Christopher Hunter
Hybrid Derivatives
Modeling and Pricing
Gebonden Engels 2006 9780470026618Levertijd ongeveer 8 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9780470026618
Taal:Engels
Bindwijze:Gebonden
Aantal pagina's:448
Uitgever:John Wiley and Sons Ltd
Hoofdrubriek:, Financieel management
Serie:The Wiley Finance Series
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