Artboard 33 Artboard 16 Artboard 18 Artboard 15 Artboard 21 Artboard 1 Artboard 2 Artboard 5 Artboard 45 Artboard 45 Artboard 22 Artboard 9 Artboard 23 Artboard 17? Artboard 28 Artboard 43 Artboard 49 Artboard 47 Artboard 38 Artboard 32 Artboard 8 Artboard 22 Artboard 5 Artboard 25 Artboard 1 Artboard 42 Artboard 11 Artboard 41 Artboard 13 Artboard 23 Artboard 10 Artboard 4 Artboard 9 Artboard 20 Artboard 6 Artboard 11 Artboard 7 Artboard 3 Artboard 3 Artboard 12 Artboard 25 Artboard 34 Artboard 39 Artboard 24 Artboard 13 Artboard 19 Artboard 7 Artboard 24 Artboard 31 Artboard 4 Artboard 14 Artboard 27 Artboard 30 Artboard 36 Artboard 44 Artboard 12 Artboard 17 Artboard 17 Artboard 6 Artboard 27 Artboard 19 Artboard 30 Artboard 29 Artboard 29 Artboard 26 Artboard 18 Artboard 2 Artboard 20 Artboard 35 Artboard 15 Artboard 14 Artboard 48 Artboard 50 Artboard 26 Artboard 16 Artboard 40 Artboard 21 Artboard 29 Artboard 10 Artboard 37 Artboard 3 Artboard 3 Artboard 46 Artboard 8
Livro Digital

Mathematics of the Financial Markets (Cód: 9300126)

Alain Ruttiens

Wiley (Digital)

Ooops! Este produto não está mais a venda.
Mas não se preocupe, temos uma versão atualizada para você.

Ooopss! Este produto está fora de linha, mas temos outras opções para você.
Veja nossas sugestões abaixo!

R$ 140,36 em até 4x de R$ 35,09 sem juros
Cartão Saraiva R$ 140,36 ou em até 7x de R$ 20,05 sem juros

Crédito:
Boleto:
Cartão Saraiva:

Total: R$0,00

Em até 4x sem juros de R$ 0,00


Mathematics of the Financial Markets

R$140,36

Descrição

The book aims to prioritise what needs mastering and presents the content in the most understandable, concise and pedagogical way illustrated by real market examples. Given the variety and the complexity of the materials the book covers, the author sorts through a vast array of topics in a subjective way, relying upon more than twenty years of experience as a market practitioner. The book only requires the reader to be knowledgeable in the basics of algebra and statistics. The Mathematical formulae are only fully proven when the proof brings some useful insight. These formulae are translated from algebra into plain English to aid understanding as the vast majority of practitioners involved in the financial markets are not required to compute or calculate prices or sensitivities themselves as they have access to data providers. Thus, the intention of this book is for the practitioner to gain a deeper understanding of these calculations, both for a safety reason – it is better to understand what is behind the data we manipulate – and secondly being able to appreciate the magnitude of the prices we are confronted with and being able to draft a rough calculation, aside of the market data. The author has avoided excessive formalism where possible. Formalism is securing the outputs of research, but may, in other circumstances, burden the understanding by non-mathematicians; an example of this case is in the chapter dedicated to the basis of stochastic calculus. The book is divided into two parts: First, the deterministic world, starting from the yield curve building and related calculations (spot rates, forward rates, discrete versus continuous compounding, etc.), and continuing with spot instruments valuation (short term rates, bonds, currencies and stocks) and forward instruments valuation (forward forex, FRAs and variants, swaps & futures); Second, the probabilistic world, starting with the basis of stochastic calculus and the alternative approach of ARMA to GARCH, and continuing with derivative pricing: options, second generation options, volatility, credit derivatives; This second part is completed by a chapter dedicated to market performance & risk measures, and a chapter widening the scope of quantitative models beyond the Gaussian hypothesis and evidencing the potential troubles linked to derivative pricing models.

Características

Produto sob encomenda Sim
Marca Wiley (Digital)
Cód. Barras 9781118513484
Acabamento ebook
Início da Venda 09/03/2016
Territorialidade Internacional
Formato Livro Digital Epub
Gratuito Não
Número da edição 1
Idioma 337
Código do Formato Epub
Número de Páginas 352 (aproximado)
Peso 0.00 Kg
AutorAlain Ruttiens

Avaliações

Avaliação geral: 0

Você está revisando: Mathematics of the Financial Markets