Derivatives : Theory and Practice of Trading, Valuation, and Risk Management,...

by JiřÍ Witzany

$82 · Offered by eBay

Derivatives : Theory and Practice of Trading, Valuation, and Risk Management, Paperback by Witzany, Jirí, ISBN 3030517535, ISBN-13 9783030517533, Like New Used, Free shipping in the US 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. Th can also be used as a teaching material for university derivatives and financial engineering courses.

• Publisher: Springer International Publishing A&G
• Year: 2021
• Binding: Paperback
• ISBN: 9783030517533
• Condition: Fine

Found via Rare Books Intel, a search across rare-book dealers, auction houses and marketplaces worldwide.