Contact
How to shop
Delivery
Shopping guide
Derivatives
English
151 b
Delivery to Austria
30-day return policy
Customers also purchased
/
Calendar
22.49
€
/
Hardback
16.69
€
/
Hardback
38.99
€
/
Book
24.39
€
This book helps students, researchers and quantitative finance practitioners to understand both basic and advanced topics in the valuation and modeling of financial and commodity derivatives, their institutional framework and risk management. It provides an overview of the new regulatory requirements such as Basel III, the Fundamental Review of the Trading Book (FRTB), Interest Rate Risk of the Banking Book (IRRBB), or the Internal Capital Assessment Process (ICAAP). The reader will also find a detailed treatment of counterparty credit risk, stochastic volatility estimation methods such as MCMC and Particle Filters, and the concepts of model-free volatility, VIX index definition and the related volatility trading. The book can also be used as a teaching material for university derivatives and financial engineering courses.
About the book
English
Give this book today
It's easy
1 Add to cart and choose Deliver as present at the checkout 2 We'll send you a voucher 3 The book will arrive at the recipient's addressYou might also be interested in
/
Hardback
58.29
€
/
Hardback
85.59
€
/
Hardback
62.09
€
/
Hardback
74.19
€
/
Hardback
27.29
€
/
Hardback
100.39
€
Hi! I'm Libroamiko, your book advisor.
How can I help you?