Haku "pricing risks"

Peery, Gordon F. - The Post-Reform Guide to Derivatives and Futures, e-kirja

The Post-Reform Guide to Derivatives and Futures

Peery, Gordon F.


Explains what derivatives and futures are, who trades them, and what must be done to manage risk in the post reform worldAccurately reflects the futures and derivatives markets as they exist today and how they will be transformed by the Dodd-Frank Wall Street Reform and Consumer Protection ActHighlights

Weert, Frans de - Exotic Options Trading, e-kirja

Exotic Options Trading

Weert, Frans de


Written by an experienced trader and consultant, Frans de Weert’s Exotic Options Trading offers a risk-focused approach to the pricing of exotic options. By giving readers the necessary tools to understand exotic options, this book serves as a manual to equip the reader with the skills

Joseph, Ciby - Advanced Credit Risk Analysis and Management, e-kirja

Advanced Credit Risk Analysis and Management

Joseph, Ciby

Alk. 77,75€

The book then details various techniques to study the entity level credit risks, including portfolio level credit risks.
Authored by a credit expert with two decades of experience in corporate finance and corporate credit risk, the book discusses the macroeconomic,

Castagna, Antonio - FX Options and Smile Risk, e-kirja

FX Options and Smile Risk

Castagna, Antonio

Alk. 83,95€

It then goes on to review the main concepts of option pricing theory and their application within a Black-Scholes economy and a stochastic volatility environment. The book also introduces models that can be implemented to price and manage FX options before examining

Genberg, Hans - The Banking Sector in Hong Kong, e-kirja

The Banking Sector in Hong Kong

Genberg, Hans


Interest Rate and Default Risks in the Mortgage Market
5. Interest Rate Risk in the Pricing of Banks’ Mortgage Lending
Jim Wong, Laurence Kang-Por Fung, Tom Pak-Wing Fong, Cho-Hoi Hui
6. Hong Kong Mortgage Rate Setting