Written by a highly respected academic/practitioner author team, the second edition of Finance and Derivatives covers all of the fundamentals of quantitative finance clearly and concisely without going into unnecessary technical detail. It is designed for both new practitioners and students. No prior background in finance is required - there are 12 chapters of gradual difficulty, starting with basic notions on interest rate and discounting, and ending with advanced concepts on derivatives, volatility trading and exotic products. Each chapter includes numerous exercises accompanied by the relevant financial theory, covering key topics that include: present value, arbitrage pricing, portfolio theory, derivates pricing, deltahedging and the BlackScholes model. The authors have an excellent knowledge of both the academic environment and the finance industry, making the book well balanced between theory and practice. Supplementary material for readers and lecturers is provided on an accompanying website.
Everything you need to get a grip on the complex world of derivatives Written by the internationally respected academic/finance professional author team of Sebastien Bossu and Philipe Henrotte, An Introduction to Equity Derivatives is the fully updated and expanded second edition of the popular Finance and Derivatives. It covers all of the fundamentals of quantitative finance clearly and concisely without going into unnecessary technical detail. Designed for both new practitioners and students, it requires no prior background in finance and features twelve chapters of gradually increasing difficulty, beginning with basic principles of interest rate and discounting, and ending with advanced concepts in derivatives, volatility trading, and exotic products. Each chapter includes numerous illustrations and exercises accompanied by the relevant financial theory. Topics covered include present value, arbitrage pricing, portfolio theory, derivates pricing, delta-hedging, the Black-Scholes model, and more. An accompanying website features supplementary material for readers An excellent resource for finance professionals and investors looking to acquire an understanding of financial derivatives theory and practice Completely revised and updated with new chapters, including coverage of cutting-edge concepts in volatility trading and exotic products New foreword by Emmanuel Derman, one of the world's most acclaimed research scientists in quantitative finance
Collana: Wiley Finance
Dimensioni: 9.75 x 6.75 x 1.00 inch.
Pagine Arabe: 231