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English
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In the last 12 months, all leading financial institutions have set up hybrid derivatives desks in th...
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Libristo code: 01387930
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In the last 12 months, all leading financial institutions have set up hybrid derivatives desks in the view that they will shortly become as lucrative as standard interest-rate derivatives. This book fills a large gap in the market by looking at the state-of-the-art in modeling and pricing hybrid derivatives. Leading practitioner Christopher Hunter looks at the complex subject in its entirety, from a description of the market and its assets, which include interest rates, bonds, foreign exchange, credit and commodities and then looks at the mathematical concepts behind them, including modeling with Monte Carlo and Copulae.
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About the book
Full name
Hyrid Derivates
Author
Christopher Hunter
Language
English
English
Binding
Book - Hardback
Date of issue
2011
Number of pages
448
EAN
9780470026618
Libristo code
01387930
Publishers
John Wiley & Sons Inc
Dimensions
168 x 244
Categories
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