Derivatives : Theory and Practice of Trading, Valuation, and Risk Management

Language: English

Published by Springer, 2020

3030517500 / 9783030517502

Series: Book 101 of 190 - Springer Texts in Business and Economics

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - 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.

Seller Inventory # 9783030517502

Title
Derivatives : Theory and Practice of Trading, Valuation, and Risk Management
Author
Ji¿í Witzany
Publisher
Springer
Publication year
2020
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3030517500
ISBN 13
9783030517502
Item weight
694 grams
Dimensions
241x160x27 mm
Series
Book 101 of 190: Springer Texts in Business and Economics

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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AHA-BUCH GmbH
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Deutschland
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