Title Statements
- Full title :Quantitative Finance And Risk Management
Edition Statements
- Publication Date:2016.
- Edition:2nd ed
Publication Statements
- Publisher(s):World scientific Publishing Company
- Place of Publication:Singapore
- Language:eng
- Publication Date:2016.
Notes
Hedging Delta and Gamma for Libor Caps
The Physical Object
- Description:1 online resource (1008 pages)
Edition Identifiers
- ISBN:9789814571241, 9814571245
- oclc:on1020699789
- LC Classification:HG106.D37 2016
- Dewey Decimal:332.63
Table of Contents
Intro; Table of Contents; Acknowledgments for the 1st and 2nd Editions; PART I: INTRODUCTION, OVERVIEW, AND EXERCISE; 1. Introduction / Outline; Note for 2nd Edition; Unresolved Problems; Who/ How/What, â#x80;#x9C;Tech. Indexâ#x80;#x9D;, Messages, Personal Note; Summary Outline: Book Contents; Note for the 2nd Edition (2015); Climate Change Risk Management â#x80;#x93; NEW TOPIC; Evaluation â#x80;#x93; Where do we stand? What about the future?; 2. Overview (Tech. Index 1/10); Objectives of Quantitative Finance and Risk Management; Tools of Quantitative Finance and Risk Management; The Traditional Areas of Risk Management
When Will We Ever See Real-Time Color Movies of Risk?Many People Participate in Risk Management; Quants in Quantitative Finance and Risk Management; References; 3. An Exercise (Tech. Index 1/10); Part #1: Data, Statistics, and Reporting Using a Spreadsheet; Part #2: Repeat Part #1 Using Programming; Part #3: A Few Quick and Tricky Hypothetical Questions; Messages and Advice; References; PART II: RISK LAB (NUTS AND BOLTS OF RISK MANAGEMENT); 4. Equity Options (Tech. Index 3/10); Pricing and Hedging One Option; American Options; Basket Options and Index Options; Oth…
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