skip to content
Mathematics of the financial markets : financial instruments and derivatives modelling, valuation and risk issues Preview this item
ClosePreview this item

Mathematics of the financial markets : financial instruments and derivatives modelling, valuation and risk issues

Author: Alain Ruttiens
Publisher: Hoboken, N.J. : Wiley ; Chichester : John Wiley [distributor], 2013.
Series: Wiley finance series.
Edition/Format:   Book : EnglishView all editions and formats
Database:WorldCat
Summary:
This title 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 20 years of experience as a market practitioner. The book only requires the reader to  Read more...
Getting this item's online copy... Getting this item's online copy...

Find a copy in the library

Getting this item's location and availability... Getting this item's location and availability...

WorldCat

Find it in libraries globally
Worldwide libraries own this item

Details

Document Type: Book
All Authors / Contributors: Alain Ruttiens
ISBN: 9781118513453 1118513452
OCLC Number: 817258933
Description: xvi, 333 p. : ill. ; 25 cm.
Contents: Foreword by A.G. MALLIARIS, Loyola University, Chicago xi Main Notations xiii Introduction xv PART I THE DETERMINISTIC ENVIRONMENT 1 Prior to the Yield Curve: Spot and Forward Rates 3 2 The Term Structure or Yield Curve 13 3 Spot Instruments 23 4 Equities and Stock Indexes 47 5 Forward Instruments 75 6 Swaps 91 7 Futures 119 PART II THE PROBABILISTIC ENVIRONMENT 8 The Basis of Stochastic Calculus 147 9 Other Financial Models: From ARMA to the GARCH Family 165 10 Option Pricing in General 175 11 Options on Specific Underlyings and Exotic Options 209 12 Volatility and Volatility Derivatives 237 13 Credit Derivatives 257 14 Market Performance and Risk Measures 275 15 Beyond the Gaussian Hypothesis: Potential Troubles with Derivatives Valuation 303 Bibliography 319 Index 323
Series Title: Wiley finance series.
Responsibility: Alain Ruttiens.

Abstract:

This title 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 20 years of experience as a market practitioner. The book only requires the reader to be knowledgeable in the basics of algebra and statistics.
Retrieving notes about this item Retrieving notes about this item

Reviews

User-contributed reviews
Retrieving GoodReads reviews...

Tags

Be the first.

Similar Items

Related Subjects:(2)

Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.