| 000 | 02658cam a22003498i 4500 | ||
|---|---|---|---|
| 001 | 17768564 | ||
| 003 | MWNLS | ||
| 005 | 20160610154731.0 | ||
| 008 | 130607t20132014nju b 001 0 eng | ||
| 010 | _a 2013021914 | ||
| 020 | _a9781119953715 (hardback) | ||
| 040 |
_aDLC _beng _cDLC _erda |
||
| 042 | _apcc | ||
| 050 | 0 | 0 |
_aHG6024.A3 _bM367 2013 |
| 082 | 0 | 0 |
_a332.64/57 _223 |
| 084 |
_aBUS027000 _2bisacsh |
||
| 100 | 1 |
_aMarroni, Leonardo, _d1980- |
|
| 245 | 1 | 0 |
_aPricing and hedging financial derivatives and structured products : _ban introductory guide / _cLeonardo Marroni, Irene Perdomo. |
| 263 | _a1310 | ||
| 300 | _apages cm. | ||
| 490 | 0 | _aThe Wiley finance series | |
| 504 | _aIncludes bibliographical references and index. | ||
| 520 | _a"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 "-- | ||
| 650 | 0 |
_aDerivative securities _xPrices. |
|
| 650 | 0 |
_aHedging (Finance) _93893 |
|
| 650 | 7 |
_aBUSINESS & ECONOMICS / Finance. _2bisacsh |
|
| 700 | 1 |
_aPerdomo, Irene, _d1977- |
|
| 776 | 0 | 8 |
_iOnline version: _aMarroni, Leonardo, 1980- _tPricing and hedging financial derivatives and structured products _dHoboken : Wiley, 2013 _z9781119954576 _w(DLC) 2013024642 |
| 906 |
_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg |
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| 942 |
_2ddc _cBK |
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_c22614 _d22614 |
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