Options, Futures, and Other Derivatives, 5th Edition,
315 pages | Dec 12, 2003 |ISBN:0130090565 | PDF | 8 Mb
It is sometimes hard for me to believe that the first edition of this book was only 330 pages and 13 chapters long! There have been many developments in derivatives markets over the last 15 years and the book has grown to keep up with them. The fifth edition has seven new chapters that cover new derivatives instruments and recent research advances. Like earlier editions, the book serves several markets. It is appropriate for graduate courses in business, economics, and financial engineering. It can be used on advanced undergraduate courses when students have good quantitative skills. Also, many practitioners who want to acquire a working knowledge of how derivatives can be analyzed find the book useful.
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Understanding Credit Derivatives and Related Instruments
Understanding Credit Derivatives and Related Instruments
368 pages | Academic Press (December 20, 2004) | 0121082652 | PDF | 2 Mb
Understanding Credit Derivatives offers a comprehensive introduction to the credit derivatives market. Rather than presenting a highly technical exploration of the subject, it offers intuitive and rigorous summaries of the major subjects and the principal perspectives associated with them. The centerpiece is pricing and valuation issues, especially discussions of different valuation tools and their use in credit models.
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Interest Rate Swaps and Their Derivatives: A Practitioner's Guide (Wiley Finance)
248 pages | Feb 12, 2009 |ISBN: 0470443944 | PDF | 8 Mb
An up-to-date look at the evolution of interest rate swaps and derivatives
Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main "rates" products, including swaps, options (cap/floors, swaptions), CMS products, and Bermudan callables. It also covers the main valuation techniques for the exotics/structured-notes area, which remains one of the most challenging parts of the market.
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Swaps and Other Derivatives
320 pages | Dec 12, 2007 |ISBN: 0471495891 | PDF | 8 Mb
Product Description:
"Richard Flavell has a long association with the swap market from an academic and practitioner's point of view. Swaps and Other Derivatives is a compendium of practical information on the valuation, pricing, trading and structuring of swaps. It will fulfill an important role as a reference source for the market." Satyajit Das
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Financial Derivatives in Theory and Practice
468 pages | Dec 12, 2004 |ISBN:0470863595 | PDF | 14 Mb
Product Description:
The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions.
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Derivatives : The Tools That Changed Finance
203 pages | Dec 12, 2001 |ISBN:189933288X | PDF | 6 Mb
Book Description:
Equips the lay reader with a clear and thorough explanation of financial derivatives and how they work.
Highy readable introduction to the entire realm of derivatives which is both instructive and entertaining.
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The Mathematics of Financial Derivatives: A Student Introduction
333 pages | Dec 12, 2000 |ISBN:0521496993 | PDF | 10 Mb
This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods. Indeed, the area is an expanding source for novel and relevant "real-world" mathematics. In this book, the authors describe the modeling of financial derivative products from an applied mathematician's viewpoint
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Energy Risk: Valuing and Managing Energy Derivatives
400 pages | Jan 1, 2007 |ISBN:0071485945 | PDF | 7,3 Mb
Product Description:
The Latest Methods and Strategies for Successfully Trading and Managing Risk in Today's Volatile Energy Markets
The updated Second Edition of Energy Risk presents an authoritative overview of the contemporary energy trading arena, combining the lesson's from the last decade with proven methods and strategies required for valuing energy derivatives and managing risk in these ever volatile markets.
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