PART 1. DERIVATIVES VALUATION. 1. Introduction: Discounted Cash Flow Method. 2. Equity Market: the Capital Asset Pricing Model. 3. Bond Markets: the Bond Model. 4. Equity Options: the Black-Scholes Model. 5. Interest Rate Derivatives: Interest Rate Models. 6. Implied Volatility …
"The Oxford guide to financial modeling presents the financial models of stock and bond options, exotic options, investment-grade and high-yield bonds, convertible bonds, mortgage-backed securities, credit derivatives, liabilities of financial institutions, the business model, a…
This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implication, it provides readers with everything they need to know to price modern financial derivatives and analyze the credit …
This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implication, it provides readers with everything they need to know to price modern financial derivatives and analyze the credit …
"Introduction to Financial Derivatives with Python is an ideal textbook for an undergraduate course on derivatives, whether on a finance, economics, or financial mathematics programme. As well as covering all of the essential topics one would expect to be covered, the book also …
"Introduction to Financial Derivatives with Python is an ideal textbook for an undergraduate course on derivatives, whether on a finance, economics, or financial mathematics programme. As well as covering all of the essential topics one would expect to be covered, the book also …