Description: Derivatives : Theory and Practice of Trading, Valuation, and Risk Management, Hardcover by Witzany, Jirí, ISBN 3030517500, ISBN-13 9783030517502, Brand New, Free shipping in the US This book helps students, researchers and quantitative finance practitioners to understand both basic and advanced topics in the valuation and modeling of financial and commodity derivatives, their institutional framework and risk management. It provides an overview of the new regulatory requirements such as Basel III, the Fundamental Review of the Trading Book (FRTB), Interest Rate Risk of the Banking Book (IRRBB), or the Internal Capital Assessment Process (ICAAP). The reader will also find a detailed treatment of counterparty credit risk, stochastic volatility estimation methods such as MCMC and Particle Filters, and the concepts of model-free volatility, VIX index definition and the related volatility trading. Th can also be used as a teaching material for university derivatives and financial engineering courses.
Price: 155.71 USD
Location: Jessup, Maryland
End Time: 2024-12-24T18:34:03.000Z
Shipping Cost: 0 USD
Product Images
Item Specifics
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 14 Days
Refund will be given as: Money Back
Return policy details:
Book Title: Derivatives : Theory and Practice of Trading, Valuation, and Risk Management
Number of Pages: IX, 376 Pages
Language: English
Publisher: Springer International Publishing A&G
Publication Year: 2020
Topic: Finance / General, Applied, Corporate Finance / General
Illustrator: Yes
Genre: Mathematics, Business & Economics
Item Weight: 26.3 Oz
Item Length: 9.3 in
Author: JiřÍ Witzany
Item Width: 6.1 in
Book Series: Springer Texts in Business and Economics Ser.
Format: Hardcover
