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Derivatives Trading and Option Pricing

By Nicholas Dunbar

Derivatives Trading and Option Pricing

By Nicholas Dunbar

0 - Default Title
Description
This powerful volume draws together a range of essential papers, both recent and classic, into one accessible and uniquely comprehensive reference title to help you manage the risk involved in pricing and trading derivatives and options. Benefit from the experience of the most ground-breaking names in quantitative finance, such as Alexander Lipton, Peter Carr, Leif Andersen, Jesper Andreasen, Philipp Schoenbucher and many more. Three main sections cover: 1) Generic option pricing including modelling and pricing ysis that cuts across a range of asset classes and provides you with solutions to several important challenges. 2) Pricing problems in credit, equities and interest rates this section presents papers with a pricing focus in the asset classes of credit, equities and interest rates. 3) Market ysis and quantitative trading - focusing on this area of growing importance. Includes 22 papers representing the best work by Risk magazine's diverse contributor base including several significant contributions to the literature on quantitative finance and much of the latest academic research developments in the field. Additionally covers: basket options, credit derivatives, equity derivatives, interest rates, new products, programme trading. Introduced by Nicholas Dunbar, Risk magazine Technical Editor, who provides an informative overview and binding the collection together and outlining the significance of the subject area today. An additional postscript by Stephen Blyth of Deutsche Bank provides incisive commentary on current market developments and makes a strong case for new thinking in the quant community. Fresh and instructive guidance enables you to easily compare risks and risk management strategies applied to many different asset classes.
Product details
Number of Pages:
415
Release Date:
2005-03-22
Publication Date:
2005-03-22
Publisher:
Risk Books
Languages:
Published: English, Original: English
ISBN10:
1904339387
Weight:
5039 g
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