Isbn: 9780521815109 - financial derivatives: pricing, applications, and mathematics (27 Ergebnisse)

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Hardcover. Zustand: Very Good. Immediate dispatch from Somerset. Nice book in great condition. Pages in excellent condition. Pages in unused condition. Hardcover. English. Pub Year 2004, See images for condition. About the book >.>.> Financial Derivatives: Pricing, Applications, and Mathematics by Jamil Baz provides a concise exploration of the principles underlying financial derivatives pricing. The initial chapter introduces readers to fundamental concepts in random calculus, covering topics such as volatility, time, random walks, geometric Brownian motion, and Ité's lemma through an intuitive lens. This foundational knowledge sets the stage for the subsequent chapters.In the second chapter, Baz elaborates on generic pricing techniques applicable to both assets and derivatives, focusing on the stochastic discount factor, also known as the pricing kernel. This critical concept is then utilised to effectively price both conventional and exotic derivatives, showcasing its versatility in various financial contexts. The third chapter narrows the scope to interest rate markets, specifically bonds and swaps, where Baz discusses factor models and term-structure-consistent models, providing insights into the unique pricing dynamics within this segment of the market.The fourth chapter delves into the mathematical underpinnings of derivatives pricing and portfolio allocation. It covers various mathematical topics, including mean-reverting processes, jump processes, and essential tools from stochastic calculus such as Kolmogorov equations, martingales, stochastic control, and partial differential equations. This comprehensive framework not only enhances the reader?s understanding of pricing mechanics but also prepares them to apply these models in real-world financial scenarios.Ultimately, Financial Derivatives serves as an essential resource for those seeking a systematic approach to understanding pricing methodologies and mathematical concepts integral to the field of financial derivatives. (SP).…

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Zustand: New. This book is a graduate level manual on the pricing of financial derivatives. Num Pages: 350 pages, 16 tables. BIC Classification: KC; KFFM; KJ. Category: (P) Professional & Vocational. Dimension: 237 x 152 x 23. Weight in Grams: 610. . 2004. Illustrated. hardcover. . . . .

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Hardback. Zustand: New. This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito's lemma are discussed heuristically. The second chapter develops generic pricing techniques for assets and derivatives, determining the notion of a stochastic discount factor or pricing kernel, and then uses this concept to price conventional and exotic derivatives. The third chapter applies the pricing concepts to the special case of interest rate markets, namely, bonds and swaps, and discusses factor models and term structure consistent models. The fourth chapter deals with a variety of mathematical topics that underlie derivatives pricing and portfolio allocation decisions such as mean-reverting processes and jump processes and discusses related tools of stochastic calculus such as Kolmogorov equations, martingale techniques, stochastic control, and partial differential equations.…

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Zustand: New. This book is a graduate level manual on the pricing of financial derivatives. Num Pages: 350 pages, 16 tables. BIC Classification: KC; KFFM; KJ. Category: (P) Professional & Vocational. Dimension: 237 x 152 x 23. Weight in Grams: 610. . 2004. Illustrated. hardcover. . . . . Books ship from the US and Ireland.…

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Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito's lemma are discussed heuristically. The second chapter develops generic pricing techniques for assets and derivatives, determining the notion of a stochastic discount factor or pricing kernel, and then uses this concept to price conventional and exotic derivatives. The third chapter applies the pricing concepts to the special case of interest rate markets, namely, bonds and swaps, and discusses factor models and term structure consistent models. The fourth chapter deals with a variety of mathematical topics that underlie derivatives pricing and portfolio allocation decisions such as mean-reverting processes and jump processes and discusses related tools of stochastic calculus such as Kolmogorov equations, martingale techniques, stochastic control, and partial differential equations. …

Hardback. Zustand: New. This book offers a complete, succinct account of the principles of financial derivatives pricing. The first chapter provides readers with an intuitive exposition of basic random calculus. Concepts such as volatility and time, random walks, geometric Brownian motion, and Ito's lemma are discussed heuristically. The second chapter develops generic pricing techniques for assets and derivatives, determining the notion of a stochastic discount factor or pricing kernel, and then uses this concept to price conventional and exotic derivatives. The third chapter applies the pricing concepts to the special case of interest rate markets, namely, bonds and swaps, and discusses factor models and term structure consistent models. The fourth chapter deals with a variety of mathematical topics that underlie derivatives pricing and portfolio allocation decisions such as mean-reverting processes and jump processes and discusses related tools of stochastic calculus such as Kolmogorov equations, martingale techniques, stochastic control, and partial differential equations.…

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Hardcover. Zustand: new. Hardcover. Combining their corporate and academic experiences, Jamil Baz and George Chacko offer financial analysts a complete, succinct account of the principles of financial derivatives pricing. Readers with a basic knowledge of finance, calculus, probability and statistics will learn about the most powerful tools in applied finance: equity derivatives, interest rate markets, and the mathematics of pricing. Baz and Chacko apply concepts such as volatility and time, and generic pricing to the valuation of conventional and more specialized cases. Other topics include: Interest rate markets, government and corporate bonds, swaps, caps, and swaptions Factor models and term structure consistent models Mathematical allocation decisions such as mean-reverting processes and jump processes Stochastic calculus and related tools such as Kilmogorov equations, martingales techniques, stocastic control and partial differential equations Meant for financial analysts and graduate students in finance and economics, Financial Derivatives begins with basic economic principles of risk and builds up various pricing and hedging techniques from those principles.Baz and Chacko simplify the mathematical presentation, and balance theory and real analysis, making it a more accessible and practical manual. Jamil Baz holds an M.S. in Management from MIT and a Ph.D. in Business Economics from Harvard University. He is a Managing Director at Deutsche Bank in London. George Chacko has a B.S. from MIT in electrical engineering and a Ph.D. in Business Economics from Harvard University. He is an Associate Professor of Business Administration at Harvard Business School. Both authors have worked extensively for financial services firms in the private sector. They have published in leading academic journals including the Review of Financial Studies and the Journal of Financial Economics as well as practitioner journals such as the Journal of Fixed Income and the Journal of Applied Corporate Finance. This book is a graduate level manual on the pricing of financial derivatives. It allows the reader with basic knowledge of finance, calculus, and probability and statistics to understand the most powerful tools in applied finance. The focus is on equity derivatives, interest rate markets, and the mathematics of pricing. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Gebunden. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book is a graduate level manual on the pricing of financial derivatives. It allows the reader with basic knowledge of finance, calculus, and probability and statistics to understand the most powerful tools in applied finance. The focus is on equity de.…

Zustand: New. Print on Demand pp. xi + 338 Illus.

Zustand: New. PRINT ON DEMAND pp. xi + 338 67 Diagrams.