urazole derivatives



Robert Kolb W. Financial Derivatives Robert Kolb W. Financial Derivatives Новинка

Robert Kolb W. Financial Derivatives

6239.48 руб.
Understand derivatives in a nonmathematical way Financial Derivatives, Third Edition gives readers a broad working knowledge of derivatives. For individuals who want to understand derivatives without getting bogged down in the mathematics surrounding their pricing and valuation Financial Derivatives, Third Edition is the perfect read. This comprehensive resource provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting.
Robert Kolb W. Financial Derivatives. Pricing and Risk Management Robert Kolb W. Financial Derivatives. Pricing and Risk Management Новинка

Robert Kolb W. Financial Derivatives. Pricing and Risk Management

5845.66 руб.
Essential insights on the various aspects of financial derivatives If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can prudently use them within the context of your underlying business activities. Financial Derivatives introduces you to the wide range of markets for financial derivatives. This invaluable guide offers a broad overview of the different types of derivatives-futures, options, swaps, and structured products-while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with helpful tables and charts, Financial Derivatives offers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. Discusses what derivatives are and how you can prudently implement them within the context of your underlying business activities Provides thorough coverage of financial derivatives and their role in risk management Explores financial derivatives without getting bogged down by the mathematics surrounding their pricing and valuation This informative guide will help you unlock the incredible potential of financial derivatives.
Wendy Pirie L. Derivatives Wendy Pirie L. Derivatives Новинка

Wendy Pirie L. Derivatives

6153.33 руб.
The complete guide to derivatives, from the experts at the CFA Derivatives is the definitive guide to derivatives, derivative markets, and the use of options in risk management. Written by the experts at the CFA Institute, this book provides authoritative reference for students and investment professionals seeking a deeper understanding for more comprehensive portfolio management. General discussion of the types of derivatives and their characteristics gives way to detailed examination of each market and its contracts, including forwards, futures, options, and swaps, followed by a look at credit derivatives markets and their instruments. Included lecture slides help bring this book directly into the classroom, while the companion workbook (sold separately) provides problems and solutions that align with the text and allows students to test their understanding while facilitating deeper internalization of the material. Derivatives have become essential to effective financial risk management, and create synthetic exposure to asset classes. This book builds a conceptual framework for understanding derivative fundamentals, with systematic coverage and detailed explanations. Understand the different types of derivatives and their characteristics Delve into the various markets and their associated contracts Examine the use of derivatives in portfolio management Learn why derivatives are increasingly fundamental to risk management The CFA Institute is the world's premier association for investment professionals, and the governing body for the CFA, CIPM, and Investment Foundations Programs. Those seeking a deeper understanding of the markets, mechanisms, and use of derivatives will value the level of expertise CFA lends to the discussion, providing a clear, comprehensive resource for students and professionals alike. Whether used alone or in conjunction with the companion workbook, Derivatives offers a complete course in derivatives and their markets.
Don Chance M. Essays in Derivatives. Risk-Transfer Tools and Topics Made Easy Don Chance M. Essays in Derivatives. Risk-Transfer Tools and Topics Made Easy Новинка

Don Chance M. Essays in Derivatives. Risk-Transfer Tools and Topics Made Easy

3386.32 руб.
In the updated second edition of Don Chance’s well-received Essays in Derivatives, the author once again keeps derivatives simple enough for the beginner, but offers enough in-depth information to satisfy even the most experienced investor. This book provides up-to-date and detailed coverage of various financial products related to derivatives and contains completely new chapters covering subjects that include why derivatives are used, forward and futures pricing, operational risk, and best practices.
Gordon Peery F. The Post-Reform Guide to Derivatives and Futures Gordon Peery F. The Post-Reform Guide to Derivatives and Futures Новинка

Gordon Peery F. The Post-Reform Guide to Derivatives and Futures

5845.66 руб.
An in-depth look at the best ways to navigate the post-reform world of derivatives and futures The derivatives market is one of the largest, and most important financial markets in the world. It's also one of the least understood. Today we are witnessing the unprecedented reform and reshaping of this market, and along with these events, the entire life cycle of a derivatives transaction has been affected. Accordingly, nearly all market participants in the modern economy need to view the handling of risk by derivatives in a very different way. Many aspects of financial services reform are based on a belief that derivatives caused the Great Recession of 2008. While the difficulties we now face cannot be blamed solely on derivatives, the need to understand this market, and the financial products that trade within it, has never been greater. The Post-Reform Guide to Derivatives and Futures provides straightforward descriptions of these important investment products, the market in which they trade, and the law that now, after July 16, 2011, governs their use in America and creates challenges for investors throughout the world. Author Gordon Peery is an attorney who works exclusively in the derivatives markets and specializes in derivatives and futures reform and market structure. Since representing clients in Congressional hearings involving Enron Corp., he has developed extensive experience in this field. With this guide, he reveals how derivatives law, and market practice throughout the world, began to change in historic ways beginning in 2011, and what you must do to keep up with these changes. Explains what derivatives and futures are, who trades them, and what must be done to manage risk in the post reform world Accurately reflects the futures and derivatives markets as they exist today and how they will be transformed by the Dodd-Frank Wall Street Reform and Consumer Protection Act Highlights the risks and common disputes regarding derivatives and futures, and offers recommendations for best practices in light of the evolving law governing derivatives The financial crisis has changed the rules of Wall Street, especially when it comes to derivatives and futures. The Post-Reform Guide to Derivatives and Futures will help you navigate this evolving field and put you in a better position to make the most informed decisions within it.
Peter Carr Advanced Equity Derivatives. Volatility and Correlation Peter Carr Advanced Equity Derivatives. Volatility and Correlation Новинка

Peter Carr Advanced Equity Derivatives. Volatility and Correlation

10113.14 руб.
In Advanced Equity Derivatives: Volatility and Correlation, Sébastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial modelers, option traders and sophisticated investors, the content covers the most important theoretical and practical extensions of the Black-Scholes model. Each chapter includes numerous illustrations and a short selection of problems, covering key topics such as implied volatility surface models, pricing with implied distributions, local volatility models, volatility derivatives, correlation measures, correlation trading, local correlation models and stochastic correlation. The author has a dual professional and academic background, making Advanced Equity Derivatives: Volatility and Correlation the perfect reference for quantitative researchers and mathematically savvy finance professionals looking to acquire an in-depth understanding of equity exotic derivatives pricing and hedging.
Gunter Meissner Credit Derivatives. Application, Pricing, and Risk Management Gunter Meissner Credit Derivatives. Application, Pricing, and Risk Management Новинка

Gunter Meissner Credit Derivatives. Application, Pricing, and Risk Management

2065.04 руб.
The market for credit derivatives–financial instruments designed to transfer credit risk from one party to another–has grown exponentially in recent years, with volume expected to reach more than $4.8 trillion by 2004. With demand increasing from the private sector for finance professionals trained in the opportunities–and dangers–inherent in this fast-changing market, finance courses are already springing up to meet this need. Credit Derivatives: Explains the field of credit derivatives to business students with a background in finance Cites real-world examples throughout, reinforced by end-of-chapter questions and internet links to pricing models Provides a concise overview of the field that is ideal for instructors seeking to supplement traditional derivatives course material, as well as those looking to offer a stand-alone course on credit derivatives.
Wendy Pirie L. Derivatives Workbook Wendy Pirie L. Derivatives Workbook Новинка

Wendy Pirie L. Derivatives Workbook

2770.62 руб.
Apply practical derivatives knowledge to truly test your understanding Derivatives Workbook offers practical instruction for students and professionals seeking additional guidance on working with derivatives instruments. Created by CFA Institute as a companion to the comprehensive Derivatives text, this book helps you practice using what you've learned through problems that mimic real-world scenarios. Working with different derivatives instruments helps you gauge how well you understand the instruments' characteristics, both shared and unique; this intimate knowledge is essential to effective portfolio management, and this book provides an expertly-designed, low-stakes environment ideal for self-assessment. Derivatives—financial instruments that derive their value from the value of some underlying asset—have become increasingly important for effective risk management, and fundamental for creating synthetic exposures to asset classes. Whether you're a student aspiring to a career in finance, or a professional seeking a stronger skill set, this workbook is an invaluable tool for simulating the use of derivatives in everyday practice. Work more effectively with different types of derivative instruments Master the valuation of forward, future, options, and swap contracts Utilize options for risk management and portfolio optimization Explore the practical aspects of working within the derivatives markets As in other security markets, arbitrage and market efficiency play a critical role in derivative pricing. The experts at CFA Institute recognize the need for realistic, practical derivatives training that translates well into real-world practice; this workbook fills the gap with a wealth of practice problems that have value to both aspiring and practicing investment professionals. Derivatives Workbook provides authoritative training and comprehensive practical instruction on derivative instruments, their markets, and valuation.
Giles Jewitt FX Derivatives Trader School Giles Jewitt FX Derivatives Trader School Новинка

Giles Jewitt FX Derivatives Trader School

5845.66 руб.
An essential guide to real-world derivatives trading FX Derivatives Trader School is the definitive guide to the technical and practical knowledge required for successful foreign exchange derivatives trading. Accessible in style and comprehensive in coverage, the book guides the reader through both basic and advanced derivative pricing and risk management topics. The basics of financial markets and trading are covered, plus practical derivatives mathematics is introduced with reference to real-world trading and risk management. Derivative contracts are covered in detail from a trader's perspective using risk profiles and pricing under different derivative models. Analysis is approached generically to enable new products to be understood by breaking the risk into fundamental building blocks. To assist with learning, the book also contains Excel practicals which will deepen understanding and help build useful skills. The book covers of a wide variety of topics, including: Derivative exposures within risk management Volatility surface construction Implied volatility and correlation risk Practical tips for students on trading internships and junior traders Market analysis techniques FX derivatives trading requires mathematical aptitude, risk management skill, and the ability to work quickly and accurately under pressure. There is a tremendous gap between option pricing formulas and the knowledge required to be a successful derivatives trader. FX Derivatives Trader School is unique in bridging that gap.
Andrew M. Chisholm Derivatives Demystified. A Step-by-Step Guide to Forwards, Futures, Swaps and Options Andrew M. Chisholm Derivatives Demystified. A Step-by-Step Guide to Forwards, Futures, Swaps and Options Новинка

Andrew M. Chisholm Derivatives Demystified. A Step-by-Step Guide to Forwards, Futures, Swaps and Options

6276.4 руб.
Derivatives are everywhere in the modern world and it is important for everyone in banking, investment and finance to have a good understanding of the subject. Derivatives Demystified provides a step-by-step guide to the subject, enabling the reader to have a solid, working understanding of key derivative products. Adopting a highly accessible approach, the author explains derivative products in straightforward terms and without the complex mathematics that underlie the subject, focusing on practical applications, case studies and examples of how the products are used to solve real-world problems. Derivatives Demystified follows a sequence that is designed to show that, although there are many applications of derivatives, there are only a small number of basic building blocks, namely forwards and futures, swaps and options. The book shows how each building block is applied to different markets and to the solution of various risk management and trading problems. This new edition will be fully revised to reflect the many changes the derivatives markets have seen over the last three years. New material will include a comprehensive history of derivatives, leading up to their use and abuse in the current credit crisis. It will also feature new chapters on regulation and control of derivatives, commodity derivatives, credit derivatives and structured products and new derivative markets including inflation linked and insurance linked products. Derivatives Demystified is essential reading for everyone who operates in the financial markets or within the corporate environment who requires a good understanding of these important financial instruments.
Rattan Tanu Mimani Inorganic Hydrazine Derivatives. Synthesis, Properties and Applications Rattan Tanu Mimani Inorganic Hydrazine Derivatives. Synthesis, Properties and Applications Новинка

Rattan Tanu Mimani Inorganic Hydrazine Derivatives. Synthesis, Properties and Applications

11445.19 руб.
Traditionally, interest in the chemistry of hydrazine and its derivatives has been focused on the development of propellants and explosives, but in recent years a wide variety of new applications have emerged in fields such as polymers, pharmaceuticals, water treatment, agriculture and medicine. Inorganic Hydrazine Derivatives: Synthesis, Properties and Applications presents a comprehensive review of the research carried out in this field during the last four decades. Methods for synthesizing inorganic hydrazine derivatives and complexes are systematically presented, together with details of their characterization, spectra, thermal analysis, crystal structure, and applications. Strong emphasis is given to controlling the reactivity of hydrazine derivatives from detonation to deflagration to decomposition. The monograph also highlights current developments and applications of inorganic hydrazine derivatives, including the synthesis of nanostructured materials. Topics covered include: An introduction to hydrazine and its inorganic derivatives Hydrazine salts Metal hydrazines Metal hydrazine carboxylates Hydrazinium metal complexes Applications of inorganic hydrazine derivatives This applications-based handbook is a valuable resource for academics and industry professionals researching and developing hydrazine compounds, high energy materials, nanomaterials, and pharmaceuticals.
Leonardo Marroni Pricing and Hedging Financial Derivatives. A Guide for Practitioners Leonardo Marroni Pricing and Hedging Financial Derivatives. A Guide for Practitioners Новинка

Leonardo Marroni Pricing and Hedging Financial Derivatives. A Guide for Practitioners

6337.93 руб.
The only guide focusing entirely on practical approaches to pricing and hedging derivatives One valuable lesson of the financial crisis was that derivatives and risk practitioners don't really understand the products they're dealing with. Written by a practitioner for practitioners, this book delivers the kind of knowledge and skills traders and finance professionals need to fully understand derivatives and price and hedge them effectively. Most derivatives books are written by academics and are long on theory and short on the day-to-day realities of derivatives trading. Of the few practical guides available, very few of those cover pricing and hedging—two critical topics for traders. What matters to practitioners is what happens on the trading floor—information only seasoned practitioners such as authors Marroni and Perdomo can impart. Lays out proven derivatives pricing and hedging strategies and techniques for equities, FX, fixed income and commodities, as well as multi-assets and cross-assets Provides expert guidance on the development of structured products, supplemented with a range of practical examples Packed with real-life examples covering everything from option payout with delta hedging, to Monte Carlo procedures to common structured products payoffs The Companion Website features all of the examples from the book in Excel complete with source code
R. Johnson Stafford Derivatives Markets and Analysis R. Johnson Stafford Derivatives Markets and Analysis Новинка

R. Johnson Stafford Derivatives Markets and Analysis

5845.66 руб.
A practical, informative guide to derivatives in the real world Derivatives is an exposition on investments, guiding you from the basic concepts, strategies, and fundamentals to a more detailed understanding of the advanced strategies and models. As part of Bloomberg Financial's three part series on securities, Derivatives focuses on derivative securities and the functionality of the Bloomberg system with regards to derivatives. You'll develop a tighter grasp of the more subtle complexities involved in the evaluation, selection, and management of derivatives, and gain the practical skillset necessary to apply your knowledge to real-world investment situations using the tools and techniques that dominate the industry. Instructions for using the widespread Bloomberg system are interwoven throughout, allowing you to directly apply the techniques and processes discussed using your own data. You'll learn the many analytical functions used to evaluate derivatives, and how these functions are applied within the context of each investment topic covered. All Bloomberg information appears in specified boxes embedded throughout the text, making it easy for you to find it quickly when you need or, or easily skip it in favor of the theory-based text. Managing securities in today's dynamic and innovative investment environment requires a strong understanding of how the increasing variety of securities, markets, strategies, and methodologies are used. This book gives you a more thorough understanding, and a practical skillset that investment managers need. Understand derivatives strategies and models from basic to advanced Apply Bloomberg information and analytical functions Learn how investment decisions are made in the real world Grasp the complexities of securities evaluation, selection, and management The financial and academic developments of the past twenty years have highlighted the challenge in acquiring a comprehensive understanding of investments and financial markets. Derivatives provides the detailed explanations you've been seeking, and the hands-on training the real world demands.
Eric Chin Problems and Solutions in Mathematical Finance. Equity Derivatives, Volume 2 Eric Chin Problems and Solutions in Mathematical Finance. Equity Derivatives, Volume 2 Новинка

Eric Chin Problems and Solutions in Mathematical Finance. Equity Derivatives, Volume 2

4002.01 руб.
Detailed guidance on the mathematics behind equity derivatives Problems and Solutions in Mathematical Finance Volume II is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry. This volume focuses solely on equity derivatives problems, beginning with basic problems in derivatives securities before moving on to more advanced applications, including the construction of volatility surfaces to price exotic options. By providing a methodology for solving theoretical and practical problems, whilst explaining the limitations of financial models, this book helps readers to develop the skills they need to advance their careers. The text covers a wide range of derivatives pricing, such as European, American, Asian, Barrier and other exotic options. Extensive appendices provide a summary of important formulae from calculus, theory of probability, and differential equations, for the convenience of readers. As Volume II of the four-volume Problems and Solutions in Mathematical Finance series, this book provides clear explanation of the mathematics behind equity derivatives, in order to help readers gain a deeper understanding of their mechanics and a firmer grasp of the calculations. Review the fundamentals of equity derivatives Work through problems from basic securities to advanced exotics pricing Examine numerical methods and detailed derivations of closed-form solutions Utilise formulae for probability, differential equations, and more Mathematical finance relies on mathematical models, numerical methods, computational algorithms and simulations to make trading, hedging, and investment decisions. For the practitioners and graduate students of quantitative finance, Problems and Solutions in Mathematical Finance Volume II provides essential guidance principally towards the subject of equity derivatives.
Robert Whaley E. Derivatives. Markets, Valuation, and Risk Management Robert Whaley E. Derivatives. Markets, Valuation, and Risk Management Новинка

Robert Whaley E. Derivatives. Markets, Valuation, and Risk Management

12921.99 руб.
Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations.
Justin London Modeling Derivatives in C++ Justin London Modeling Derivatives in C++ Новинка

Justin London Modeling Derivatives in C++

7384 руб.
This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical introduction to the most important derivative models used in practice today, including equity (standard and exotics including barrier, lookback, and Asian) and fixed income (bonds, caps, swaptions, swaps, credit) derivatives. The book provides complete C++ implementations for many of the most important derivatives and interest rate pricing models used on Wall Street including Hull-White, BDT, CIR, HJM, and LIBOR Market Model. London illustrates the practical and efficient implementations of these models in real-world situations and discusses the mathematical underpinnings and derivation of the models in a detailed yet accessible manner illustrated by many examples with numerical data as well as real market data. A companion CD contains quantitative libraries, tools, applications, and resources that will be of value to those doing quantitative programming and analysis in C++. Filled with practical advice and helpful tools, Modeling Derivatives in C++ will help readers succeed in understanding and implementing C++ when modeling all types of derivatives.
Sebastien Bossu An Introduction to Equity Derivatives. Theory and Practice Sebastien Bossu An Introduction to Equity Derivatives. Theory and Practice Новинка

Sebastien Bossu An Introduction to Equity Derivatives. Theory and Practice

4679.27 руб.
Everything you need to get a grip on the complex world of derivatives Written by the internationally respected academic/finance professional author team of Sebastien Bossu and Philipe Henrotte, An Introduction to Equity Derivatives is the fully updated and expanded second edition of the popular Finance and Derivatives. It covers all of the fundamentals of quantitative finance clearly and concisely without going into unnecessary technical detail. Designed for both new practitioners and students, it requires no prior background in finance and features twelve chapters of gradually increasing difficulty, beginning with basic principles of interest rate and discounting, and ending with advanced concepts in derivatives, volatility trading, and exotic products. Each chapter includes numerous illustrations and exercises accompanied by the relevant financial theory. Topics covered include present value, arbitrage pricing, portfolio theory, derivates pricing, delta-hedging, the Black-Scholes model, and more. An excellent resource for finance professionals and investors looking to acquire an understanding of financial derivatives theory and practice Completely revised and updated with new chapters, including coverage of cutting-edge concepts in volatility trading and exotic products An accompanying website is available which contains additional resources including powerpoint slides and spreadsheets. Visit www.introeqd.com for details.
Sarmento Bruno Chitosan-Based Systems for Biopharmaceuticals. Delivery, Targeting and Polymer Therapeutics Sarmento Bruno Chitosan-Based Systems for Biopharmaceuticals. Delivery, Targeting and Polymer Therapeutics Новинка

Sarmento Bruno Chitosan-Based Systems for Biopharmaceuticals. Delivery, Targeting and Polymer Therapeutics

16170.95 руб.
Chitosan is a linear polysaccharide commercially produced by the deacetylation of chitin. It is non-toxic, biodegradable, biocompatible, and acts as a bioadhesive with otherwise unstable biomolecules – making it a valuable component in the formulation of biopharmaceutical drugs. Chitosan-Based Systems for Biopharmaceuticals provides an extensive overview of the application of chitosan and its derivatives in the development and optimisation of biopharmaceuticals. The book is divided in four different parts. Part I discusses general aspects of chitosan and its derivatives, with particular emphasis on issues related to the development of biopharmaceutical chitosan-based systems. Part II deals with the use of chitosan and derivatives in the formulation and delivery of biopharmaceuticals, and focuses on the synergistic effects between chitosan and this particular subset of pharmaceuticals. Part III discusses specific applications of chitosan and its derivatives for biopharmaceutical use. Finally, Part IV presents diverse viewpoints on different issues such as regulatory, manufacturing and toxicological requirements of chitosan and its derivatives related to the development of biopharmaceutical products, as well as their patent status, and clinical application and potential. Topics covered include: chemical and technological advances in chitins and chitosans useful for the formulation of biopharmaceuticals physical properties of chitosan and derivatives in sol and gel states absorption promotion properties of chitosan and derivatives biocompatibility and biodegradation of chitosan and derivatives biological and pharmacological activity of chitosan and derivatives biological, chemical and physical compatibility of chitosan and biopharmaceuticals approaches for functional modification or crosslinking of chitosan use of chitosan and derivatives in conventional biopharmaceutical dosage forms manufacture techniques of chitosan-based microparticles and nanoparticles for biopharmaceuticals chitosan and derivatives for biopharmaceutical use: mucoadhesive properties chitosan-based systems for mucosal delivery of biopharmaceuticals chitosan-based delivery systems for mucosal vaccination chitosan-based nanoparticulates for oral delivery of biopharmaceuticals chitosan-based systems for ocular delivery of biopharmaceuticals chemical modification of chitosan for delivery of DNA and siRNA target-specific chitosan-based nanoparticle systems for nucleic acid delivery functional PEGylated chitosan systems for biopharmaceuticals stimuli-sensitive chitosan-based systems for biopharmaceuticals chitosan copolymers for biopharmaceuticals application of chitosan for anti-cancer biopharmaceutical delivery chitosan-based biopharmaceuticals scaffolds in tissue engineering and regenerative medicine wound healing properties of chitosan and its use in wound dressing biopharmaceuticals toxicological properties of chitosan and derivatives for biopharmaceutical applications regulatory status of chitosan and derivatives patentability and intellectual property issues quality control and good manufacturing practice preclinical and clinical use of chitosan and derivatives for biopharmaceuticals Chitosan-Based Systems for Biopharmaceuticals is an important compendium of fundamental concepts, practical tools and applications of chitosan-based biopharmaceuticals for researchers in academia and industry working in drug formulation and delivery, biopharmaceuticals, medicinal chemistry, pharmacy, bioengineering and new materials development.
Ji Zhang Macrocyclic Polyamines. Synthesis and Applications Ji Zhang Macrocyclic Polyamines. Synthesis and Applications Новинка

Ji Zhang Macrocyclic Polyamines. Synthesis and Applications

11919.75 руб.
The first comprehensive book focusing on synthesis and applications of macrocyclic polyamines and their derivatives Macrocyclic polyamines are a class of widely used important compounds. This is the first book that systematically summarizes the synthesis and applications of macrocyclic polyamines and their analogues, including the properties and synthetic methods of macrocyclic polyamines, chemical nucleases based on macrocyclic polyamines, the derivatives of macrocyclic polyamines as nano-vector materials, macrocyclic polyamines derivatives for bio-imaging, chemical sensors based on macrocyclic polyamines, and other applications of macrocyclic polyamines. Macrocyclic Polyamines: Synthesis and Applications includes most of the studies involving macrocyclic polyamines and their derivatives, and may be used as a reference for the researchers in related fields. It offers in-depth coverage of cyclization modes; special procedures for tetraza macrocyclic compounds; diacids-diamines condensation; oxidative DNA cleaving by macrocyclic polyamines; lipids with cationic MPA headgroups; the derivatives of DOTA, DO3A, and PCTA; receptors for anions; sensors for bioactive molecules; macrocyclic polyamines for solvent extraction and membrane transport of amino acids and their derivatives, electrophoretic separation, and open-tubular CEC; and much more. The first book that systematically summarizes the chemistry of macrocyclic polyamines and their derivatives in terms of synthetic methods for their preparation, functionalization, and application in the main fields of chemical sensors, chemical nucleases, drug-delivery, bio-imaging and vector materials Provides a comprehensive reference for the researchers working on macrocyclic polyamines Offers train of thought in related research fields such as organic chemistry, coordination chemistry, analytical chemistry, supramolecular chemistry, biomaterials, etc. Macrocyclic Polyamines: Synthesis and Applications will not only provide a reference for the researchers working on macrocyclic polyamines, but also offer opportunities for researchers in related research fields to understand the benefits of these key compounds.
Amir Sadr Interest Rate Swaps and Their Derivatives. A Practitioner's Guide Amir Sadr Interest Rate Swaps and Their Derivatives. A Practitioner's Guide Новинка

Amir Sadr Interest Rate Swaps and Their Derivatives. A Practitioner's Guide

6645.6 руб.
An up-to-date look at the evolution of interest rate swaps and derivatives Interest Rate Swaps and Derivatives bridges the gap between the theory of these instruments and their actual use in day-to-day life. This comprehensive guide covers the main «rates» products, including swaps, options (cap/floors, swaptions), CMS products, and Bermudan callables. It also covers the main valuation techniques for the exotics/structured-notes area, which remains one of the most challenging parts of the market. Provides a balance of relevant theory and real-world trading instruments for rate swaps and swap derivatives Uses simple settings and illustrations to reveal key results Written by an experienced trader who has worked with swaps, options, and exotics With this book, author Amir Sadr shares his valuable insights with practitioners in the field of interest rate derivatives-from traders and marketers to those in operations.
Daniel Rosch Credit Securitisations and Derivatives. Challenges for the Global Markets Daniel Rosch Credit Securitisations and Derivatives. Challenges for the Global Markets Новинка

Daniel Rosch Credit Securitisations and Derivatives. Challenges for the Global Markets

7691.66 руб.
A comprehensive resource providing extensive coverage of the state of the art in credit secruritisations, derivatives, and risk management Credit Securitisations and Derivatives is a one-stop resource presenting the very latest thinking and developments in the field of credit risk. Written by leading thinkers from academia, the industry, and the regulatory environment, the book tackles areas such as business cycles; correlation modelling and interactions between financial markets, institutions, and instruments in relation to securitisations and credit derivatives; credit portfolio risk; credit portfolio risk tranching; credit ratings for securitisations; counterparty credit risk and clearing of derivatives contracts and liquidity risk. As well as a thorough analysis of the existing models used in the industry, the book will also draw on real life cases to illustrate model performance under different parameters and the impact that using the wrong risk measures can have.
Moorad Choudhry Fixed-Income Securities and Derivatives Handbook Moorad Choudhry Fixed-Income Securities and Derivatives Handbook Новинка

Moorad Choudhry Fixed-Income Securities and Derivatives Handbook

6461 руб.
The definitive guide to fixed-come securities-revised to reflect today's dynamic financial environment The Second Edition of the Fixed-Income Securities and Derivatives Handbook offers a completely updated and revised look at an important area of today's financial world. In addition to providing an accessible description of the main elements of the debt market, concentrating on the instruments used and their applications, this edition takes into account the effect of the recent financial crisis on fixed income securities and derivatives. As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory twists and the evolving derivatives market. Offers a more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations Covers bond mathematics, pricing and yield analytics, and term structure models Includes a new chapter on credit analysis and the different metrics used to measure bond-relative value Contains illustrative case studies and real-world examples of the topics touched upon throughout the book Written in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory within this important field.
R. Subramani Venkata Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives. A Practitioner's Handbook R. Subramani Venkata Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives. A Practitioner's Handbook Новинка

R. Subramani Venkata Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives. A Practitioner's Handbook

13955.75 руб.
A comprehensive guide to new and existing accounting practices for fixed income securities and interest rate derivatives The financial crisis forced accounting standard setters and market regulators around the globe to come up with new proposals for modifying existing practices for investment accounting. Accounting for Investments, Volume 2: Fixed Income and Interest Rate Derivatives covers these revised standards, as well as those not yet implemented, in detail. Beginning with an overview of the financial products affected by these changes—defining each product, the way it is structured, its advantages and disadvantages, and the different events in the trade life cycle—the book then examines the information that anyone, person or institution, holding fixed income security and interest rate investments must record. Offers a comprehensive overview of financial products including fixed income and interest rate derivatives like interest rate swaps, caps, floors, collars, cross currency swaps, and more Follows the trade life cycle of each product Explains how new and anticipated changes in investment accounting affect the investment world Accurately recording and reporting investments across financial products requires extensive knowledge both of new and existing practices, and Accounting for Investments, Volume 2, Fixed Income Securities and Interest Rate Derivatives covers this important topic in-depth, making it an invaluable resource for professional and novice accountants alike.
Richard Flavell R. Swaps and Other Derivatives Richard Flavell R. Swaps and Other Derivatives Новинка

Richard Flavell R. Swaps and Other Derivatives

10411.43 руб.
Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This rare combination makes this welcome updated second edition a useful reference work for market practitioners. —Satyajit Das, author of Swaps and Financial Derivatives Library and Traders and Guns & Money: Knowns and Unknowns in the Dazzling World of Derivatives Fully revised and updated from the first edition, Swaps and Other Derivatives, Second Edition, provides a practical explanation of the pricing and evaluation of swaps and interest rate derivatives. Based on the author’s extensive experience in derivatives and risk management, working as a financial engineer, consultant and trainer for a wide range of institutions across the world this book discusses in detail how many of the wide range of swaps and other derivatives, such as yield curve, index amortisers, inflation-linked, cross-market, volatility, diff and quanto diffs, are priced and hedged. It also describes the modelling of interest rate curves, and the derivation of implied discount factors from both interest rate swap curves, and cross-currency adjusted curves. There are detailed sections on the risk management of swap and option portfolios using both traditional approaches and also Value-at-Risk. Techniques are provided for the construction of dynamic and robust hedges, using ideas drawn from mathematical programming. This second edition has expanded sections on the credit derivatives market – its mechanics, how credit default swaps may be priced and hedged, and how default probabilities may be derived from a market strip. It also prices complex swaps with embedded options, such as range accruals, Bermudan swaptions and target accrual redemption notes, by constructing detailed numerical models such as interest rate trees and LIBOR-based simulation. There is also increased discussion around the modelling of volatility smiles and surfaces. The book is accompanied by a CD-ROM where all the models are replicated, enabling readers to implement the models in practice with the minimum of effort.
A. Kim V. i-Smooth Analysis. Theory and Applications A. Kim V. i-Smooth Analysis. Theory and Applications Новинка

A. Kim V. i-Smooth Analysis. Theory and Applications

14086.85 руб.
The edition introduces a new class of invariant derivatives and shows their relationships with other derivatives, such as the Sobolev generalized derivative and the generalized derivative of the distribution theory. This is a new direction in mathematics. i-Smooth analysis is the branch of functional analysis that considers the theory and applications of the invariant derivatives of functions and functionals. The important direction of i-smooth analysis is the investigation of the relation of invariant derivatives with the Sobolev generalized derivative and the generalized derivative of distribution theory. Until now, i-smooth analysis has been developed mainly to apply to the theory of functional differential equations, and the goal of this book is to present i-smooth analysis as a branch of functional analysis. The notion of the invariant derivative (i-derivative) of nonlinear functionals has been introduced in mathematics, and this in turn developed the corresponding i-smooth calculus of functionals and showed that for linear continuous functionals the invariant derivative coincides with the generalized derivative of the distribution theory. This book intends to introduce this theory to the general mathematics, engineering, and physicist communities.
Goossens Serge The Art of Credit Derivatives. Demystifying the Black Swan Goossens Serge The Art of Credit Derivatives. Demystifying the Black Swan Новинка

Goossens Serge The Art of Credit Derivatives. Demystifying the Black Swan

9230 руб.
Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and the need for detailed understanding has never been greater. The Art of Credit Derivatives shows practitioners how to put a framework in place which will support the securitization activity. By showing the models that support this activity and linking them with very practical examples, the authors show why a mind-shift within the quant community is needed – a move from simple modeling to a more hands on mindset where the modeler understands the trading implicitly. The book has been written in five parts, covering the modeling framework; single name corporate credit derivatives; multi name corporate credit derivatives; asset backed securities and dynamic credit portfolio management. Coverage includes: groundbreaking solutions to the inherent risks associated with investing in securitization instruments how to use the standardized credit indices as the most appropriate instruments in price discovery processes and why these indices are the essential tools for short term credit portfolio management why the dynamics of systemic correlation and the standardised credit indices are linked with leverage, and consequently the implications for liquidity and solvability of financial institutions how Lévy processes and long term memory processes are related to the understanding of economic activity why regulatory capital should be portfolio dependant and how to use stress tests and scenario analysis to model this how to put structured products in a mark-to market-environment, increasing transparency for accounting and compliance. This book will be invaluable reading for Credit Analysts, Quantitative Analysts, Credit Portfolio Managers, Academics and anyone interested in these complex yet important markets.
Tanja Wuestenberg Cellulose and Cellulose Derivatives in the Food Industry. Fundamentals and Applications Tanja Wuestenberg Cellulose and Cellulose Derivatives in the Food Industry. Fundamentals and Applications Новинка

Tanja Wuestenberg Cellulose and Cellulose Derivatives in the Food Industry. Fundamentals and Applications

15314.32 руб.
Cellulose and its derivatives can be found in many forms in nature and is a valuable material for all manner of applications in industry. This book is authored by an expert with many years of experience as an application engineer at renowned cellulose processing companies in the food industry. All the conventional and latest knowledge available on cellulose and its derivatives is presented. The necessary details are elucidated from a theoretical and practical viewpoint, while retaining the focus on food applications. This book is an essential source of information and includes recommendations and instructions of a general nature to assist readers in the exploration of possible applications of cellulose and its derivatives, as well as providing food for thought for the generation of new ideas for product development. Topics include gelling and rheological properties, synergistic effects with other hydrocolloids, as well as nutritional and legal aspects. The resulting compilation covers all the information and advice needed for the successful development, implementation, and handling of cellulose-containing products.
Jana Sacks Elementary Financial Derivatives. A Guide to Trading and Valuation with Applications Jana Sacks Elementary Financial Derivatives. A Guide to Trading and Valuation with Applications Новинка

Jana Sacks Elementary Financial Derivatives. A Guide to Trading and Valuation with Applications

7220.25 руб.
A step-by-step approach to the mathematical financial theory and quantitative methods needed to implement and apply state-of-the-art valuation techniques Written as an accessible and appealing introduction to financial derivatives, Elementary Financial Derivatives: A Guide to Trading and Valuation with Applications provides the necessary techniques for teaching and learning complex valuation techniques. Filling the current gap in financial engineering literature, the book emphasizes an easy-to-understand approach to the methods and applications of complex concepts without focusing on the underlying statistical and mathematical theories. Organized into three comprehensive sections, the book discusses the essential topics of the derivatives market with sections on options, swaps, and financial engineering concepts applied primarily, but not exclusively, to the futures market. Providing a better understanding of how to assess risk exposure, the book also includes: A wide range of real-world applications and examples detailing the theoretical concepts discussed throughout Numerous homework problems, highlighted equations, and Microsoft® Office Excel® modules for valuation Pedagogical elements such as solved case studies, select answers to problems, and key terms and concepts to aid comprehension of the presented material A companion website that contains an Instructor’s Solutions Manual, sample lecture PowerPoint® slides, and related Excel files and data sets Elementary Financial Derivatives: A Guide to Trading and Valuation with Applications is an excellent introductory textbook for upper-undergraduate courses in financial derivatives, quantitative finance, mathematical finance, and financial engineering. The book is also a valuable resource for practitioners in quantitative finance, industry professionals who lack technical knowledge of pricing options, and readers preparing for the CFA exam. Jana Sacks, PhD, is Associate Professor in the Department of Accounting and Finance at St. John Fisher College in Rochester, New York. A member of The American Finance Association, the National Association of Corporate Directors, and the International Atlantic Economic Society, Dr. Sack’s research interests include risk management, credit derivatives, pricing, hedging, and structured finance.
Tomasz Bielecki Credit Risk Frontiers. Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity Tomasz Bielecki Credit Risk Frontiers. Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity Новинка

Tomasz Bielecki Credit Risk Frontiers. Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity

3694.16 руб.
A timely guide to understanding and implementing credit derivatives Credit derivatives are here to stay and will continue to play a role in finance in the future. But what will that role be? What issues and challenges should be addressed? And what lessons can be learned from the credit mess? Credit Risk Frontiers offers answers to these and other questions by presenting the latest research in this field and addressing important issues exposed by the financial crisis. It covers this subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, as well as the latest innovations in portfolio products and hedging and risk management techniques. Provides a coherent presentation of recent advances in the theory and practice of credit derivatives Takes into account the new products and risk requirements of a post financial crisis world Contains information regarding various aspects of the credit derivative market as well as cutting edge research regarding those aspects If you want to gain a better understanding of how credit derivatives can help your trading or investing endeavors, then Credit Risk Frontiers is a book you need to read.
Robert Navin L. The Mathematics of Derivatives. Tools for Designing Numerical Algorithms Robert Navin L. The Mathematics of Derivatives. Tools for Designing Numerical Algorithms Новинка

Robert Navin L. The Mathematics of Derivatives. Tools for Designing Numerical Algorithms

4802.41 руб.
Praise for The Mathematics of Derivatives «The Mathematics of Derivatives provides a concise pedagogical discussion of both fundamental and very recent developments in mathematical finance, and is particularly well suited for readers with a science or engineering background. It is written from the point of view of a physicist focused on providing an understanding of the methodology and the assumptions behind derivative pricing. Navin has a unique and elegant viewpoint, and will help mathematically sophisticated readers rapidly get up to speed in the latest Wall Street financial innovations.» —David Montano, Managing Director JPMorgan Securities A stylish and practical introduction to the key concepts in financial mathematics, this book tackles key fundamentals in the subject in an intuitive and refreshing manner whilst also providing detailed analytical and numerical schema for solving interesting derivatives pricing problems. If Richard Feynman wrote an introduction to financial mathematics, it might look similar. The problem and solution sets are first rate." —Barry Ryan, Partner Bhramavira Capital Partners, London «This is a great book for anyone beginning (or contemplating), a career in financial research or analytic programming. Navin dissects a huge, complex topic into a series of discrete, concise, accessible lectures that combine the required mathematical theory with relevant applications to real-world markets. I wish this book was around when I started in finance. It would have saved me a lot of time and aggravation.» —Larry Magargal
It's Skin Power 10 Formula VE Effector with Vitamin E Derivatives It's Skin Power 10 Formula VE Effector with Vitamin E Derivatives Новинка

It's Skin Power 10 Formula VE Effector with Vitamin E Derivatives

902 руб.
Концентрированная сыворотка с витамином Е. Придает гладкость и упругость коже. Помогает достичь здорового сияния. Интенсивно смягчает и увлажняет кожу. Уменьшает риск образования рубцовой ткани.
Osseiran Adel Exotic Options and Hybrids. A Guide to Structuring, Pricing and Trading Osseiran Adel Exotic Options and Hybrids. A Guide to Structuring, Pricing and Trading Новинка

Osseiran Adel Exotic Options and Hybrids. A Guide to Structuring, Pricing and Trading

8417.76 руб.
The recent financial crisis brought to light many of the misunderstandings and misuses of exotic derivatives. With market participants on both the buy and sell-side having been found guilty of not understanding the products they were dealing with, never before has there been a greater need for clarification and explanation. Exotic Options and Hybrids is a practical guide to structuring, pricing and hedging complex exotic options and hybrid derivatives that will serve readers through the recent crisis, the road to recovery, the next bull market and beyond. Written by experienced practitioners, it focuses on the three main parts of a derivative’s life: the structuring of a product, its pricing and its hedging. Divided into four parts, the book covers a multitude of structures, encompassing many of the most up-to-date and promising products from exotic equity derivatives and structured notes to hybrid derivatives and dynamic strategies. Based on a realistic setting from the heart of the business, inside a derivatives operation, the practical and intuitive discussions of these aspects make these exotic concepts truly accessible. Adoptions of real trades are examined in detail, and all of the numerous examples are carefully selected so as to highlight interesting and significant aspects of the business. The introduction of payoff structures is accompanied by scenario analysis, diagrams and lifelike sample term sheets. Readers learn how to spot where the risks lie to pave the way for sound valuation and hedging of such products. There are also questions and accompanying discussions dispersed in the text, each exploited to illustrate one or more concepts from the context in which they are set. The applications, the strengths and the limitations of various models are highlighted, in relevance to the products and their risks, rather than the model implementations. Models are de-mystified in separately dedicated sections, but their implications are alluded to throughout the book in an intuitive and non-mathematical manner. By discussing exotic options and hybrids in a practical, non-mathematical and highly intuitive setting, this book will blast through the misunderstanding of exotic derivatives, enabling practitioners to fully understand and correctly structure, price and hedge theses products effectively, and stand strong as the only book in its class to make these “exotic” concepts truly accessible.
Jeremy Josse Dinosaur Derivatives and Other Trades Jeremy Josse Dinosaur Derivatives and Other Trades Новинка

Jeremy Josse Dinosaur Derivatives and Other Trades

1844 руб.
Venture deep into the heart of finance's weird and wonderful paradoxes Dinosaur Derivatives and Other Trades is an entertaining and compelling tour de force highlighting the paradoxes inherent to the modern financial system. Presented as a series of striking case studies, this book explores certain enigmatic or philosophical puzzles in the finance industry; some of these puzzles may seem slightly absurd at first glance, but all are very relevant to the way finance is conducted in the real world. Each story highlights specific hypocrisies or moral dilemmas that lie at the heart of the system, guiding readers through the challenges of finance by way of innovative and memorable paradigms. Written in clear, accessible language, this book doesn't claim to offer original financial theory or philosophy as such, but instead deepens the reader's understanding of the system and stimulates independent consideration of the current state of affairs. The financial world, so often viewed as a rather dull place, is secretly alive with possibilities of strange and sometimes wonderful conundrums. There is the possibility, for instance, of a Manhattan auction house selling derivatives to buy swift-swimming predators known as Megalodons (thought to be extinct for millions of years). This book explores this and other curious propositions to point out the paradoxes of finance. Explore the meaning of «value» in different contexts Learn what the Old Testament can teach us about risk and uncertainty Examine an alternative take on the 2007/2008 credit crisis Consider how the «financial innovation» trend impacts the industry To truly understand something, it is necessary to crawl deep into the metaphorical underbelly and have a look around. Dinosaur Derivatives and Other Trades provides the itinerary, and the insightful discussion that stimulates curiosity.
A. Knipe C. Organic Reaction Mechanisms 2009. An annual survey covering the literature dated January to December 2009 A. Knipe C. Organic Reaction Mechanisms 2009. An annual survey covering the literature dated January to December 2009 Новинка

A. Knipe C. Organic Reaction Mechanisms 2009. An annual survey covering the literature dated January to December 2009

2065.04 руб.
Organic Reaction Mechanisms 2009, the 45th annual volume in this highly successful and unique series, surveys research on organic reaction mechanisms described in the available literature dated 2009. The following classes of organic reaction mechanisms are comprehensively reviewed: Reaction of Aldehydes and Ketones and their Derivatives Reactions of Carboxylic, Phosphoric, and Sulfonic Acids and their Derivatives Oxidation and Reduction Carbenes and Nitrenes Nucleophilic Aromatic Substitution Electrophilic Aromatic Substitution Carbocations Nucleophilic Aliphatic Substitution Carbanions and Electrophilic Aliphatic Substitution Elimination Reactions Polar Addition Reactions Cycloaddition Reactions Molecular Rearrangements An experienced team of authors compile these reviews every year, so that the reader can rely on a continuing quality of selection and presentation. This volume includes a 5-year cumulative index.
A. Knipe C. Organic Reaction Mechanisms 2014. An annual survey covering the literature dated January to December 2014 A. Knipe C. Organic Reaction Mechanisms 2014. An annual survey covering the literature dated January to December 2014 Новинка

A. Knipe C. Organic Reaction Mechanisms 2014. An annual survey covering the literature dated January to December 2014

42259.17 руб.
Organic Reaction Mechanisms 2014, the 50th annual volume in this highly successful and unique series, surveys research on organic reaction mechanisms described in the available literature dated 2014. The following classes of organic reaction mechanisms are comprehensively reviewed: Reaction of Aldehydes and Ketones and their Derivatives Reactions of Carboxylic, Phosphoric, and Sulfonic Acids and their Derivatives Oxidation and Reduction Carbenes and Nitrenes Nucleophilic Aromatic Substitution Electrophilic Aromatic Substitution Carbocations Nucleophilic Aliphatic Substitution Carbanions and Electrophilic Aliphatic Substitution Elimination Reactions Polar Addition Reactions Cycloaddition Reactions Molecular Rearrangements An experienced team of authors compile these reviews every year, so that the reader can rely on a continuing quality of selection and presentation. This volume includes a 5-year cumulative index.
A. Knipe C. Organic Reaction Mechanisms 2007. An annual survey covering the literature dated January to December 2007 A. Knipe C. Organic Reaction Mechanisms 2007. An annual survey covering the literature dated January to December 2007 Новинка

A. Knipe C. Organic Reaction Mechanisms 2007. An annual survey covering the literature dated January to December 2007

45411.58 руб.
Organic Reaction Mechanisms 2007, the 43rd annual volume in this highly successful and unique series, surveys research on organic reaction mechanisms described in the available literature dated 2007. The following classes of organic reaction mechanisms are comprehensively reviewed: Reaction of Aldehydes and Ketones and their Derivatives Reactions of Carboxylic, Phosphoric, and Sulfonic Acids and their Derivatives Oxidation and Reduction Carbenes and Nitrenes Nucleophilic Aromatic Substitution Electrophilic Aromatic Substitution Carbocations Nucleophilic Aliphatic Substitution Carbanions and Electrophilic Aliphatic Substitution Elimination Reactions Polar Addition Reactions Cycloaddition Reactions Molecular Rearrangements An experienced team of authors compile these reviews every year, so that the reader can rely on a continuing quality of selection and presentation.
Aamir Ahmad Nutraceuticals and Natural Product Derivatives. Disease Prevention & Drug Discovery Aamir Ahmad Nutraceuticals and Natural Product Derivatives. Disease Prevention & Drug Discovery Новинка

Aamir Ahmad Nutraceuticals and Natural Product Derivatives. Disease Prevention & Drug Discovery

17717.28 руб.
Introduces readers to the growing applications of nutraceuticals and other natural product derivatives This comprehensive book presents a prophylactic and therapeutic approach to chronic disease prevention strategy by highlighting the translational potential of plant-derived dietary and non-dietary factors from epidemiological, laboratory, and clinical studies. It also shares the experiences of highly reputed experts working in the area of phytomedicine and nutraceutical agents in chemoprevention, to promote the significance of natural products and dietary factors as an elite priority for containing chronic diseases in the human population. Nutraceuticals and Natural Product Derivatives: Disease Prevention & Drug Discovery starts by examining natural food sources for the control of glycemia and the prevention of diabetic complications. It then looks at the anti-aging effects of sulfur-containing amino acids and nutraceuticals, and the potential of garcinia fruits to combat metabolic syndrome. Other topics covered include honey- and propolis-mediated regulation of protein networks in cancer cells; recent trends in drug discovery against Alzheimer’s disease; the therapeutic potential of metalloherbal nanoceuticals; and much more. Offers an alternative, natural approach to the prevention of chronic diseases Emphasizes the potential of plant-derived dietary and non-dietary factors from epidemiological, laboratory, and clinical studies Features contributions from world-renowned experts in the field of phytomedicine and nutraceutical agents in chemoprevention Includes prevention strategies in normal/risk populations through routine inclusion of specific dietary regimens and as therapeutic strategy for better management through adjuvant interventions with conventional treatment protocols Nutraceuticals and Natural Product Derivatives: Disease Prevention & Drug Discovery will appeal to graduate students and professionals in cell and molecular biology, translational research, pharmacology/drug discovery, medicinal chemistry, and clinical nutrition.
Moorad Choudhry An Introduction to Bond Markets Moorad Choudhry An Introduction to Bond Markets Новинка

Moorad Choudhry An Introduction to Bond Markets

4802.41 руб.
The bond markets are a vital part of the world economy. The fourth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Bond Markets brings readers up to date with latest developments and market practice, including the impact of the financial crisis and issues of relevance for investors. This book offers a detailed yet accessible look at bond instruments, and is aimed specifically at newcomers to the market or those unfamiliar with modern fixed income products. The author capitalises on his wealth of experience in the fixed income markets to present this concise yet in-depth coverage of bonds and associated derivatives. Topics covered include: Bond pricing and yield Duration and convexity Eurobonds and convertible bonds Structured finance securities Interest-rate derivatives Credit derivatives Relative value trading Related topics such as the money markets and principles of risk management are also introduced as necessary background for students and practitioners. The book is essential reading for all those who require an introduction to the financial markets.
Steven Heston L. The Heston Model and its Extensions in Matlab and C# Steven Heston L. The Heston Model and its Extensions in Matlab and C# Новинка

Steven Heston L. The Heston Model and its Extensions in Matlab and C#

8307 руб.
Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has become a popular model for pricing equity derivatives, and the most popular stochastic volatility model in financial engineering. This vital resource provides a thorough derivation of the original model, and includes the most important extensions and refinements that have allowed the model to produce option prices that are more accurate and volatility surfaces that better reflect market conditions. The book's material is drawn from research papers and many of the models covered and the computer codes are unavailable from other sources. The book is light on theory and instead highlights the implementation of the models. All of the models found here have been coded in Matlab and C#. This reliable resource offers an understanding of how the original model was derived from Ricatti equations, and shows how to implement implied and local volatility, Fourier methods applied to the model, numerical integration schemes, parameter estimation, simulation schemes, American options, the Heston model with time-dependent parameters, finite difference methods for the Heston PDE, the Greeks, and the double Heston model. A groundbreaking book dedicated to the exploration of the Heston model—a popular model for pricing equity derivatives Includes a companion website, which explores the Heston model and its extensions all coded in Matlab and C# Written by Fabrice Douglas Rouah a quantitative analyst who specializes in financial modeling for derivatives for pricing and risk management Engaging and informative, this is the first book to deal exclusively with the Heston Model and includes code in Matlab and C# for pricing under the model, as well as code for parameter estimation, simulation, finite difference methods, American options, and more.
Moorad Choudhry Fixed Income Markets. Management, Trading and Hedging Moorad Choudhry Fixed Income Markets. Management, Trading and Hedging Новинка

Moorad Choudhry Fixed Income Markets. Management, Trading and Hedging

7384 руб.
A comprehensive, in-depth look at global debt capital markets in the post-crisis world Fully updated with comprehensive coverage of the post-crisis debt markets and their impact on key industry issues, Fixed Income Markets: Management, Trading, and Hedging, Second Edition offers insights into derivative pricing, cross-currency hedging, and new liquidity legislation. Written by Choudhry, Moskovic, and Wong, Fixed Income Markets is an indispensable read for anyone working in bond markets, interest-rate markets, and credit derivatives markets looking to better understand today's debt markets. This acclaimed book takes a unique look into the leading practices in bond markets as well as post-credit-crunch impacts on pricing that are rarely captured in textbooks. The new edition provides expanded coverage on a wide range of topics within hedging, derivatives, bonds, rebalancing, and global debt capital markets. New topics include: Dynamic hedging practices and cross-currency hedging Collateralized and uncollateralized derivatives, and their impact on valuation Callable bonds, pricing, trading, and regulatory aspects related to liquidity Rebalancing as a method for capturing contingencies and other complex imbedded risks As a bonus, the book includes reference information for statistical concepts and fixed income pricing, as well as a full glossary and index. Written in Choudhry's usual accessible style, Fixed Income Markets is a comprehensive and in-depth account of the global debt capital markets in today's post-crisis world.
Erika Olson S. Zero-Sum Game. The Rise of the World's Largest Derivatives Exchange Erika Olson S. Zero-Sum Game. The Rise of the World's Largest Derivatives Exchange Новинка

Erika Olson S. Zero-Sum Game. The Rise of the World's Largest Derivatives Exchange

1720.86 руб.
In 2007, a stranger-than-fiction multibillion-dollar bidding war for the Chicago Board of Trade (CBOT) erupted between the Chicago Mercantile Exchange (CME) and Atlanta’s IntercontinentalExchange (ICE). Zero-Sum Game: The Rise of the World’s Largest Derivatives Exchange takes readers behind the scenes of this battle to tell the gripping—and often comical—story of how the historic merger between CME and CBOT almost didn’t happen. Author Erika S. Olson, a managing director at CBOT during the bidding war, delivers a blow-by-blow account of the fight for the world’s oldest futures exchange, taking you inside CBOT’s landmark Chicago Loop headquarters, onto the high-octane trading floor, and into executives’ offices. Through the lens of the CME/CBOT deal, Zero-Sum Game: Introduces the colorful and outspoken personalities who call the shots in this close-knit and frequently misunderstood industry Details the reasons behind the recent, spectacular growth of a market that’s existed for over 160 years Explains how derivatives affect the lives of average consumers worldwide by influencing everything from interest rates on credit cards to the cost of a cheeseburger to the price of a gallon of gas Reveals the inner workings of futures exchanges, and differentiates the various types of derivatives that are routinely lumped together and vilified by the media Erika S. Olson is a former managing director of the Chicago Board of Trade and spent over ten years working in and consulting to the financial services industry. She received her MBA from Harvard Business School and her BBA from the University of Michigan Ross School of Business.
Helyette Geman Commodities and Commodity Derivatives. Modeling and Pricing for Agriculturals, Metals and Energy Helyette Geman Commodities and Commodity Derivatives. Modeling and Pricing for Agriculturals, Metals and Energy Новинка

Helyette Geman Commodities and Commodity Derivatives. Modeling and Pricing for Agriculturals, Metals and Energy

12183.59 руб.
The last few years have been a watershed for the commodities, cash and derivatives industry. New regulations and products have led to an explosion in the commodities markets, creating a new asset for investors that includes hedge funds as well as University endowments, and has resulted in a spectacular growth in spot and derivative trading. This book covers hard and soft commodities (energy, agriculture and metals) and analyses: Economic and geopolitical issues in commodities markets Commodity price and volume risk Stochastic modelling of commodity spot prices and forward curves Real options valuation and hedging of physical assets in the energy industry It is required reading for energy companies and utilities practitioners, commodity cash and derivatives traders in investment banks, the Agrifood business, Commodity Trading Advisors (CTAs) and Hedge Funds. In Commodities and Commodity Derivatives, Hélyette Geman shows her powerful command of the subject by combining a rigorous development of its mathematical modelling with a compact institutional presentation of the arcane characteristics of commodities that makes the complex analysis of commodities derivative securities accessible to both the academic and practitioner who wants a deep foundation and a breadth of different market applications. It is destined to be a «must have» on the subject.” —Robert Merton, Professor, Harvard Business School «A marvelously comprehensive book of interest to academics and practitioners alike, by one of the world's foremost experts in the field.» —Oldrich Vasicek, founder, KMV
A. Knipe C. Organic Reaction Mechanisms 2013. An annual survey covering the literature dated January to December 2013 A. Knipe C. Organic Reaction Mechanisms 2013. An annual survey covering the literature dated January to December 2013 Новинка

A. Knipe C. Organic Reaction Mechanisms 2013. An annual survey covering the literature dated January to December 2013

37009.33 руб.
Organic Reaction Mechanisms 2013, the 49th annual volume in this highly successful and unique series, surveys research on organic reaction mechanisms described in the available literature dated 2013. The following classes of organic reaction mechanisms are comprehensively reviewed: Reaction of Aldehydes and Ketones and their Derivatives Reactions of Carboxylic, Phosphoric, and Sulfonic Acids and their Derivatives Oxidation and Reduction Carbenes and Nitrenes Nucleophilic Aromatic Substitution Electrophilic Aromatic Substitution Carbocations Nucleophilic Aliphatic Substitution Carbanions and Electrophilic Aliphatic Substitution Elimination Reactions Polar Addition Reactions Cycloaddition Reactions Molecular Rearrangements An experienced team of authors compile these reviews every year, so that the reader can rely on a continuing quality of selection and presentation.
Joel Priolon Financial Markets for Commodities Joel Priolon Financial Markets for Commodities Новинка

Joel Priolon Financial Markets for Commodities

10632.95 руб.
Agricultural, energy or mineral commodities are traded internationally in two market categories: physical markets and financial markets. More specifically, on the financial markets, contracts are negotiated, the price of which depends on the price of a commodity. These contracts are called derivatives (futures, options contracts, swaps). This book presents, on the one hand, the characteristics of these derivatives and the markets on which they are traded and, on the other hand, those transactions that typically combine an action on the physical market and a transaction on the corresponding financial market. The understanding of commodity financial markets mainly relies on the resources of economic analysis, especially the financial economy, because the use of this discipline is essential to understanding the major operations that are conducted daily by the operators of these markets: traders, producers, processors, financiers.
A. Knipe C. Organic Reaction Mechanisms 2012. An annual survey covering the literature dated January to December 2012 A. Knipe C. Organic Reaction Mechanisms 2012. An annual survey covering the literature dated January to December 2012 Новинка

A. Knipe C. Organic Reaction Mechanisms 2012. An annual survey covering the literature dated January to December 2012

40453.94 руб.
Organic Reaction Mechanisms 2012, the 48th annual volume in this highly successful and unique series, surveys research on organic reaction mechanisms described in the available literature dated 2012. The following classes of organic reaction mechanisms are comprehensively reviewed: Reaction of Aldehydes and Ketones and their Derivatives Reactions of Carboxylic, Phosphoric, and Sulfonic Acids and their Derivatives Oxidation and Reduction Carbenes and Nitrenes Nucleophilic Aromatic Substitution Electrophilic Aromatic Substitution Carbocations Nucleophilic Aliphatic Substitution Carbanions and Electrophilic Aliphatic Substitution Elimination Reactions Polar Addition Reactions Cycloaddition Reactions Molecular Rearrangements An experienced team of authors compiled these reviews, ensuring the quality of selection and presentation.
Shahid Ul-Islam Plant-Based Natural Products. Derivatives and Applications Shahid Ul-Islam Plant-Based Natural Products. Derivatives and Applications Новинка

Shahid Ul-Islam Plant-Based Natural Products. Derivatives and Applications

14086.85 руб.
Intense research has been started all around the world in the past few decades to exploit different agents from natural products as eco-friendly alternative to synthetic and toxic chemicals. Natural products and their derivatives have received increasing attention for their use in many everyday applications ranging from food, medicine, textiles, and healthcare.This new book presents significant research advances about the use of natural products, mainly plant colorants, bioactive compounds and other plant extracts in the textile coloration, food, bioremediation and environmental applications. There are total eight chapters contributed by leading researchers covering the topics such as potential resurgence of natural dyes in applied fields, natural colorants from indigoid plants, phytochemistry of dye yielding plants, irradiation as novel pretreatment methods, dyeing studies with henna plant, phytoremediation of arsenic, and synthesis of curcumin complexes for medicinal and other industrial uses.
Domingo Tavella Quantitative Methods in Derivatives Pricing. An Introduction to Computational Finance Domingo Tavella Quantitative Methods in Derivatives Pricing. An Introduction to Computational Finance Новинка

Domingo Tavella Quantitative Methods in Derivatives Pricing. An Introduction to Computational Finance

8860.8 руб.
This book presents a cogent description of the main methodologies used in derivatives pricing. Starting with a summary of the elements of Stochastic Calculus, Quantitative Methods in Derivatives Pricing develops the fundamental tools of financial engineering, such as scenario generation, simulation for European instruments, simulation for American instruments, and finite differences in an intuitive and practical manner, with an abundance of practical examples and case studies. Intended primarily as an introductory graduate textbook in computational finance, this book will also serve as a reference for practitioners seeking basic information on alternative pricing methodologies. Domingo Tavella is President of Octanti Associates, a consulting firm in risk management and financial systems design. He is the founder and chief editor of the Journal of Computational Finance and has pioneered the application of advanced numerical techniques in pricing and risk analysis in the financial and insurance industries. Tavella coauthored Pricing Financial Instruments: The Finite Difference Method. He holds a PhD in aeronautical engineering from Stanford University and an MBA in finance from the University of California at Berkeley.
Geoff Chaplin Credit Derivatives. Trading, Investing,and Risk Management Geoff Chaplin Credit Derivatives. Trading, Investing,and Risk Management Новинка

Geoff Chaplin Credit Derivatives. Trading, Investing,and Risk Management

7014.8 руб.
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 structures and throwing the industry into turmoil. What has been made clear by recent events is the necessity for a thorough understanding of credit derivatives by all parties involved in a transaction, especially traders, structurers, quants and investors. Fully revised and updated to take in to account the new products, markets and risk requirements post financial crisis, Credit Derivatives: Trading, Investing and Risk Management, Second Edition, covers the subject from a real world perspective, tackling issues such as liquidity, poor data, and credit spreads, to the latest innovations in portfolio products, hedging and risk management techniques. The book concentrates on practical issues and develops an understanding of the products through applications and detailed analysis of the risks and alternative means of trading. It provides: a description of the key products, applications, and an analysis of typical trades including basis trading, hedging, and credit structuring; analysis of the industry standard 'default and recovery' and Copula models including many examples, and a description of the models' shortcomings; tools and techniques for the management of a portfolio or book of credit risks including appropriate and inappropriate methods of correlation risk management; a thorough analysis of counterparty risk; an intuitive understanding of credit correlation in reality and in the Copula model. The book is thoroughly updated to reflect the changes the industry has seen over the past 5 years, notably with an analysis of the lead up and causes of the credit crisis. It contains 50% new material, which includes copula valuation and hedging, portfolio optimisation, portfolio products and correlation risk management, pricing in illiquid environments, chapters on the evolution of credit management systems, the credit meltdown and new chapters on the implementation and testing of credit derivative models and systems. The book is accompanied by a website which contains tools for credit derivatives valuation and risk management, illustrating the models used in the book and also providing a valuation toolkit.
Jon Gregory Central Counterparties. Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives Jon Gregory Central Counterparties. Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives Новинка

Jon Gregory Central Counterparties. Mandatory Central Clearing and Initial Margin Requirements for OTC Derivatives

6153.33 руб.
Practical guidance toward handling the latest changes to the OTC derivatives market Central Counterparties is a practical guide to central clearing and bilateral margin requirements, from one of the industry's most influential credit practitioners. With up-to-date information on the latest regulations imposed after the global financial crisis, this book covers the mechanics of the clearing process and analyses the resulting consequences. Detailed discussion explains the ways in which the very significant clearing and margining rules will affect the OTC derivatives market and the financial markets in general, with practical guidance toward implementation and how to handle the potential consequences. Over-the-counter derivatives were blamed by many for playing a major role in the 2007 financial crisis, resulting in a significant attention and dramatic action by policymakers, politicians, and regulators to reduce counterparty credit risk which was seen as a major issue in the crisis. The two most important regulatory changes are the mandatory clearing of standardised OTC derivatives, and the requirements for bilateral margin posting in non-standard OTC contracts. Central Counterparties is a complete reference guide to navigating these changes, providing clarification and practical advice. Review the mitigation of counterparty credit risk with the historical development of central clearing Clarify the latest regulatory requirements imposed by Dodd-Frank, EMIR, Basel III and more Learn the mechanics of central clearing, with special attention to complex issues such as margin calculations, the loss waterfall, client clearing and regulatory capital rules Gain insight into the advantages and disadvantages of clearing and bilateral margin requirements, and the potential issues that arise As the clearing and margining mandates are phased in, the associated costs will be severe enough to dramatically shift the topology of the financial markets and transform the nature of risk. Central Counterparties provides the information, clarification and expert insight market practitioners need to get up to speed quickly.
Wiley-VCH Ullmann's Fine Chemicals Wiley-VCH Ullmann's Fine Chemicals Новинка

Wiley-VCH Ullmann's Fine Chemicals

51318.77 руб.
A compilation of 76 articles from the ULLMANN's Encyclopedia of Industrial Chemistry, this three-volume handbook contains a wealth of information on the production and industrial use of more than 2,000 of the most important fine chemicals, from «Alcohols» to «Urea Derivatives». Chemical and physical characteristics, production processes and production figures, main uses, toxicology and safety information are all found here in one single resource.
Mike Martin Kwabena Boysen Carbohydrates. Tools for Stereoselective Synthesis Mike Martin Kwabena Boysen Carbohydrates. Tools for Stereoselective Synthesis Новинка

Mike Martin Kwabena Boysen Carbohydrates. Tools for Stereoselective Synthesis

14953.14 руб.
Closing a gap in the literature, this comprehensive book presents the utility of carbohydrate derivatives as chiral auxiliaries, reagents, complex ligands and organocatalysts, together with details of their preparation, as well as their successful application in stereoselective synthesis. Divided into four parts: * Carbohydrate Auxiliaries * Carbohydrate Reagents * Carbohydrate Ligands * Carbohydrate Organocatalysts It is an indispensable source for every organic chemist.
Innisfree Fermented Soybean Bio Cellulose Mask - Brightening [Vitamin C Derivatives] Innisfree Fermented Soybean Bio Cellulose Mask - Brightening [Vitamin C Derivatives] Новинка

Innisfree Fermented Soybean Bio Cellulose Mask - Brightening [Vitamin C Derivatives]

361 руб.
Биоцеллюлозная маска с ферментированной соей, придающая сияние.Маска с эффектом второй кожи 5 в 1, обогащенная гиалуроновой кислотой, оказывает многофункциональное комплексное действие: повышает эластичность, придает сияние и улучшает текстуру кожи лица, а также обеспечивает максимальное увлажнения за счет укрепления липидного барьера. С добавлением производных витамина С.
Vishnu Gajjala N. Fuel Hedging and Risk Management. Strategies for Airlines, Shippers and Other Consumers Vishnu Gajjala N. Fuel Hedging and Risk Management. Strategies for Airlines, Shippers and Other Consumers Новинка

Vishnu Gajjala N. Fuel Hedging and Risk Management. Strategies for Airlines, Shippers and Other Consumers

6153.33 руб.
A hands-on guide to navigating the new fuel markets Fuel Hedging and Risk Management: Strategies for Airlines, Shippers and Other Consumers provides a clear and practical understanding of commodity price dynamics, key fuel hedging techniques, and risk management strategies for the corporate fuel consumer. It covers the commodity markets and derivative instruments in a manner accessible to corporate treasurers, financial officers, risk managers, commodity traders, structurers, as well as quantitative professionals dealing in the energy markets. The book includes a wide variety of key topics related to commodities and derivatives markets, financial risk analysis of commodity consumers, hedge program design and implementation, vanilla derivatives and exotic hedging products. The book is unique in providing intuitive guidance on understanding the dynamics of forward curves and volatility term structure for commodities, fuel derivatives valuation and counterparty risk concepts such as CVA, DVA and FVA. Fully up-to-date and relevant, this book includes comprehensive case studies that illustrate the hedging process from conception to execution and monitoring of hedges in diverse situations. This practical guide will help the reader: Gain expert insight into all aspects of fuel hedging, price and volatility drivers and dynamics. Develop a framework for financial risk analysis and hedge programs. Navigate volatile energy markets by employing effective risk management techniques. Manage unwanted risks associated with commodity derivatives by understanding liquidity and credit risk calculations, exposure optimization techniques, credit charges such as CVA, DVA, FVA, etc. Praise for Fuel Hedging and Risk Management «Risk Management is an art, not a science, but it certainly helps to know a lot of science. In this book, the authors provide an excellent overview of both qualitative and quantitative aspects of risk management and how to design and implement effective win-win fuel oil hedging strategies that will achieve the desired objectives under normal and extreme market conditions. In addition to discussing key foundational issues, the book also discusses a framework to understand and manage hugely important second-order effects, such as credit risk or margin calls or asset-liability mismatches, which have the potential to turn a good idea into a bad outcome. A must read for anyone in the finance department of a corporate, trade house, or financial firm involved in fuel oil hedging.» —Diego Parrilla, Former Global Head of Commodity Solutions and Head of Commodities, Bank of America «This book provides highly useful insights into hedging and risk management methodologies, as well as theory, for the users of energy products. Dafir provides intuition stemming from not just top-tier commodity structuring expertise, but also broader insight from his earlier experience as a credit derivatives and exotics trader.» —Mitch Matharu, former Head of Structuring, Merrill Lynch «An Absolute Must Read. From the fundamentals of oil markets to the key points in negotiating a credit agreement and minimizing hedging costs, passing by the subtleties of implied volatility surface construction and its implications in derivatives pricing, this book offers you the indispensable practitioner's toolbox, useful whether you are a novice or a seasoned fuel trader.» —Frederic Cogny, Global Head of Commodities Structured Products Trading, Standard Chartered Bank «In this book, Dafir blends his deep knowledge of the commodity markets and the vagaries of the financial market with his incredible mathematical ability to explore fuel hedging in a manner accessible to Fuel Procurement Departments, CFOs and board members.» —Mark Lo
Damiano Brigo Credit Models and the Crisis. A Journey into CDOs, Copulas, Correlations and Dynamic Models Damiano Brigo Credit Models and the Crisis. A Journey into CDOs, Copulas, Correlations and Dynamic Models Новинка

Damiano Brigo Credit Models and the Crisis. A Journey into CDOs, Copulas, Correlations and Dynamic Models

3694.16 руб.
The recent financial crisis has highlighted the need for better valuation models and risk management procedures, better understanding of structured products, and has called into question the actions of many financial institutions. It has become commonplace to blame the inadequacy of credit risk models, claiming that the crisis was due to sophisticated and obscure products being traded, but practitioners have for a long time been aware of the dangers and limitations of credit models. It would seem that a lack of understanding of these models is the root cause of their failures but until now little analysis had been published on the subject and, when published, it had gained very limited attention. Credit Models and the Crisis is a succinct but technical analysis of the key aspects of the credit derivatives modeling problems, tracing the development (and flaws) of new quantitative methods for credit derivatives and CDOs up to and through the credit crisis. Responding to the immediate need for clarity in the market and academic research environments, this book follows the development of credit derivatives and CDOs at a technical level, analyzing the impact, strengths and weaknesses of methods ranging from the introduction of the Gaussian Copula model and the related implied correlations to the introduction of arbitrage-free dynamic loss models capable of calibrating all the tranches for all the maturities at the same time. It also illustrates the implied copula, a method that can consistently account for CDOs with different attachment and detachment points but not for different maturities, and explains why the Gaussian Copula model is still used in its base correlation formulation. The book reports both alarming pre-crisis research and market examples, as well as commentary through history, using data up to the end of 2009, making it an important addition to modern derivatives literature. With banks and regulators struggling to fully analyze at a technical level, many of the flaws in modern financial models, it will be indispensable for quantitative practitioners and academics who want to develop stable and functional models in the future.
Chia Tan Demystifying Exotic Products. Interest Rates, Equities and Foreign Exchange Chia Tan Demystifying Exotic Products. Interest Rates, Equities and Foreign Exchange Новинка

Chia Tan Demystifying Exotic Products. Interest Rates, Equities and Foreign Exchange

6793.28 руб.
In recent times, derivatives have been inaccurately labelled the financial weapons of mass destruction responsible for the worst financial crisis in recent history. Inherently complex and perilous for the ill-informed investment professional they can however also be gainfully harnessed. This book is a practical guide to the complexities of exotic products written in simple terms based on the premise that derivatives are not homogenous, and not necessarily dangerous. By exploring common themes behind the construction of various structured products in interest rates, equities and foreign exchange, and investigating the economic environment that promoted the explosive growth of these products, this book will help readers make sense of their relevance in this period of economic uncertainty. Subsequently, by explaining exotic products with simple mathematics, it will aid readers in understanding their potential use in certain investment strategies whilst having a firm control over risk. Exotic products need not be inaccessible. By understanding the products available investors can make informed decisions ensuring features are consistent with their investment objectives and risk preferences. Author Chia Chiang Tan takes readers through the risks and rewards of each product, illustrating when products can damage investment strategies and how to avoid them, leading to suitable, profitable investments. Ultimately, this book will provide practitioners with an understanding of derivatives, enabling them to determine for themselves which products will fit their investment strategy, and how to use them based on the economic environment and inherent risks.
Paul Wilmott Frequently Asked Questions in Quantitative Finance Paul Wilmott Frequently Asked Questions in Quantitative Finance Новинка

Paul Wilmott Frequently Asked Questions in Quantitative Finance

3694.16 руб.
Getting agreement between finance theory and finance practice is important like never before. In the last decade the derivatives business has grown to a staggering size, such that the outstanding notional of all contracts is now many multiples of the underlying world economy. No longer are derivatives for helping people control and manage their financial risks from other business and industries, no, it seems that the people are toiling away in the fields to keep the derivatives market afloat! (Apologies for the mixed metaphor!) If you work in derivatives, risk, development, trading, etc. you'd better know what you are doing, there's now a big responsibility on your shoulders. In this second edition of Frequently Asked Questions in Quantitative Finance I continue in my mission to pull quant finance up from the dumbed-down depths, and to drag it back down to earth from the super-sophisticated stratosphere. Readers of my work and blogs will know that I think both extremes are dangerous. Quant finance should inhabit the middle ground, the mathematics sweet spot, where the models are robust and understandable, and easy to mend. …And that's what this book is about. This book contains important FAQs and answers that cover both theory and practice. There are sections on how to derive Black-Scholes (a dozen different ways!), the popular models, equations, formulae and probability distributions, critical essays, brainteasers, and the commonest quant mistakes. The quant mistakes section alone is worth trillions of dollars! I hope you enjoy this book, and that it shows you how interesting this important subject can be. And I hope you'll join me and others in this industry on the discussion forum on wilmott.com. See you there!” FAQQF2…including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers' Manifesto and lots more.
Saied Simozar The Advanced Fixed Income and Derivatives Management Guide Saied Simozar The Advanced Fixed Income and Derivatives Management Guide Новинка

Saied Simozar The Advanced Fixed Income and Derivatives Management Guide

6153.33 руб.
A highly-detailed, practical analysis of fixed income management The Advanced Fixed Income and Derivatives Management Guide provides a completely novel framework for analysis of fixed income securities and portfolio management, with over 700 useful equations. The most detailed analysis of inflation linked and corporate securities and bond options analysis available;, this book features numerous practical examples that can be used for creating alpha transfer to any fixed income portfolio. With a framework that unifies back office operations, such as risk management and portfolio management in a consistent way, readers will be able to better manage all sectors of fixed income, including bonds, mortgages, credits, and currencies, and their respective derivatives, including bond and interest rate futures and options, callable bonds, credit default swaps, interest rate swaps, swaptions and inflation swaps. Coverage includes never-before-seen detail on topics including recovery value, partial yields, arbitrage, and more, and the companion website features downloadable worksheets that can be used for measuring the risks of securities based on the term structure models. Many theoretical models of the Term Structure of Interest Rates (TSIR) lack the accuracy to be used by market practitioners, and the most popular models are not mathematically stable. This book helps readers develop stable and accurate TSIR for all fundamental rates, enabling analysis of even the most complex securities or cash flow structure. The components of the TSIR are almost identical to the modes of fluctuations of interest rates and represent the language with which the markets speak. Examine unique arbitrage, risk measurement, performance attribution, and replication of bond futures Learn to estimate recovery value from market data, and the impact of recovery value on risks Gain deeper insight into partial yields, product design, and portfolio construction Discover the proof that corporate bonds cannot follow efficient market hypothesis This useful guide provides a framework for systematic and consistent management of all global fixed income assets based on the term structure of rates. Practitioners seeking a more thorough management system will find solutions in The Advanced Fixed Income and Derivatives Management Guide.
Aron Gottesman Derivatives Essentials. An Introduction to Forwards, Futures, Options and Swaps Aron Gottesman Derivatives Essentials. An Introduction to Forwards, Futures, Options and Swaps Новинка

Aron Gottesman Derivatives Essentials. An Introduction to Forwards, Futures, Options and Swaps

4617.71 руб.
A clear, practical guide to working effectively with derivative securities products Derivatives Essentials is an accessible, yet detailed guide to derivative securities. With an emphasis on mechanisms over formulas, this book promotes a greater understanding of the topic in a straightforward manner, using plain-English explanations. Mathematics are included, but the focus is on comprehension and the issues that matter most to practitioners—including the rights and obligations, terms and conventions, opportunities and exposures, trading, motivation, sensitivities, pricing, and valuation of each product. Coverage includes forwards, futures, options, swaps, and related products and trading strategies, with practical examples that demonstrate each concept in action. The companion website provides Excel files that illustrate pricing, valuation, sensitivities, and strategies discussed in the book, and practice and assessment questions for each chapter allow you to reinforce your learning and gauge the depth of your understanding. Derivative securities are a complex topic with many «moving parts,» but practitioners must possess a full working knowledge of these products to use them effectively. This book promotes a truly internalized understanding rather than rote memorization or strict quantitation, with clear explanations and true-to-life examples. Understand the concepts behind derivative securities Delve into the nature, pricing, and offset of sensitivities Learn how different products are priced and valued Examine trading strategies and practical examples for each product Pricing and valuation is important, but understanding the fundamental nature of each product is critical—it gives you the power to wield them more effectively, and exploit their natural behaviors to achieve both short- and long-term market goals. Derivatives Essentials provides the clarity and practical perspective you need to master the effective use of derivative securities products.
Andrew M. Chisholm Derivatives Demystified. A Step-by-Step Guide to Forwards, Futures, Swaps and Options Andrew M. Chisholm Derivatives Demystified. A Step-by-Step Guide to Forwards, Futures, Swaps and Options Новинка

Andrew M. Chisholm Derivatives Demystified. A Step-by-Step Guide to Forwards, Futures, Swaps and Options

7014.8 руб.
The book is a step-by-step guide to derivative products. By distilling the complex mathematics and theory that underlie the subject, Chisholm explains derivative products in straightforward terms, focusing on applications and intuitive explanations wherever possible. Case studies and examples of how the products are used to solve real-world problems, as well as an extensive glossary and material on the latest derivative products make this book a must have for anyone working with derivative products.

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A hands-on guide to navigating the new fuel markets Fuel Hedging and Risk Management: Strategies for Airlines, Shippers and Other Consumers provides a clear and practical understanding of commodity price dynamics, key fuel hedging techniques, and risk management strategies for the corporate fuel consumer. It covers the commodity markets and derivative instruments in a manner accessible to corporate treasurers, financial officers, risk managers, commodity traders, structurers, as well as quantitative professionals dealing in the energy markets. The book includes a wide variety of key topics related to commodities and derivatives markets, financial risk analysis of commodity consumers, hedge program design and implementation, vanilla derivatives and exotic hedging products. The book is unique in providing intuitive guidance on understanding the dynamics of forward curves and volatility term structure for commodities, fuel derivatives valuation and counterparty risk concepts such as CVA, DVA and FVA. Fully up-to-date and relevant, this book includes comprehensive case studies that illustrate the hedging process from conception to execution and monitoring of hedges in diverse situations. This practical guide will help the reader: Gain expert insight into all aspects of fuel hedging, price and volatility drivers and dynamics. Develop a framework for financial risk analysis and hedge programs. Navigate volatile energy markets by employing effective risk management techniques. Manage unwanted risks associated with commodity derivatives by understanding liquidity and credit risk calculations, exposure optimization techniques, credit charges such as CVA, DVA, FVA, etc. Praise for Fuel Hedging and Risk Management «Risk Management is an art, not a science, but it certainly helps to know a lot of science. In this book, the authors provide an excellent overview of both qualitative and quantitative aspects of risk management and how to design and implement effective win-win fuel oil hedging strategies that will achieve the desired objectives under normal and extreme market conditions. In addition to discussing key foundational issues, the book also discusses a framework to understand and manage hugely important second-order effects, such as credit risk or margin calls or asset-liability mismatches, which have the potential to turn a good idea into a bad outcome. A must read for anyone in the finance department of a corporate, trade house, or financial firm involved in fuel oil hedging.» —Diego Parrilla, Former Global Head of Commodity Solutions and Head of Commodities, Bank of America «This book provides highly useful insights into hedging and risk management methodologies, as well as theory, for the users of energy products. Dafir provides intuition stemming from not just top-tier commodity structuring expertise, but also broader insight from his earlier experience as a credit derivatives and exotics trader.» —Mitch Matharu, former Head of Structuring, Merrill Lynch «An Absolute Must Read. From the fundamentals of oil markets to the key points in negotiating a credit agreement and minimizing hedging costs, passing by the subtleties of implied volatility surface construction and its implications in derivatives pricing, this book offers you the indispensable practitioner's toolbox, useful whether you are a novice or a seasoned fuel trader.» —Frederic Cogny, Global Head of Commodities Structured Products Trading, Standard Chartered Bank «In this book, Dafir blends his deep knowledge of the commodity markets and the vagaries of the financial market with his incredible mathematical ability to explore fuel hedging in a manner accessible to Fuel Procurement Departments, CFOs and board members.» —Mark Lo
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