0
Your cart

Your cart is empty

Books > Business & Economics > Finance & accounting > Finance > Investment & securities

Buy Now

Derivatives - Theory and Practice of Trading, Valuation, and Risk Management (Hardcover, 1st ed. 2020) Loot Price: R3,857
Discovery Miles 38 570
Derivatives - Theory and Practice of Trading, Valuation, and Risk Management (Hardcover, 1st ed. 2020): Jiri Witzany

Derivatives - Theory and Practice of Trading, Valuation, and Risk Management (Hardcover, 1st ed. 2020)

Jiri Witzany

Series: Springer Texts in Business and Economics

 (sign in to rate)
Loot Price R3,857 Discovery Miles 38 570 | Repayment Terms: R361 pm x 12*

Bookmark and Share

Expected to ship within 10 - 15 working days

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. The book can also be used as a teaching material for university derivatives and financial engineering courses.

General

Imprint: Springer Nature Switzerland AG
Country of origin: Switzerland
Series: Springer Texts in Business and Economics
Release date: November 2020
First published: 2020
Authors: Jiri Witzany
Dimensions: 235 x 155mm (L x W)
Format: Hardcover
Pages: 376
Edition: 1st ed. 2020
ISBN-13: 978-3-03-051750-2
Categories: Books > Business & Economics > Finance & accounting > Finance > Corporate finance
Books > Science & Mathematics > Mathematics > Applied mathematics > General
Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General
Books > Money & Finance > Corporate finance
Books > Money & Finance > Investment & securities > General
Promotions
LSN: 3-03-051750-0
Barcode: 9783030517502

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

Mr Bitcoin - How I Became A Millionaire…
Mpho Dagada Paperback R250 R231 Discovery Miles 2 310
The Mavericks - How Coronation, Ninety…
Stephen Cranston Paperback R350 R299 Discovery Miles 2 990
Behavioral Finance - Psychology…
Richard Deaves, Lucy Ackert Hardcover R1,328 R1,233 Discovery Miles 12 330
Financial Mathematics - A Computational…
K. Pereira, N. Modhien, … Paperback R307 Discovery Miles 3 070
Badass Trader - How To Trade Your Way To…
Robert J Van Eyden Paperback R310 R286 Discovery Miles 2 860
The Ultimate Guide To Retirement In…
Bruce Cameron, Wouter Fourie Paperback R370 R342 Discovery Miles 3 420
The Holy Grail Of Investing - The…
Tony Robbins, Christopher Zook Paperback R480 R428 Discovery Miles 4 280
The Humble Investor - How To Find A…
Daniel Rasmussen Paperback R750 R599 Discovery Miles 5 990
Investment management
Johan Marx Paperback  (1)
R657 Discovery Miles 6 570
Making Money Out Of Property In South…
Jason Lee Paperback  (3)
R370 R342 Discovery Miles 3 420
Principles Of Building Sustainable…
Fulufhelo A. Sithole Paperback R280 R259 Discovery Miles 2 590
Plan B - How South Africans Can Invest…
Sean Thomson Paperback R200 R185 Discovery Miles 1 850

See more

Partners