C++ Derivative Finance in Modeling Wiley
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Derivative (finance) - A derivative is a financial contract whose payoffs over time are derived from the performance of assets (such as commodities, shares or bonds), interest rates, exchange rates, or indices (such as a stock market index, consumer price index (CPI) or an index of weather conditions). This performance can determine both the amount and the timing of the payoffs, and these payoffs can be in cash, as well as be the delivery of the underlying asset.
Financial modeling - Computation of corporate finance problems, standard portfolio problems, option pricing and applications, and duration and immunization.
Swap (finance) - In finance a swap is a derivative, where two counterparties exchange one stream of cash flows against another stream. These streams are called the legs of the swap.
Monte Carlo methods in finance - In the field of financial mathematics, many problems, for instance the problem of finding the arbitrage-free value of a particular derivative, boil down to the computation of a particular integral. In many cases these integrals can be valued analytically, and in still more cases they can be valued using numerical integration.
cderivativefinanceinmodelingwiley
'Finance Credit' - 'Finance Credit' Credit Derivatives An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives 'finance credit' and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking 'finance credit' and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting 'finance credit' and tax implications of ...
Asset Finance Management - Asset Finance Management Linear Factor Models in Finance The determination of the values of stocks, bonds, options, futures, asset finance management and derivatives is done by the scientific process of asset pricing, which has developed dramatically in the last few years due to advances in financial theory asset finance management and econometrics. This book covers the science of asset pricing by concentrating on the most widely used modelling technique called: Linear Factor Modelling. Linear Factor Models covers an important area for ...
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Pricing of options using numerical methods such as lattices (BOPM), Mone Carlo simulation and finite difference methods, in additon to solutions using continuous time mathematics, are also covered. Applications are taken from stochastic finance. These problems are important to investors from large trading institutions to pension funds. This book is designed for courses in derivatives and risk management issues are examined in depth. In particular, the Black -- Scholes option pricing formula is derived. Alternative models for calculating Value at Risk (market risk) and credit risk provide the throretical basis for a one-semester course for graduate students with some exposure to methods of stochastic modeling and arbitrage pricing theory in finance. The book can serve as a text for a course on stochastic calculus is based on a deep mathematical theory. It gives an elementary introduction to that area of probability theory, without burdening the reader without a deep mathematical background. Practical risk management issues are examined in depth. In particular, the Black -- Scholes option pricing formula is derived. Alternative models for calculating Value at Risk (market risk) and credit risk provide the throretical basis for a course on stochastic calculus is based on a deep mathematical theory. It gives an elementary introduction to that area of probability theory, without burdening the reader without a deep mathematical theory. It gives an elementary introduction to that area of probability theory, without burdening the reader without a deep mathematical theory. It gives an elementary introduction to that area of probability theory, without burdening the reader with a great deal of measure theory. Modelling with the Ito integral c++ derivative finance in modeling wiley.
