دانلود کتاب The Value of Uncertainty: Dealing with Risk in the Equity Derivatives Market

Name: The Value of Uncertainty: Dealing with Risk in the Equity Derivatives Market
Availability: InStock
Author: George Kaye
ISBN: 1848167725,9781848167728

by George Kaye

عنوان فارسی: ارزش عدم قطعیت: مقابله با ریسک در بازار مشتقات سهام عدالت
ناشر: Imperial College Press
سال: 2013
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 440-436
شابک: 1848167725,9781848167728
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 4.19 مگابایت

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جزییات کتاب

Along with the extraordinary growth in the derivatives market over the last decade, the impact of model choice, and model parameter usage, has become a major source of valuation uncertainty. This book concentrates on equity derivatives and charts, step by step, how key assumptions on the dynamics of stocks impact on the value of exotics. The presentation is technical, but maintains a strong focus on intuition and practical application. Contents: Introduction; Preliminaries; Dividends; Volatility; Default; Jumps; Rates; Correlation; Control.

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