Business/Investing Market Risk Analysis: Pricing, Hedging and Trading Financial Instruments (0470997893)

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Carol Alexander “Market Risk Analysis: Pricing, Hedging and Trading Financial Instruments"

Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces.

All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include:

Duration-Convexity approximation to bond portfolios, and portfolio immunization;

Pricing floaters and vanilla, basis and variance swaps;

Coupon stripping and yield curve fitting;

Proxy hedging, and hedging international securities and energy futures portfolios;

Pricing models for European exotics, including barriers, Asians, look-backs, choosers, capped, contingent, power, quanto, compo, exchange, ‘best-of’ and spread options;

Libor model calibration;

Dynamic models for implied volatility based on principal component analysis;

Calibration of stochastic volatility models (Matlab code);

Simulations from stochastic volatility and jump models;

Duration, PV01 and volatility invariant cash flow mappings;

Delta-gamma-theta-vega mappings for options portfolios;

Volatility beta mapping to volatility indices.

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	Economics/Finances Pricing and Hedging Interest and Credit Risk Sensitive Instruments Frank Skinner, "Pricing and Hedging Interest and Credit Risk Sensitive Instruments" Butterworth-Heinemann; Har/Cdr edition (December 13, 2004) \| ISBN:075066259X \| 288 pages \| PDF \| 1,6 Mb Thank you!Rapidshare mirror MIRROR : Ice ...
	Economics/Finances Carol Alexander - Market Risk Analysis: Pricing, Hedging and Trading Financial Instruments Carol Alexander - Market Risk Analysis: Pricing, Hedging and Trading Financial InstrumentsWiley \| 2008 \| ISBN: 0470997893 \| Pages: 416 \| PDF \| 9.29 MBWritten by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and T ...
	Economics/Finances Market Risk Analysis: Pricing, Hedging and Trading Financial Instruments (v. 3) Carol Alexander, "Market Risk Analysis: Pricing, Hedging and Trading Financial Instruments (v. 3)" Wiley \| 2008 \| ISBN: 0470997893 \| 416 pages \| PDF \| 9,3 MB Written by leading market risk academic, Professor Carol Alexander, Pricing, Hed ...
	Economics/Finances Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models Publisher: McGraw-Hill \| ISBN: 0071417729 \| edition 2004 \| CHM \| 304 pages \| 12,51 mbLimitations in today's software p ...
	Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models Hi, does anyone know where can I download this book Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Modelsfor FREE free ebooks
	Modeling Financial Markets. Using Visual Basic.NET and Databases to Create Pricing, Trading and Risk Benjamin Van Vliet and Robert Hendry, Â«Modeling Financial Markets. Using Visual Basic.NET and Databases to Create Pricing, Trading and Risk Management ModelsÂ»McGraw-Hill \| ISBN 0071417729 \| 2004 Year \| PDF \| 5,32 Mb \| 400 Pages“ ...

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This site does not store Business/Investing Market Risk Analysis: Pricing, Hedging and Trading Financial Instruments on its server. We only index and link to Business/Investing Market Risk Analysis: Pricing, Hedging and Trading Financial Instruments provided by other sites. Please contact the content providers to delete Business/Investing Market Risk Analysis: Pricing, Hedging and Trading Financial Instruments if any and email us, we'll remove relevant links or contents immediately.

	Economics/Finances Pricing and Hedging Interest and Credit Risk Sensitive Instruments Frank Skinner, "Pricing and Hedging Interest and Credit Risk Sensitive Instruments" Butterworth-Heinemann; Har/Cdr edition (December 13, 2004) \| ISBN:075066259X \| 288 pages \| PDF \| 1,6 Mb Thank you!Rapidshare mirror MIRROR : Ice ...
	Economics/Finances Carol Alexander - Market Risk Analysis: Pricing, Hedging and Trading Financial Instruments Carol Alexander - Market Risk Analysis: Pricing, Hedging and Trading Financial InstrumentsWiley \| 2008 \| ISBN: 0470997893 \| Pages: 416 \| PDF \| 9.29 MBWritten by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and T ...
	Economics/Finances Market Risk Analysis: Pricing, Hedging and Trading Financial Instruments (v. 3) Carol Alexander, "Market Risk Analysis: Pricing, Hedging and Trading Financial Instruments (v. 3)" Wiley \| 2008 \| ISBN: 0470997893 \| 416 pages \| PDF \| 9,3 MB Written by leading market risk academic, Professor Carol Alexander, Pricing, Hed ...
	Economics/Finances Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models Publisher: McGraw-Hill \| ISBN: 0071417729 \| edition 2004 \| CHM \| 304 pages \| 12,51 mbLimitations in today's software p ...
	Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models Hi, does anyone know where can I download this book Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Modelsfor FREE free ebooks
	Modeling Financial Markets. Using Visual Basic.NET and Databases to Create Pricing, Trading and Risk Benjamin Van Vliet and Robert Hendry, Â«Modeling Financial Markets. Using Visual Basic.NET and Databases to Create Pricing, Trading and Risk Management ModelsÂ»McGraw-Hill \| ISBN 0071417729 \| 2004 Year \| PDF \| 5,32 Mb \| 400 Pages“ ...

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