Hybrid Securities Valuation
An original conceptual framework for mixing numerical methods
Versandkostenfrei!
Versandfertig in 6-10 Tagen
38,99 €
inkl. MwSt.
PAYBACK Punkte
19 °P sammeln!
During the last five decades we have assisted to an exponential growth in the volume and in the type of financial contracts that are traded worldwide in Exchange and Over-The-Counter markets. The steep increase in the variety and amount of financial derivatives would have never been possible without a parallel development of the financial mathematics and the implementation of analytical and numerical methods. In recent times, many tools have been developed in the fields of advanced mathematical finance and probability theory in order to provide investors with adequate frameworks for pricing, h...
During the last five decades we have assisted to an exponential growth in the volume and in the type of financial contracts that are traded worldwide in Exchange and Over-The-Counter markets. The steep increase in the variety and amount of financial derivatives would have never been possible without a parallel development of the financial mathematics and the implementation of analytical and numerical methods. In recent times, many tools have been developed in the fields of advanced mathematical finance and probability theory in order to provide investors with adequate frameworks for pricing, hedging and risk management purposes. The aim of this book is therefore to combine theoretical aspects of mathematical finance and finance theory and to show applications for practitioners that may result useful in real-world problems concerning pricing and hedging "hybrid securities" i.e. financial products whose value depends on two sources of risk that are the stock price and the interest rate. It is also occasion for reporting the results of a three years study I conducted during the PhD course I attended at the University of Napoli Federico II.
Andere Kunden interessierten sich für
![Cover New organic inorganic hybrid compound of [C5H8N3]2SO4.H2O](https://bilder.buecher.de/produkte/53/53074/53074493n.jpg "New organic inorganic hybrid compound of [C5H8N3]2SO4.H2O")
