Interest Derivatives

Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach

Pricing Derivatives Under Lévy Models: Modern Finite-Difference and Pseudo-Differential Operators Approach By Andrey Itkin
English | PDF,EPUB | 2017 | 318 Pages | ISBN : 1493967908 | 13.45 MB

This monograph presents a novel numerical approach to solving partial integro-differential equations arising in asset pricing models with jumps, which greatly exceeds the efficiency of existing approaches.
101 Things Everyone Should Know About Economics: From Securities and Derivatives to Interest Rates and Hedge... (repost)

101 Things Everyone Should Know About Economics: From Securities and Derivatives to Interest Rates and Hedge Funds, the Basics of Economics and What They Mean for You, 2nd Edition by Peter Sander
English | ISBN: 1440572712 | 2014 | EPUB | 256 pages | 821 KB
Inorganic Hydrazine Derivatives: Synthesis, Properties and Applications (repost)

Inorganic Hydrazine Derivatives: Synthesis, Properties and Applications by K. C. Patil and Tanu Mimani Rattan
English | 2014 | ISBN: 1118715136 | 284 pages | PDF | 5 MB

Interest Rate Swaps and Other Derivatives (repost)  eBooks & eLearning

Posted by arundhati at Dec. 18, 2016
Interest Rate Swaps and Other Derivatives (repost)

Howard Corb, "Interest Rate Swaps and Other Derivatives"
2012 | ISBN: 0231159641 | English | 624 pages | PDF | 11 MB
Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation

Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation (Springer Proceedings in Mathematics & Statistics) by Kathrin Glau
English | 11 Feb. 2017 | ISBN: 331933445X | 460 Pages | PDF | 8.37 MB

This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in:
• Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk.

Good Derivatives: A Story of Financial and Environmental Innovation [Audiobook]  eBooks & eLearning

Posted by IrGens at Nov. 1, 2016
Good Derivatives: A Story of Financial and Environmental Innovation [Audiobook]

Good Derivatives: A Story of Financial and Environmental Innovation [Audiobook] by Richard L. Sandor, Ronald Coase
English | April 3, 2012 | ASIN: B007R079D2, ISBN: 1522697756 | MP3@64 kbps | 18 hrs 38 mins | 511 MB
Narrator: Victor Bevine

Credit Derivatives: Instruments, Applications, and Pricing (Repost)  eBooks & eLearning

Posted by leonardo78 at Oct. 23, 2016
Credit Derivatives: Instruments, Applications, and Pricing (Repost)

Mark J. P. Anson, Frank J. Fabozzi, Moorad Choudhry, Ren-Raw Chen, "Credit Derivatives: Instruments, Applications, and Pricing"
Publisher: Wiley | 2004 | pages: 341 | ISBN: 047146600X | PDF | 7 mb

Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets.

Swaps and Other Derivatives  eBooks & eLearning

Posted by arundhati at Sept. 20, 2016
Swaps and Other Derivatives

Richard R. Flavell, "Swaps and Other Derivatives"
2002 | ISBN-10: 0471495891 | 320 pages | PDF | 28 MB
Mastering Interest Rate Risk Strategy: A Practical Guide to Managing Corporate Financial Risk

Mastering Interest Rate Risk Strategy: A Practical Guide to Managing Corporate Financial Risk (The Mastering Series) by Victor Macrae
English | 2015 | ISBN: 1292017562 | 232 pages | PDF | 53 MB

Brazilian Derivatives and Securities  eBooks & eLearning

Posted by AlenMiler at July 18, 2016
Brazilian Derivatives and Securities

Brazilian Derivatives and Securities: Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets by Marcos C. S. Carreira
English | 21 Apr. 2016 | ISBN: 1349554723, 1137477261 | 303 Pages | PDF (True) | 3.1 MB

The Brazilian financial markets operate in a very different way to their G7 counterparts. Key differences include onshore and offshore markets, exponential rates, business days day-counts and price formation from the futures markets (instead of the cash markets).