Titlebook: Derivatives; Theory and Practice Jiří Witzany Textbook 2020 The Editor(s) (if applicable) and The Author(s), under exclusive license to Sp

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书目名称Derivatives影响因子(影响力)




书目名称Derivatives影响因子(影响力)学科排名




书目名称Derivatives网络公开度




书目名称Derivatives网络公开度学科排名




书目名称Derivatives被引频次




书目名称Derivatives被引频次学科排名




书目名称Derivatives年度引用




书目名称Derivatives年度引用学科排名




书目名称Derivatives读者反馈




书目名称Derivatives读者反馈学科排名

Relinquish

PAN

Interest Rate Derivatives,pter, we are going to explain how to build zero coupon curves given various interest rate quotations and how to use the curves to value the basic interest rate derivative contracts. We focus on the trading mechanics, hedging, and valuation of the plain vanilla derivatives such as forward rate agreem

Cloudburst

Option Markets, Valuation, and Hedging,come popular both on the OTC and on the organized exchange markets, but their valuation is more complex than in the case of forwards. It requires the underlying asset price volatility as a new input into the valuation models that have, at the same time, become a new market variable. We will explain

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包庇

Stochastic Interest Rates and the Standard Market Model,mptions including the one saying that the instantaneous interest rates are constant. But the interest rates are not constant at all in real financial markets. First, there is a term structure of interest rates, 1-year interest rates are usually greater than over-night interest rates, and 5-year inte

包庇

Interest Rate Models,del does not describe the stochastic dynamics of interest rates over time, and so it cannot be applied to value American-style options, callable bonds, or other more complex interest rate derivatives. In this chapter, we are going to introduce the most important interest rate models, which can be cl

G-spot

Exotic Options, Volatility Smile, and Alternative Stochastic Models,ptions can be valued by a modification of the Black-Scholes formula, while for some there are more complicated formulas, developed in the context of the geometric Brownian motion, and the others can be valued only numerically using Monte Carlo simulations, binomial tree techniques, or partial differ

CHANT

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