Posted by **Underaglassmoon** at June 29, 2016

Springer | Mathematics | July 25, 2016 | ISBN-10: 3319389882 | 258 pages | pdf | 2.47 mb

Authors: Bouchard, Bruno, Chassagneux, Jean-François

Treats both theoretical aspects and practical applications

Includes a chapter on stochastic targets and risk-based pricing techniques

Posted by **arundhati** at May 16, 2015

2015 | ISBN-10: 111901414X | 368 pages | PDF | 4 MB

Posted by **nebulae** at March 12, 2015

English | ISBN: 1118817974 | 2015 | 792 pages | PDF | 3 MB

Posted by **igor_lv** at Jan. 8, 2015

2014 | ISBN: 1782167226 | PDF | 101 pages | 3 Mb

This book will introduce you to the key mathematical models used to price financial derivatives, as well as the implementation of main numerical models used to solve them. In particular, equity, currency, interest rates, and credit derivatives are discussed.

Posted by **MoneyRich** at Oct. 8, 2014

Wiley; 1 edition | November 12, 2007 | English | ISBN: 0470515791 | 448 pages | PDF | 2 MB

Accounting for Derivatives: Advanced Hedging under IFRS is a comprehensive practical guide to hedge accounting. This book is neither written by auditors afraid of providing opinions on strategies for which accounting rules are not clear, nor by accounting professors lacking practical experience. Instead, it is based on day-to-day experience, advising corporate CFOs and treasurers on sophisticated hedging strategies. It covers the most frequent hedging strategies and addresses the most pressing challenges that corporate executives find today.

Posted by **interes** at July 4, 2014

English | ISBN: 047050370X | 2009 | 368 pages | PDF | 2,6 MB

A timely guide to today’s high–yield corporate debt markets Leveraged Finance is a comprehensive guide to the instruments and markets that finance much of corporate America. Presented in five sections, this experienced author team covers topics ranging from the basics of bonds and loans to more advanced topics such as valuing CDs, default correlations among CLOs, and hedging strategies across corporate capital structures.

Posted by **interes** at May 14, 2014

English | 2014 | ISBN: 1118750969 | ISBN-13: 9781118750964 | 176 pages | PDF | 4,8 MB

In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial modelers, option traders and sophisticated investors, the content covers the most important theoretical and practical extensions of the Black-Scholes model.

Posted by **interes** at Feb. 7, 2013

2011 | ISBN: 0470712201 | 692 pages | PDF | 3,6 MB

Implementing Models of Financial Derivatives is a comprehensive treatment of advanced implementation techniques in VBA for models of financial derivatives. Aimed at readers who are already familiar with the basics of VBA it emphasizes a fully object oriented approach to valuation applications, chiefly in the context of Monte Carlo simulation but also more broadly for lattice and PDE methods. Its unique approach to valuation, emphasizing effective implementation from both the numerical and the computational perspectives makes it an invaluable resource.

Posted by **DZ123** at Dec. 9, 2016

English | 2010 | ISBN: 082611458X | PDF | pages: 249 | 1.7 mb

Posted by **libr** at Dec. 9, 2016

English | 2014 | ISBN: 3038352144 | 580 pages | PDF | 32 MB