Pricing and Hedging Financial Derivatives: A Guide for Practitioners (Anglais) Relié – 22 novembre 2013
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Description du produit
Présentation de l'éditeur
One valuable lesson of the financial crisis was that derivatives and risk practitioners don′t really understand the products they′re dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day–to–day realities of derivatives trading. Of the few practical guides available, very few of those cover pricing and hedging two critical topics for traders. What matters to practitioners is what happens on the trading floor information only seasoned practitioners such as authors Marroni and Perdomo can impart.
- Lays out proven derivatives pricing and hedging strategies and techniques for equities, FX, fixed income and commodities, as well as multi–assets and cross–assets
- Provides expert guidance on the development of structured products, supplemented with a range of practical examples
- Packed with real–life examples covering everything from option payout with delta hedging, to Monte Carlo procedures to common structured products payoffs
- The Companion Website features all of the examples from the book in Excel complete with source code
Quatrième de couverture
Pricing and Hedging Financial Derivatives: A Guide for Practitioners attempts to explain the insights required in the pricing and hedging of the most common derivative products and aims to educate and inform the many rather than the few. Targeted at the practitioner rather than the academic, this book contains many worked examples to help develop an understanding of key concepts and tools.
The book begins with a descriptive examination of the main asset classes, the main derivative products and the most common option strategies. It then moves on to the fundamentals of option pricing, the Greeks, implied volatility, the volatility smile, exotic derivatives (digitals, barriers, Asian options) and multi–asset derivatives. Along the way, the authors spend time explaining the concepts of replication and risk–neutral valuation with numerous examples that help develop an intuitive grasp of derivative pricing. The book concludes with a chapter on structured products because these, unlike derivative products, may be accessible to investors.
A website accompanies the book (www.wiley.com/go/financialderivatives) and contains a number of practical example excel spreadsheets.
The book will provide investment professionals, whether new to the world of finance or seasoned, with the toolkit required to understand derivatives and approach them with confidence.
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