"Trading VIX Derivatives will be a comprehensive book covering all aspects of the Chicago Board Options Exchange stock market volatility index. The book will explain the mechanics and strategies associated with trading VIX options, futures, exchange trading notes and options on …
"The 2007-08 credit crisis and the long recession that followed brutally exposed the economic and social costs of financialization. Understanding what lay behind these events, the rise of 'fictitious capital' and its opaque logic, is crucial to grasping the social and political …
"The 2007-08 credit crisis and the long recession that followed brutally exposed the economic and social costs of financialization ... Using comparative data covering the last four decades, Durand examines the relationship between trends such as the rise in private and public de…
"Provides a comprehensive but concise treatment of the subject of Derivatives"
This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them. The balance achieved will give readers a fundamental understanding of key financial ideas …
This textbook aims to fill the gap between those that offer a theoretical treatment without many applications and those that present and apply formulas without appropriately deriving them. The balance achieved will give readers a fundamental understanding of key financial ideas …
In recent years, interest-rate modeling has developed rapidly in terms of both practice and theory. The academic and practitioners' communities, however, have not always communicated as productively as would have been desirable. As a result, their research programs have often de…
A hands-on guide to interest rate modelling, including the SABR model, the market standard for vanilla products, and the LIBOR market model, the most commonly used model for exotic products. This accessible book also provides an explanation of the extended SABR LIBOR market mode…
"Growing reliance on variable energy resources and greater encouragement of demand-side participation have led to greater volatility and uncertainty in real-time net load (i.e., electric power usage net of non-dispatchable generation). This, in turn, has led to a greater need fo…
Derivatives: theory and practice
by Cuthbertson, Keith, Nitzsche, Dirk, O'Sullivan, Niall
Derivatives: theory and practice
by Cuthbertson, Keith, Nitzsche, Dirk, O'Sullivan, Niall