Derivatives

Derivatives

Author: Keith Cuthbertson

Publisher: John Wiley & Sons

Published: 2019-12-16

Total Pages: 116

ISBN-13: 1119595592

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Three experts provide an authoritative guide to the theory and practice of derivatives Derivatives: Theory and Practice and its companion website explore the practical uses of derivatives and offer a guide to the key results on pricing, hedging and speculation using derivative securities. The book links the theoretical and practical aspects of derivatives in one volume whilst keeping mathematics and statistics to a minimum. Throughout the book, the authors put the focus on explanations and applications. Designed as an engaging resource, the book contains commentaries that make serious points in a lighthearted manner. The authors examine the real world of derivatives finance and include discussions on a wide range of topics such as the use of derivatives by hedge funds and the application of strip and stack hedges by corporates, while providing an analysis of how risky the stock market can be for long-term investors, and more. To enhance learning, each chapter contains learning objectives, worked examples, details of relevant finance blogs technical appendices and exercises.


Interest Rate Derivatives Explained

Interest Rate Derivatives Explained

Author: J. Kienitz

Publisher: Springer

Published: 2014-12-05

Total Pages: 219

ISBN-13: 1137360070

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Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.


Calculus Simplified

Calculus Simplified

Author: Oscar E. Fernandez

Publisher: Princeton University Press

Published: 2019-06-11

Total Pages: 271

ISBN-13: 0691189412

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An accessible, streamlined, and user-friendly approach to calculus Calculus is a beautiful subject that most of us learn from professors, textbooks, or supplementary texts. Each of these resources has strengths but also weaknesses. In Calculus Simplified, Oscar Fernandez combines the strengths and omits the weaknesses, resulting in a “Goldilocks approach” to learning calculus: just the right level of detail, the right depth of insights, and the flexibility to customize your calculus adventure. Fernandez begins by offering an intuitive introduction to the three key ideas in calculus—limits, derivatives, and integrals. The mathematical details of each of these pillars of calculus are then covered in subsequent chapters, which are organized into mini-lessons on topics found in a college-level calculus course. Each mini-lesson focuses first on developing the intuition behind calculus and then on conceptual and computational mastery. Nearly 200 solved examples and more than 300 exercises allow for ample opportunities to practice calculus. And additional resources—including video tutorials and interactive graphs—are available on the book’s website. Calculus Simplified also gives you the option of personalizing your calculus journey. For example, you can learn all of calculus with zero knowledge of exponential, logarithmic, and trigonometric functions—these are discussed at the end of each mini-lesson. You can also opt for a more in-depth understanding of topics—chapter appendices provide additional insights and detail. Finally, an additional appendix explores more in-depth real-world applications of calculus. Learning calculus should be an exciting voyage, not a daunting task. Calculus Simplified gives you the freedom to choose your calculus experience, and the right support to help you conquer the subject with confidence. An accessible, intuitive introduction to first-semester calculus Nearly 200 solved problems and more than 300 exercises (all with answers) No prior knowledge of exponential, logarithmic, or trigonometric functions required Additional online resources—video tutorials and supplementary exercises—provided


Making Money by Selling Options — Simplified

Making Money by Selling Options — Simplified

Author: Ashish Singh

Publisher: Vision Books

Published: 2022-11-01

Total Pages: 120

ISBN-13: 9386268620

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How to Earn a Monthly Income by Trading Options – With Low Capital In a clear, simple style, this book provides actionable knowledge and guidance essential for trading options, specifically selling options profitably: ● Options terminology, option Greeks, the option chain and open interest ● Understanding the factors that determine option pricing ● Why option selling is more profitable than buying options ● How to select the right options to trade ● How to sell options with relative safety ● Hedged option strategies suitable for individual option traders ● How to avoid common trading mistakes ● How to manage ongoing option trades if they start going wrong ● How to determine where the market is headed in the near term ● Invaluable learnings from the author's successes and mistakes in his real-life trading. "If I can do it, so can you!" says Ashish Singh the author of this book. He adds further: "Who doesn't like money? I do, too. I trade options in order to have a decent second source of income, with relatively low capital, in addition to my salary from a full-time job".


Interest Rate Derivatives Explained: Volume 2

Interest Rate Derivatives Explained: Volume 2

Author: Jörg Kienitz

Publisher: Springer

Published: 2017-11-08

Total Pages: 261

ISBN-13: 1137360194

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This book on Interest Rate Derivatives has three parts. The first part is on financial products and extends the range of products considered in Interest Rate Derivatives Explained I. In particular we consider callable products such as Bermudan swaptions or exotic derivatives. The second part is on volatility modelling. The Heston and the SABR model are reviewed and analyzed in detail. Both models are widely applied in practice. Such models are necessary to account for the volatility skew/smile and form the fundament for pricing and risk management of complex interest rate structures such as Constant Maturity Swap options. Term structure models are introduced in the third part. We consider three main classes namely short rate models, instantaneous forward rate models and market models. For each class we review one representative which is heavily used in practice. We have chosen the Hull-White, the Cheyette and the Libor Market model. For all the models we consider the extensions by a stochastic basis and stochastic volatility component. Finally, we round up the exposition by giving an overview of the numerical methods that are relevant for successfully implementing the models considered in the book.


The XVA of Financial Derivatives: CVA, DVA and FVA Explained

The XVA of Financial Derivatives: CVA, DVA and FVA Explained

Author: Dongsheng Lu

Publisher: Springer

Published: 2016-01-01

Total Pages: 228

ISBN-13: 1137435844

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This latest addition to the Financial Engineering Explained series focuses on the new standards for derivatives valuation, namely, pricing and risk management taking into account counterparty risk, and the XVA's Credit, Funding and Debt value adjustments.


Calculus Simplified

Calculus Simplified

Author: Oscar E. Fernandez

Publisher: Princeton University Press

Published: 2019-06-11

Total Pages: 270

ISBN-13: 069117539X

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"In Calculus simplified, Oscar Fernandez combines the strengths and omits the weaknesses, resulting in a "Goldilocks approach" to learning calculus : just the right level of detail, the right depth of insights, and the flexibility to customize your calculus adventure."--Page 4 de la couverture.


An Introduction to the Mathematics of Financial Derivatives

An Introduction to the Mathematics of Financial Derivatives

Author: Salih N. Neftci

Publisher: Academic Press

Published: 2000-05-19

Total Pages: 550

ISBN-13: 0125153929

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A step-by-step explanation of the mathematical models used to price derivatives. For this second edition, Salih Neftci has expanded one chapter, added six new ones, and inserted chapter-concluding exercises. He does not assume that the reader has a thorough mathematical background. His explanations of financial calculus seek to be simple and perceptive.