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基本説明
Includes a detailed description of all the pricing and risk management processes and emphasizes the concrete usage of mathematical models.
Full Description
This book provides a broad description of the financial derivatives business from a practitioner's point of view, with a particular emphasis on fixed income derivatives, a specific development on fixed income derivatives and a practical approach to the field. With particular emphasis on the concrete usage of mathematical models, numerical methods and the pricing methodology, this book is an essential reading for anyone considering a career in derivatives either as a trader, a quant or a structurer.
Contents
Standard Products and Markets; The Vanilla Products; Introduction to Financial Modeling; The Black-Scholes Model; Fixed Income Basis; European Options; Technical Toolbox; Yield Curve Modeling; Numerical Methods; Inflation; Hybrid Models; Product Catalog and Usage; 3rd Generation Trading System.