Check order status
LIBRISTO
LIBROAMANTO
mandatory
Forgotten password
Become part of a community of book lovers from all over the world and get access to a whole bunch of benefits. Create an account for free
0
Austrian Post 5.49 € GLS courier 4.99 € DPD courier 4.49 € DPD point 3.49 €
phone Contact phoneHow to shop

Derivatives

Language EnglishEnglish
Book Paperback
Book Derivatives Jiří Witzany
Libristo code: 37380046
Publishers Springer Nature Switzerland AG, November 2021
This book helps students, researchers and quantitative finance practitioners to understand both basi... Full description
? points 138 b
56.29 € VAT included
In stock at our supplier Shipping in 10-18 days
Austria Delivery to Austria

Up to 30 days for returns

Customers also purchased

Top
Silbengeschichten zum Lesenlernen - Detektivgeschichten Gerit Kopietz / Book Hardback
common.buy 9.95 €
Top
Járom az új váramat Bajzáth Mária / Book Hardback
common.buy 9.19 €
Výlet do divočiny Nicholas Oldland / Book Hardback
common.buy 3.19 €

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.

Actress & Polyglot
EWA KASP for
Play video
Ewa Kasp
Libristo has the largest selection of foreign-language books. That’s why I buy my books there.

About the book

Full name Derivatives
Author Jiří Witzany
Language English
Binding Book - Paperback
Date of issue 2021
Number of pages 376
EAN 9783030517533
ISBN 3030517535
Libristo code 37380046
Publishers Springer Nature Switzerland AG
Weight 593
Dimensions 155 x 235 x 21

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Corporate finance
Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
Mathematics & Science > Mathematics > Applied mathematics
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 address

You might also be interested in

Book Of R Tilman M. Davies / Book Paperback
common.buy 41.79 €
Credit-Risk Modelling David Jamieson Bolder / Book Paperback
common.buy 69.79 €
Top
Options, Futures, and Other Derivatives, Global Edition John Hull / Book Paperback
common.buy 102.89 €
Swaps and Other Derivatives 2nd Edition Richard R Flavell / Book Hardback
common.buy 87.69 €
Top
Incerto TALEB NASSIM NICHOLAS / Book Paperback
common.buy 68.39 €
Constitutive Modelling of Solid Continua José Merodio / Book Hardback
common.buy 161.29 €
Derivatives Analytics with Python - Data Analysis, Models, Simulation, Calibration and Hedging Y Hilpisch / Book Hardback
common.buy 73.79 €
Communication Between Honeybees Jürgen Tautz / Book Hardback
common.buy 31.19 €
Research Methodology and Scientific Writing C. George Thomas / Book Paperback
common.buy 68.99 €
Derivatives Markets, Valuation and Risk Management / Book Hardback
common.buy 126.59 €
Financial Derivatives Jamil Baz / Book Paperback
common.buy 45.39 €
Mathematics and Its History John Stillwell / Book Hardback
common.buy 49.89 €
Top
A Practical Guide To Quantitative Finance Interviews Xinfeng Zhou / Book Paperback
common.buy 23.19 €
Financial Derivatives Jamil Baz / Book Hardback
common.buy 132.29 €
Dynamic Hedging - Managing Vanilla and Exotic Options Taleb / Book Hardback
common.buy 92.29 €
Cognitive Training Tilo Strobach / Book Hardback
common.buy 149.29 €
All About Derivatives Second Edition Michael Durbin / Book Paperback
common.buy 24.19 €
Derivatives Essentials - An Introduction to Forwards, Futures, Options and Swaps Sebastien Bossu / Book Hardback
common.buy 54.79 €
Operational Risk Management - Best Practices in the Financial Services Industry Ariane Chapelle / Book Hardback
common.buy 49.79 €
Hands-On MQTT Programming with Python GASTON C. HILLAR / Book Paperback
common.buy 37.79 €
Top
The Empathy Game Saskia Herrmann / Game/Toy Game
common.buy 18.29 €
The Titanium Economy: How Industrial Technology Can Create a Better, Faster, Stronger America Asutosh Padhi / Book Hardback
common.buy 25.79 €
Freudian Body Bersani / Book Paperback
common.buy 33.69 €
Foundations of the Pricing of Financial Derivatives: Theory and Analysis Don M. Chance / Book Hardback
common.buy 65.39 €

Login

Log in to your account. Don't have a Libristo account? Create one now!

 
mandatory
mandatory
Forgotten password

Don’t have an account? Discover the benefits of having a Libristo account!

With a Libristo account, you'll have everything under control.

Create a Libristo account
Book advisor Libroamiko
Hi, I'm Libroamiko, can I help?