This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years' experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets.
Coverage includes:
-Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks.
-Numerical methods including discrete-time methods, finite...
This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk manag...
Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial markets. Developed from notes from the author s many years in quantitative risk management and modeling roles, and then for the Financial Engineering course at Malardalen University, it provides exhaustive coverage of vanilla and exotic mathematical finance applications for trading and risk management, combining rigorous theory with real market application.
Coverage includes:
Date arithmetic s, quote types of interest rate instruments...
Analytical Finance is a comprehensive introduction to the financial engineering of equity and interest rate instruments for financial market...
