Filter
Investeringar & värdepapper
Filter
The derivative practitioner’s expert guide to IFRS 9 application Accounting for Derivatives explains the likely accounting implications of a proposed transaction on derivatives …
The credit derivatives industry has come under close scrutiny over the past few years, with the recent financial crisis highlighting the instability of a number of credit …
Fully revised and updated from the hugely popular first edition, this book is an accessible and convenient one-volume introduction to international capital markets, ideal for those …
LIBOR Market Models and Smile: Latest Extensions and their Applications describes the most popular extensions to the LIBOR market model and analyses their most practical behavior …
Recent market boom-busts have happened, and will continue to happen partly because apparently reputable institutions oversell risky or worthless investments. Following Enron, …
Investment Mathematics provides an introductory analysis of investments from a quantitative viewpoint, drawing together many of the tools and techniques required by investment …
Commodity Option Pricing: A Practitioner’s Guide covers commodity option pricing for quantitative analysts, traders or structurers in banks, hedge funds and commodity trading …
Explore different measures of ex-post risk-adjusted performance measurement and learn to choose the correct one In the newly revised Second Edition of Practical Risk-Adjusted …
Equity Valuation: Models from the Leading Investment Banks is a clear and reader-friendly guide to how today’s leading investment banks analyze firms. Editors Jan Viebig …
An Introduction to Numerical and Computational Methods for Derivative Pricing addresses the subject of numerical/computational methods applied to mathematical finance.