vijh
Publisher
Pages 272
Release 1987
Genre
ISBN

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Theory of Financial Risk and Derivative Pricing

Theory of Financial Risk and Derivative Pricing
Title Theory of Financial Risk and Derivative Pricing PDF eBook
Author Jean-Philippe Bouchaud
Publisher Cambridge University Press
Pages 410
Release 2003-12-11
Genre Business & Economics
ISBN 1139440276

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Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.

Essays in Honor of Joon Y. Park

Essays in Honor of Joon Y. Park
Title Essays in Honor of Joon Y. Park PDF eBook
Author Yoosoon Chang
Publisher Emerald Group Publishing
Pages 382
Release 2023-04-24
Genre Business & Economics
ISBN 1837532141

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Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.

Three Essays in Asset Pricing Theory

Three Essays in Asset Pricing Theory
Title Three Essays in Asset Pricing Theory PDF eBook
Author Lionel Martellini
Publisher
Pages 390
Release 2000
Genre
ISBN

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Financial Derivatives Pricing

Financial Derivatives Pricing
Title Financial Derivatives Pricing PDF eBook
Author Robert A. Jarrow
Publisher World Scientific
Pages 609
Release 2008
Genre Business & Economics
ISBN 9812819223

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This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I concerns option pricing theory and its foundations. The papers here deal with the famous Black-Scholes-Merton model, characterizations of the American put option, and the first applications of arbitrage pricing theory to market manipulation and liquidity risk.Part II relates to pricing derivatives under stochastic interest rates. Included is the paper introducing the famous HeathOCoJarrowOCoMorton (HJM) model, together with papers on topics like the characterization of the difference between forward and futures prices, the forward price martingale measure, and applications of the HJM model to foreign currencies and commodities.Part III deals with the pricing of financial derivatives considering both stochastic interest rates and the likelihood of default. Papers cover the reduced form credit risk model, in particular the original Jarrow and Turnbull model, the Markov model for credit rating transitions, counterparty risk, and diversifiable default risk.