Derivatives

Name: Derivatives
Brand: Springer Nature
SKU: 9783030517519
Availability: InStock

Best Price (Coupon Required):
Buy Derivatives for $72.00 at @ Link.springer.com when you apply the 10% OFF coupon at checkout.
Click “Get Coupon & Buy” to copy the code and unlock the deal.

Set a price drop alert to never miss an offer.

1 Offer Price Range: $79.99 - $79.99

BEST PRICE

Single Product Purchase

$72.00

@ Link.springer.com with extra coupon

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com		$79.99	$79.99		10% OFF This deals requires coupon	$72.00		See Site	In stock	Visit Store

Product Details

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783030517519

Condition

New

Product Description

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.

Available Colors

N/A

Available Sizes

N/A