Alexander, Carol.
Market risk analysis: Vol 3, Pricing, Hedging and Trading Financial Instruments / - Chichester, England : Wiley, 2008 - xxv386 p. 28 cm.
This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces.
9780470997895
Risk management
Kinh tế học tài chính Quản lý rủi ro Tài chính
332 / ALE
Market risk analysis: Vol 3, Pricing, Hedging and Trading Financial Instruments / - Chichester, England : Wiley, 2008 - xxv386 p. 28 cm.
This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces.
9780470997895
Risk management
Kinh tế học tài chính Quản lý rủi ro Tài chính
332 / ALE
