an introductory guide Marroni, Leonardo 1980- creator Perdomo, Irene 1977- text bibliography nju 2013 2014 monographic eng

print

pages cm. "The only guide focusing entirely on practical approaches to pricing and hedging derivativesOne 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 "-- Leonardo Marroni, Irene Perdomo. Includes bibliographical references and index. Derivative securities Prices Hedging (Finance) BUSINESS & ECONOMICS / Finance HG6024.A3 M367 2013 332.64/57 BUS027000 Marroni, Leonardo, 1980- Hoboken : Wiley, 2013 (DLC) 2013024642 9781119953715 (hardback) 2013021914 DLC 130607 20160610154731.0 17768564 eng