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ENGLISH

Interest Rate Derivatives Explained: Volume 2 - Term Structure And Volatility Modelling

by Jorg Kienitz e Peter Caspers

54,06€ + 10% CARD

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 Such models are necessary to account for the volatility skew/smile and form the fundament for pricing and risk management of complex interest rate structures such as Constant Maturity Swap options. We consider three main classes namely short rate models, instantaneous forward rate models and market models.
ENGLISH

Interest Rate Derivatives Explained - Volume 1: Products And Markets

by J. Kienitz

54,06€ + 10% CARD

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 Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.
ENGLISH

Algorithmic Differentiation In Finance Explained

by Marc Henrard

37,09€ + 10% CARD

 This book provides the first practical guide to the function and implementation of algorithmic differentiation in finance. Written in a highly accessible way, Algorithmic Differentiation Explained will take readers through all the major applications of AD in the derivatives setting with a focus on implementation.Algorithmic Differentiation (AD) has been popular in engineering and computer science, in areas such as fluid dynamics and data assimilation for many years. Over the last decade, it has been increasingly (and successfully) applied to financial risk management, where it provides an efficient way to obtain financial instrument price derivatives with respect to the data inputs. Calculating derivatives exposure across a portfolio is no simple task. It requires many complex calculations and a large amount of computer power, which in prohibitively expensive and can be time consuming. Algorithmic differentiation techniques can be very successfully in computing Greeks and sensitivities of a portfolio with machine precision. Written by a leading practitioner who works and programmes AD, it offers a practical analysis of all the major applications of AD in the derivatives setting and guides the reader towards implementation. Open source code of the examples is provided with the book, with which readers can experiment and perform their own test scenarios without writing the related code themselves.
ENGLISH

Numerical Partial Differential Equations In Finance Explained - An Introduction To Computational Finance

by Karel In 'T Hout

46,36€ + 10% CARD

 This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory.
ENGLISH

Interest Rate Derivatives Explained: Volume 2 - Term Structure And Volatility Modelling

by Jorg Kienitz e Peter Caspers

52,99€ + 10% CARD

 Such models are necessary to account for the volatility skew/smile and form the fundament for pricing and risk management of complex interest rate structures such as Constant Maturity Swap options. We consider three main classes namely short rate models, instantaneous forward rate models and market models.
ENGLISH

Religion And Racial Progress In Twentieth-Century Britain - Bishop Barnes Of Birmingham

by Patrick T. Merricks

60,82€ + 10% CARD

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 As a testament to the popularity of the movement, mid-twentieth century British eugenics is contextualized within a remarkably diverse selection of discourses including secular and Anglican interpretations of modernism, poverty, population, gender equality, pacifism and racism.
ENGLISH

Numerical Partial Differential Equations In Finance Explained - An Introduction To Computational Finance

by Karel In 'T Hout

47,30€ + 10% CARD

free shipping

 This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory.
ENGLISH

The Xva Of Financial Derivatives: Cva, Dva And Fva Explained

by Dongsheng Lu

59,61€ + 10% CARD

 This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's - Credit, Funding and Debt value adjustments.
ENGLISH

Interest Rate Derivatives Explained - Volume 1: Products And Markets

by J. Kienitz

52,99€ + 10% CARD

 Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.
ENGLISH

Financial Engineering With Copulas Explained

by J. Mai e M. Scherer

39,74€ + 10% CARD

 This is a succinct guide to the application and modelling of dependence models or copulas in the financial markets. First applied to credit risk modelling, copulas are now widely used across a range of derivatives transactions, asset pricing techniques and risk models and are a core part of the financial engineer's toolkit.
ENGLISH

Smile Pricing Explained

by P. Austing

52,99€ + 10% CARD

 Smile Pricing Explained provides a clear and thorough explanation of the concepts of smile modelling that are at the forefront of modern derivatives pricing. The key models used in practice are covered, together with numerical techniques and calibration.
ENGLISH

Financial Engineering With Copulas Explained

by J. Mai e M. Scherer

40,55€ + 10% CARD

free shipping

 This is a succinct guide to the application and modelling of dependence models or copulas in the financial markets. First applied to credit risk modelling, copulas are now widely used across a range of derivatives transactions, asset pricing techniques and risk models and are a core part of the financial engineer's toolkit.
ENGLISH

Greeks And Hedging Explained

by Peter Leoni

43,71€ + 10% CARD

 A practical guide to basic and intermediate hedging techniques for traders, structerers and risk management quants. This book fills a gap for a technical but not impenetrable guide to hedging options, and the 'Greek' (Theta, Vega, Rho and Lambda) -parameters that represent the sensitivity of derivatives prices.
ENGLISH

Equity Derivatives Explained

by M. Bouzoubaa

39,74€ + 10% CARD

 A succinct book that provides readers with all they need to know about the equity derivatives business. It deals with vanilla equity products, their usage, structuring and their risk management. The author efficiently bridges the gap between theory and practice, constantly linking risk management tools with specific business objectives.
ENGLISH

The Greeks And Hedging Explained

by Peter Leoni

44,60€ + 10% CARD

free shipping

 A practical guide to basic and intermediate hedging techniques for traders, structerers and risk management quants. This book fills a gap for a technical but not impenetrable guide to hedging options, and the 'Greek' (Theta, Vega, Rho and Lambda) -parameters that represent the sensitivity of derivatives prices.
ENGLISH

Equity Derivatives Explained

by M. Bouzoubaa

40,55€ + 10% CARD

free shipping

 A succinct book that provides readers with all they need to know about the equity derivatives business. It deals with vanilla equity products, their usage, structuring and their risk management. The author efficiently bridges the gap between theory and practice, constantly linking risk management tools with specific business objectives.
ENGLISH

Algorithmic Differentiation In Finance Explained

by Marc Henrard

21,62€ + 10% CARD

free shipping
ENGLISH

Numerical Partial Differential Equations In Finance Explained - An Introduction To Computational Finance

by Karel In 'T Hout

24,32€

free shipping

OUT OF STOCK OR NOT AVAILABLE

 This book provides a first, basic introduction into the valuation of financial options via the numerical solution of partial differential equations (PDEs). The book provides a wealth of examples, and ample numerical experiments are givento illustrate the theory.
The Xva Of Financial Derivatives: Cva, Dva And Fva Explained

by Dongsheng Lu

27,03€

free shipping

OUT OF STOCK OR NOT AVAILABLE

 This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.
ENGLISH

Interest Rate Derivatives Explained: Volume 2 - Term Structure And Volatility Modelling

by Jorg Kienitz e Peter Caspers

54,06€

free shipping

OUT OF STOCK OR NOT AVAILABLE

 Such models are necessary to account for the volatility skew/smile and form the fundament for pricing and risk management of complex interest rate structures such as Constant Maturity Swap options. We consider three main classes namely short rate models, instantaneous forward rate models and market models.
ENGLISH

Muslims, Schooling And The Question Of Self-Segregation

by Shamim Miah

OUT OF STOCK OR NOT AVAILABLE

 Drawing on empirical research amongst both Muslim schools' students and parents, this timely book examines the question of 'self-segregation' and Muslims in light of key policy developments around 'race', faith and citizenship.
ENGLISH

Organization Design And Engineering - Co-Existence, Co-Operation Or Integration

OUT OF STOCK OR NOT AVAILABLE

 The key aim of the volume of original papers on the theory and practice of ODE featured in Organization Design and Engineering is to contribute towards overcoming the academic challenges stated above. A secondary aim is to launch the debate about ODE, including whether or not the debate itself is warranted.
ENGLISH

Smile Pricing Explained

by Peter Austing

OUT OF STOCK OR NOT AVAILABLE

 Smile Pricing Explained provides a clear and thorough explanation of the concepts of smile modelling that are at the forefront of modern derivatives pricing. The key models used in practice are covered, together with numerical techniques and calibration.
ENGLISH

Community Colleges And The Access Effect - Why Open Admissions Suppresses Achievement

by Juliet Lilledahl Scherer e Mirra Leigh Anson

OUT OF STOCK OR NOT AVAILABLE

 Taking on the cherished principle that community colleges should be open to all students with a high school education, Scherer and Anson argue that open access policies and lenient federal financial aid laws harm students and present the case for raising the minimum requirements for community college entry.

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