A Concise Introduction to Financial Derivatives
Autor Eben Maréen Limba Engleză Hardback – 13 noi 2024
Features:
• Practical insights and modelling skills
• Accessible to practitioners and students without a significant mathematical background
Eben Maré holds responsibility for absolute return portfolio management and has been working in the financial markets for the last 33 years. He has also held senior roles in risk management, treasury, derivatives trading, and asset management. He has a PhD in Applied Mathematics and is an associate professor in Mathematics and Applied Mathematics at the University of Pretoria in South Africa. He has wide research interests in financial derivatives, asset management, and financial markets.
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Specificații
ISBN-13: 9781032630854
ISBN-10: 103263085X
Pagini: 218
Ilustrații: 18
Dimensiuni: 156 x 234 mm
Greutate: 0.56 kg
Ediția:1
Editura: CRC Press
Colecția Chapman and Hall/CRC
Locul publicării:Boca Raton, United States
ISBN-10: 103263085X
Pagini: 218
Ilustrații: 18
Dimensiuni: 156 x 234 mm
Greutate: 0.56 kg
Ediția:1
Editura: CRC Press
Colecția Chapman and Hall/CRC
Locul publicării:Boca Raton, United States
Public țintă
Postgraduate, Professional Practice & Development, and Undergraduate AdvancedCuprins
1. Markets. 2. Market Players. 3. Rates. 4 Derivatives.5. Option Strategies. 6. Basic Option Bounds. 7. Relations Between Options. 8. Binomial Pricing Model: I. 9. Binomial Pricing Model: II. 10. Option Values: I. 11. Option Values: II. 12. Black-Scholes PDE. 13. Perpetual Options. 14. Application: Corporate Credit. 15. Greeks. 16. Exotic Derivatives. 17. Model Validation Process. 18. Risk.
Notă biografică
Eben Maré holds responsibility for absolute return portfolio management and has been working in the financial markets for the last 33 years. He has also held senior roles in risk management, treasury, derivatives trading, and asset management. He has a PhD in Applied Mathematics and is an Associate Professor in Mathematics and Applied Mathematics at the University of Pretoria in South Africa. He has wide research interests in financial derivatives, asset management, and financial markets.
Descriere
This book seeks to present financial derivatives in a manner that requires minimal mathematical background. The book would be ideal for aspiring young practitioners, advanced undergraduates and masters-level students who require a concise and practice-led introduction to financial derivatives.