CAROL ALEXANDER – MARKET RISK ANALYSIS VOL. III. PRICING, HEDGING & TRADING FINANCIAL INSTRUMENTS

Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces.
All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include:

• Duration-Convexity approximation to bond portfolios, and portfolio immunization;
• Pricing floaters and vanilla, basis and variance swaps;
• Coupon stripping and yield curve fitting;
• Proxy hedging, and hedging international securities and energy futures portfolios;
• Pricing models for European exotics, including barriers, Asians, look-backs, choosers, capped, contingent, power, quanto, compo, exchange, ‘best-of’ and spread options;
• Libor model calibration;
• Dynamic models for implied volatility based on principal component analysis;
• Calibration of stochastic volatility models (Matlab code);
• Simulations from stochastic volatility and jump models;
• Duration, PV01 and volatility invariant cash flow mappings;
• Delta-gamma-theta-vega mappings for options portfolios;
• Volatility beta mapping to volatility indices.

Get Carol Alexander – Market Risk Analysis Vol. III. Pricing, Hedging & Trading Financial Instruments

Carol Alexander, Market Risk Analysis Vol. III. Pricing, Hedging & Trading Financial Instruments, Download Market Risk Analysis Vol. III. Pricing, Free Market Risk Analysis Vol. III. Pricing, Market Risk Analysis Vol. III. Pricing Torrent, Market Risk Analysis Vol. III. Pricing Review, Market Risk Analysis Vol. III. Pricing Groupbuy, Download Hedging & Trading Financial Instruments, Free Hedging & Trading Financial Instruments, Hedging & Trading Financial Instruments Torrent, Hedging & Trading Financial Instruments Review, Hedging & Trading Financial Instruments Groupbuy.

Delivery Method

– After your purchase, you’ll see a View your orders link which goes to the Downloads page. Here, you can download all the files associated with your order.
– Downloads are available once your payment is confirmed, we’ll also send you a download notification email separate from any transaction notification emails you receive from coursesblock.com.
– Since it is a digital copy, our suggestion is to download and save it to your hard drive. In case the link is broken for any reason, please contact us and we will resend the new download link.
– If you cannot find the download link, please don’t worry about that. We will update and notify you as soon as possible at 8:00 AM – 8:00 PM (UTC 8).

Thank You For Shopping With Us!