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FINANCIAL HACKING EVALUATE RISKS PRICE DERIVATIVES STRUCTURE TRADES
MAYMIN PH. wydawnictwo: WORLD SCIENTIFIC , rok wydania 2012, wydanie I cena netto: 235.00 Twoja cena 223,25 zł + 5% vat - dodaj do koszyka Financial Hacking: Evaluate Risks, Price Derivatives, Structure Trades,
and Build Your Intuition Quickly and Easily
This book teaches financial engineering the way it ought to be taught: as tools and a
way of thinking to solve real-world problems. Projects and simulations are not just
exercises in this book, but its heart and soul. You will not only learn how to do
state-of-the-art simulations and build exotic derivatives valuation models, you will also
learn how to quickly make reasonable inferences based on incomplete information. This book
will give you the expertise to make significant progress in understanding brand new
derivatives given only a preliminary term sheet, thus making you extraordinarily valuable
to banks, brokerage houses, trading floors, and hedge funds. "Financial
Hacking" is not about long, detailed mathematical proofs or brief summaries
of conventional financial theories; it is about engineering specific, useable answers to
imprecise but important questions. It is an essential book both for students and for
practitioners of financial engineering. MBAs in finance learn case-method and standard
finance mainly by talking. Mathematical finance students learn the elegance and beauty of
formulas mainly by manipulating symbols. But financial engineers need to learn how to
build useful tools, and the best way to do that is to actually build them in a test
environment, with only hypothetical profits or losses at stake. That's what this book
does. It is like a trading desk sandbox that prepares graduate students or others looking
to move closer to trading operations.
Financial Hacking
Black-Scholes; Intuitions about Option Greeks; Exotic Options; P&L Decomposition;
Hedging Questions; Volatility Skews and Smiles; Local and Implied Volatilities; Variance
Swaps; Exotic Derivatives.
300 pages, Hardback
Po otrzymaniu zamówienia poinformujemy, czy wybrany tytuł polskojęzyczny lub
anglojęzyczny jest aktualnie na półce księgarni.
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