Pricing and Hedging Financial Derivatives: A Guide for Practitioners
By Leonardo Marroni and Irene Perdomo
()
Currently unavailable
Currently unavailable
About this ebook
One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few practical guides available, very few of those cover pricing and hedging—two critical topics for traders. What matters to practitioners is what happens on the trading floor—information only seasoned practitioners such as authors Marroni and Perdomo can impart.
- Lays out proven derivatives pricing and hedging strategies and techniques for equities, FX, fixed income and commodities, as well as multi-assets and cross-assets
- Provides expert guidance on the development of structured products, supplemented with a range of practical examples
- Packed with real-life examples covering everything from option payout with delta hedging, to Monte Carlo procedures to common structured products payoffs
- The Companion Website features all of the examples from the book in Excel complete with source code
Related to Pricing and Hedging Financial Derivatives
Titles in the series (100)
Risk Quantification: Management, Diagnosis and Hedging Rating: 0 out of 5 stars0 ratingsThe Future of Banking: In a Globalised World Rating: 0 out of 5 stars0 ratingsPlumbers and Visionaries: Securities Settlement and Europe's Financial Market Rating: 0 out of 5 stars0 ratingsFinancial Applications using Excel Add-in Development in C / C++ Rating: 0 out of 5 stars0 ratingsFinancial Engineering with Finite Elements Rating: 0 out of 5 stars0 ratingsModeling and Forecasting Electricity Loads and Prices: A Statistical Approach Rating: 0 out of 5 stars0 ratingsRumors in Financial Markets: Insights into Behavioral Finance Rating: 0 out of 5 stars0 ratingsExotic Options and Hybrids: A Guide to Structuring, Pricing and Trading Rating: 4 out of 5 stars4/5Credit Derivatives: Trading, Investing, and Risk Management Rating: 0 out of 5 stars0 ratingsProperty Derivatives: Pricing, Hedging and Applications Rating: 0 out of 5 stars0 ratingsDynamic Copula Methods in Finance Rating: 4 out of 5 stars4/5Multi-moment Asset Allocation and Pricing Models Rating: 0 out of 5 stars0 ratingsThe LIBOR Market Model in Practice Rating: 0 out of 5 stars0 ratingsRisk Management in Commodity Markets: From Shipping to Agriculturals and Energy Rating: 0 out of 5 stars0 ratingsCredit Risk Modeling using Excel and VBA Rating: 3 out of 5 stars3/5The Trade Lifecycle: Behind the Scenes of the Trading Process Rating: 3 out of 5 stars3/5Introduction to Private Equity Rating: 0 out of 5 stars0 ratingsMacrofinancial Risk Analysis Rating: 0 out of 5 stars0 ratingsStructured Finance: The Object Oriented Approach Rating: 0 out of 5 stars0 ratingsThe Art of Credit Derivatives: Demystifying the Black Swan Rating: 4 out of 5 stars4/5Understanding Islamic Finance Rating: 5 out of 5 stars5/5Advanced Modelling in Finance using Excel and VBA Rating: 3 out of 5 stars3/5Handbook of Hedge Funds Rating: 4 out of 5 stars4/5Market Risk Management for Hedge Funds: Foundations of the Style and Implicit Value-at-Risk Rating: 0 out of 5 stars0 ratingsEquity Valuation: Models from Leading Investment Banks Rating: 0 out of 5 stars0 ratingsAn Arbitrage Guide to Financial Markets Rating: 0 out of 5 stars0 ratingsCommodity Derivatives: Markets and Applications Rating: 4 out of 5 stars4/5Financial Modelling in Python Rating: 3 out of 5 stars3/5Positive Alpha Generation: Designing Sound Investment Processes Rating: 0 out of 5 stars0 ratingsMonte Carlo Frameworks: Building Customisable High-performance C++ Applications Rating: 2 out of 5 stars2/5
Finance & Money Management For You
The Psychology of Money: Timeless lessons on wealth, greed, and happiness Rating: 5 out of 5 stars5/5Strategy Skills: Techniques to Sharpen the Mind of the Strategist Rating: 4 out of 5 stars4/5The Freedom Shortcut: How Anyone Can Generate True Passive Income Online, Escape the 9-5, and Live Anywhere Rating: 5 out of 5 stars5/5The Richest Man in Babylon Rating: 4 out of 5 stars4/5The Intelligent Investor, Rev. Ed: The Definitive Book on Value Investing Rating: 4 out of 5 stars4/5The 7 Habits of Highly Effective People: 15th Anniversary Infographics Edition Rating: 5 out of 5 stars5/5Principles: Life and Work Rating: 4 out of 5 stars4/5Good to Great: Why Some Companies Make the Leap...And Others Don't Rating: 4 out of 5 stars4/5How Rich People Think: Condensed Edition Rating: 4 out of 5 stars4/5Capitalism and Freedom Rating: 4 out of 5 stars4/5Just Keep Buying: Proven ways to save money and build your wealth Rating: 5 out of 5 stars5/5How to Make Money in Stocks: A Winning System in Good Times and Bad, Fourth Edition Rating: 5 out of 5 stars5/5The Great Awakening: Defeating the Globalists and Launching the Next Great Renaissance Rating: 4 out of 5 stars4/5Financial Words You Should Know: Over 1,000 Essential Investment, Accounting, Real Estate, and Tax Words Rating: 4 out of 5 stars4/5The Tax and Legal Playbook: Game-Changing Solutions To Your Small Business Questions Rating: 3 out of 5 stars3/5Quiet Leadership: Six Steps to Transforming Performance at Work Rating: 4 out of 5 stars4/5The Total Money Makeover by Dave Ramsey: Summary and Analysis Rating: 4 out of 5 stars4/5Wealthology: The Science of Smashing Money Blocks Rating: 3 out of 5 stars3/5The Book on Advanced Tax Strategies: Cracking the Code for Savvy Real Estate Investors Rating: 4 out of 5 stars4/5The Great Reset: And the War for the World Rating: 4 out of 5 stars4/5Family Trusts: A Guide for Beneficiaries, Trustees, Trust Protectors, and Trust Creators Rating: 5 out of 5 stars5/5Set for Life: An All-Out Approach to Early Financial Freedom Rating: 4 out of 5 stars4/5Built to Last: Successful Habits of Visionary Companies Rating: 4 out of 5 stars4/5
Reviews for Pricing and Hedging Financial Derivatives
0 ratings0 reviews