derivatives

Zero-Sum Game The Rise of the World 039 s Largest Derivatives Exchange【電子書籍】 Erika S. OlsonExcess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives【電子書籍】 Amia SantiniThe Basics of Bitcoins and Blockchains An Introduction to Cryptocurrencies and the Technology that Powers Them (Cryptography, Derivatives Investments, Futures Trading, Digital Assets, NFT)【電子書籍】 Antony LewisProblems and Solutions in Mathematical Finance, Volume 2 Equity Derivatives【電子書籍】 Eric ChinModern Derivatives Pricing and Credit Exposure Analysis Theory and Practice of CSA and XVA Pricing, Exposure Simulation and Backtesting【電子書籍】 Roland LichtersTrading VIX Derivatives Trading and Hedging Strategies Using VIX Futures, Options, and Exchange-Traded Notes【電子書籍】 Russell RhoadsBrazilian Derivatives and Securities Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets【電子書籍】 Marcos C. S. CarreiraModern Computational Finance Scripting for Derivatives and xVA【電子書籍】 Antoine SavineDerivatives and the Wealth of Societies【電子書籍】Algo Bots and the Law Technology, Automation, and the Regulation of Futures and Other Derivatives【電子書籍】 Gregory Scopino【中古】 An Introduction to the Mathematics of Financial Derivatives/ACADEMIC PR INC/Salih N. Neftci / Salih N. Neftci / Academic Press ハードカバー 【メール便送料無料】【あす楽対応】【中古】 Subprime Mortgage Credit Derivatives/JOHN WILEY SONS INC/Laurie S. Goodman / Laurie S. Goodman, Thomas A. Zimmerman, Douglas J. Lucas, Frank J. Fabozzi / John Wiley S ハードカバー 【メール便送料無料】【あす楽対応】All About Derivatives Second Edition【電子書籍】 Michael DurbinValuation In A World Of Cva, Dva, And Fva : A Tutorial On Debt Securities And Interest Rate Derivatives【電子書籍】 Donald J SmithEfficient Methods for Valuing Interest Rate Derivatives (Springer Finance)フィナンシャルエンジニアリング デリバティブ取引とリスク管理の総体系 / 原タイトル:OPTIONS FUTURES AND OTHER DERIVATIVES 原著第9版の翻訳 本/雑誌 / ジョンハル/著 三菱UFJモルガン スタンレー証券市場商品本部/訳C Design Patterns and Derivatives Pricing (Mathematics Finance and Risk Series Number 2)FX Derivatives Trader School FX DERIVATIVES TRADER SCHOOL (Wiley Trading) Giles JewittListed Volatility and Variance Derivatives A Python-based Guide【電子書籍】 Yves HilpischInterest Rate Derivatives Explained Volume 1: Products and Markets【電子書籍】 J. Kienitz
 

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  • <p>In 2007, a stranger-than-fiction multibillion-dollar bidding war for the Chicago Board of Trade (CBOT) erupted between the Chicago Mercantile Exchange (CME) and Atlanta’s IntercontinentalExchange (ICE). <em>Zero-Sum Game: The Rise of the World’s Largest Derivatives Exchange</em> takes readers behind the scenes of this battle to tell the grippingーand often comicalーstory of how the historic merger between CME and CBOT almost didn’t happen.</p> <p>Author Erika S. Olson, a managing director at CBOT during the bidding war, delivers a blow-by-blow account of the fight for the world’s oldest futures exchange, taking you inside CBOT’s landmark Chicago Loop headquarters, onto the high-octane trading floor, and into executives’ offices.</p> <p>Through the lens of the CME/CBOT deal, <em>Zero-Sum Game</em>:</p> <ul> <li>Introduces the colorful and outspoken personalities who call the shots in this close-knit and frequently misunderstood industry</li> <li>Details...
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  • <p>The phenomenon of excess volatility in the context of share prices and of the term structure of interest rates has been documented by the existing literature, highlighting the limitations of traditional models of rational expectations and of reliance on the efficient market hypothesis. The data violates the bounds on volatility that are derived from them. Amia Santini studies the possible shortcomings of the methodologies used to uncover those inconsistencies, and the potential explanations of the observed phenomenon that can be considered in line with the rational expectation framework. She focuses on a relatively newer field of study: derivative instruments. Previous results of excess volatility, recovered with a worldwide focus, are presented and an empirical analysis is performed to assess whether a similar outcome would be obtained in the Eurozone market. The exploration of financial information that falls underneath the risk-neutral measure, such as derivative prices, red...
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  • <h2><strong>Understand Bitcoin, Blockchains, and Cryptocurrency</strong></h2> <p>“Antony helps us all clearly understand the mechanics of bitcoin and blockchain.” ー<strong>Rob Findlay</strong>, Founder, Next Money</p> <p><strong>#1 Best Seller in Investing Derivatives and Natural Resource Extraction Industry, Futures Trading, Banks & Banking, Energy & Mining, Monetary Policy, and Computers & Technology</strong></p> <p><strong>There’s a lot written on cryptocurrency and blockchains. But, for the uninitiated, most of this information can be indecipherable. <em>The Basics of Bitcoins and Blockchains</em> provides a clear guide to this new currency and the revolutionary technology that powers it.</strong></p> <p><strong>Bitcoin, Ethereum, and other cryptocurrencies.</strong> Gain an understanding of a broad spectrum of Bitcoin topics including the history of Bitcoin, the Bitcoin blockchain, and Bitcoin buying, selling, and mining. Learn how pay...
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  • <p><strong>Detailed guidance on the mathematics behind equity derivatives</strong></p> <p><em>Problems and Solutions in Mathematical Finance Volume II</em> is an innovative reference for quantitative practitioners and students, providing guidance through a range of mathematical problems encountered in the finance industry. This volume focuses solely on equity derivatives problems, beginning with basic problems in derivatives securities before moving on to more advanced applications, including the construction of volatility surfaces to price exotic options. By providing a methodology for solving theoretical and practical problems, whilst explaining the limitations of financial models, this book helps readers to develop the skills they need to advance their careers. The text covers a wide range of derivatives pricing, such as European, American, Asian, Barrier and other exotic options. Extensive appendices provide a summary of important formulae from calculus, theory of ...
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  • <p>This book provides a comprehensive guide for modern derivatives pricing and credit analysis. Written to provide sound theoretical detail but practical implication, it provides readers with everything they need to know to price modern financial derivatives and analyze the credit exposure of a financial instrument in today's markets.</p>画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちら をクリックして下さい。 ※このページからは注文できません。
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  • <p><strong>A guide to using the VIX to forecast and trade markets</strong></p> <p>Known as the fear index, the VIX provides a snapshot of expectations about future stock market volatility and generally moves inversely to the overall stock market. <em>Trading VIX Derivatives</em> will show you how to use the Chicago Board Options Exchange's S&P 500 volatility index to gauge fear and greed in the market, use market volatility to your advantage, and hedge stock portfolios. Engaging and informative, this book skillfully explains the mechanics and strategies associated with trading VIX options, futures, exchange traded notes, and options on exchange traded notes.</p> <p>Many market participants look at the VIX to help understand market sentiment and predict turning points. With a slew of VIX index trading products now available, traders can use a variety of strategies to speculate outright on the direction of market volatility, but they can also utilize these products i...
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  • <p>The Brazilian financial markets operate in a very different way to G7 markets. Key differences include onshore and offshore markets, exponential rates, business days day-counts, and price formation from the futures markets (instead of the cash markets).</p> <p>This book provides a quantitative, applied guide to the offshore and onshore Brazilian markets, with a focus on the financial instruments unique to the region. It offers a comprehensive introduction to the key financial 'archaeology' in the Brazil context, exploring interest rates, FX and inflation and key differences from G7 market finance. It explores the core industry investment banking business in detail, from FX to interest rates and cash and inflation. Finally it introduces the region's unique financial instruments, as well as their pricing and risk management needs.</p> <p>Covering both introductory and complex topics, this book provides existing practitioners in Brazil, as well as those interested in becom...
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  • <p><strong>An incisive and essential guide to building a complete system for derivative scripting</strong></p> <p>In Volume 2 of <em>Modern Computational Finance Scripting for Derivatives and xVA,</em> quantitative finance experts and practitioners Drs. Antoine Savine and Jesper Andreasen deliver an indispensable and insightful roadmap to the interrogation, aggregation, and manipulation of cash-flows in a variety of ways. The book demonstrates how to facilitate portfolio-wide risk assessment and regulatory calculations (like xVA).</p> <p>Complete with a professional scripting library written in modern C++, this stand-alone volume walks readers through the construction of a comprehensive risk and valuation tool. This essential book also offers:</p> <ul> <li>Effective strategies for improving scripting libraries, from basic examplesーlike support for dates and vectorsーto advanced improvements, including American Monte Carlo techniques</li> <li>Exploration ...
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  • <p>Derivatives were responsible for one of the worst financial meltdowns in history, one from which we have not yet fully recovered. However, they are likewise capable of generating some of the most incredible wealth we have ever seen. This book asks how we might ensure the latter while avoiding the former. Looking past the usual arguments for the regulation or abolition of derivative finance, it asks a more probing question: what kinds of social institutions and policies would we need to put in place to both avail ourselves of the derivative’s wealth production and make sure that production benefits all of us?</p> <p>To answer that question, the contributors to this book draw upon their deep backgrounds in finance, social science, art, and the humanities to create a new way of understanding derivative finance that does justice to its social and cultural dimensions. They offer a two-pronged analysis. First, they develop a social understanding of the derivative that casts it in...
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  • <p>The trillion-dollar markets for futures, swaps, commodity options, and related derivatives are extremely important to the global economy because, among other things, they influence the prices that people pay for everything from heating oil and bread to the interest rates connected to mortgages and student loans. Due to technological advances in automation and artificial intelligence, these markets have recently undergone a dramatic transformation away from human-centered trading and operations to control by high-speed automated systems. In this work, Gregory Scopino explains how such changes present challenges to the oversight of these markets and discusses potential ways for authorities to address issues presented by computerized trading and related systems. This book should be read by anyone interested in learning how artificial intelligence is used in the financial markets and how those markets are - and should be - regulated.</p>画面が切り替わりますので、しばらくお待ち下...
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  • 著者: Salih N. Neftci出版社:Academic Pressサイズ:ハードカバーISBN-10:0125153929ISBN-13:9780125153928■通常24時間以内に出荷可能です。※繁忙期やセール等、ご注文数が多い日につきましては 発送まで48時間かかる場合があります。あらかじめご了承ください。 ■メール便は、1冊から送料無料です。※宅配便の場合、2,500円以上送料無料です。※あす楽ご希望の方は、宅配便をご選択下さい。※「代引き」ご希望の方は宅配便をご選択下さい。※配送番号付きのゆうパケットをご希望の場合は、追跡可能メール便(送料210円)をご選択ください。■ただいま、オリジナルカレンダーをプレゼントしております。■お急ぎの方は「もったいない本舗 お急ぎ便店」をご利用ください。最短翌日配送、手数料298円から■まとめ買いの方は「もったいない本舗 おまとめ店」がお買い得です。■中古品ではございますが、良好なコンディションです。決済は、クレジットカード、代引き等、各種決済方法がご利用可能です。■万が一品質に不備が有った場合は、返金対応。■クリーニング済み。■商品画像に「帯」が付いているものがありますが、中古品のため、実際の商品には付いていない場合がござい...
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  • 著者:Laurie S. Goodman, Thomas A. Zimmerman, Douglas J. Lucas, Frank J. Fabozzi出版社:John Wiley & Sons Incサイズ:ハードカバーISBN-10:047024366XISBN-13:9780470243664■通常24時間以内に出荷可能です。※繁忙期やセール等、ご注文数が多い日につきましては 発送まで48時間かかる場合があります。あらかじめご了承ください。 ■メール便は、1冊から送料無料です。※宅配便の場合、2,500円以上送料無料です。※あす楽ご希望の方は、宅配便をご選択下さい。※「代引き」ご希望の方は宅配便をご選択下さい。※配送番号付きのゆうパケットをご希望の場合は、追跡可能メール便(送料210円)をご選択ください。■ただいま、オリジナルカレンダーをプレゼントしております。■お急ぎの方は「もったいない本舗 お急ぎ便店」をご利用ください。最短翌日配送、手数料298円から■まとめ買いの方は「もったいない本舗 おまとめ店」がお買い得です。■中古品ではございますが、良好なコンディションです。決済は、クレジットカード、代引き等、各種決済方法がご利用可能です。■万が一品質に不備が有った場合は、返金対応。■クリーニング済み。■商品画像に「帯」が付いているものが...
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  • <h4>EVERYTHING YOU NEED TO KNOW ABOUT DERIVATIVES</h4> <p><em>All About Derivatives</em>, Second Edition, presents the complex subject of financial derivatives with a clarity and coherence you won’t find in other books. Using real-world examples and simple language, it lucidly illustrates what derivatives are and why they are so powerful. This second edition of <em>All About Derivatives</em> provides a rock-solid foundation on:</p> <ul> <li>The most common contracts available to you in today's market</li> <li>Key concepts such as cost of carry, settlement, valuation, and payoff</li> <li>Proven methods for establishing fair value</li> <li>How leverage can work for you--and against you</li> <li>The various derivative contracts traded today, including forwards, futures, swaps, and options</li> <li>Pricing methods and mathematics for determining fair value</li> <li>Hedging strategies for managing and reducing different types of risk</li> </...
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  • <p>CVA, DVA, and FVA, which are the acronyms for credit, debit, and funding valuation adjustments, have become widely used by major banks since the financial crisis. This book aims to bridge the gap between the highly complex and mathematical models used by these banks to adjust the value of debt securities and interest rate derivatives, and the end users of the valuations, for example, accountants, auditors, and analysts. The book, which is essentially a tutorial, demonstrates the types of models that are used using binomial trees that are featured in the CFA? fixed income curriculum and allows readers to replicate the examples using a spreadsheet.</p>画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちら をクリックして下さい。 ※このページからは注文できません。
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  • 【30日間返品保証】商品説明に誤りがある場合は、無条件で弊社送料負担で商品到着後30日間返品を承ります。ご満足のいく取引となるよう精一杯対応させていただきます。※下記に商品説明およびコンディション詳細、出荷予定・配送方法・お届けまでの期間について記載しています。ご確認の上ご購入ください。【インボイス制度対応済み】当社ではインボイス制度に対応した適格請求書発行事業者番号(通称:T番号・登録番号)を印字した納品書(明細書)を商品に同梱してお送りしております。こちらをご利用いただくことで、税務申告時や確定申告時に消費税額控除を受けることが可能になります。また、適格請求書発行事業者番号の入った領収書・請求書をご注文履歴からダウンロードして頂くこともできます(宛名はご希望のものを入力して頂けます)。■商品名■Efficient Methods for Valuing Interest Rate Derivatives (Springer Finance)■出版社■Springer■著者■Pelsser Antoon■発行年■2000/09/06■ISBN10■1852333049■ISBN13■9781852333041■コンディションランク■非常に良いコンディションランク説明ほぼ新品:未使用に近い状態の商品非常に良い:傷や汚れが少なくきれいな状態の...
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  • ご注文前に必ずご確認ください<商品説明>歴史的名著(“Options Futures and Other Derivatives”)の日本版として7年ぶりとなる本書では、CVA・DVAを扱う章を新設したほか、OTCデリバティブにおける清算、OIS割引etc、デリバティブ業務・市場を取り巻く顧客とマーケットの変化、国際的金融規制、リスク管理に関する時代の要請を受けた金融工学の変化をあますことなくフォロー。すべての“デリバティブ関係者”の理論・技術の習得、実務への応用に必備の一冊。演習用ソフトDerivaGem3.00付。<収録内容>序論先物市場の仕組み先物を使ったヘッジ戦略金利フォワード価格と先物価格の決定金利先物スワップ証券化と2007年の信用危機OIS割引、信用問題、ファンディング・コストオプション市場の仕組み〔ほか〕<商品詳細>商品番号:NEOBK-1972147John Haru / Cho Mitsubishi UFJ Morugan Stun Re Shoken Shijo Shohin Hombu / Yaku / Fu Inansharuenjiniaringu Derivative Torihiki to Risk Kanri No Sotai Kei / Hara Title : OPTIONS FUTURES and OTHER DERIVATIVES Gencho Dai9 Han No Honyakuメディア:本/雑誌発売日:2016/07JAN:9784322121766フィナンシャルエンジニアリン...
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  • 【30日間返品保証】商品説明に誤りがある場合は、無条件で弊社送料負担で商品到着後30日間返品を承ります。ご満足のいく取引となるよう精一杯対応させていただきます。※下記に商品説明およびコンディション詳細、出荷予定・配送方法・お届けまでの期間について記載しています。ご確認の上ご購入ください。【インボイス制度対応済み】当社ではインボイス制度に対応した適格請求書発行事業者番号(通称:T番号・登録番号)を印字した納品書(明細書)を商品に同梱してお送りしております。こちらをご利用いただくことで、税務申告時や確定申告時に消費税額控除を受けることが可能になります。また、適格請求書発行事業者番号の入った領収書・請求書をご注文履歴からダウンロードして頂くこともできます(宛名はご希望のものを入力して頂けます)。■商品名■C++ Design Patterns and Derivatives Pricing (Mathematics Finance and Risk Series Number 2)■出版社■Cambridge University Press■著者■Joshi M S■発行年■2008/05/22■ISBN10■0521721628■ISBN13■9780521721622■コンディションランク■可コンディションランク説明ほぼ新品:未使用に近い状態の商品非常に良い:傷や汚れ...
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  • FX DERIVATIVES TRADER SCHOOL Wiley Trading Giles Jewitt BLACKWELL PUBL2015 Paperback English ISBN:9781118967454 洋書 Business & SelfーCulture(ビジネス) Business & Economics
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  • <p><strong>Leverage Python for expert-level volatility and variance derivative trading</strong></p> <p><em>Listed Volatility and Variance Derivatives</em> is a comprehensive treatment of all aspects of these increasingly popular derivatives products, and has the distinction of being both the first to cover European volatility and variance products provided by Eurex and the first to offer Python code for implementing comprehensive quantitative analyses of these financial products. For those who want to get started right away, the book is accompanied by a dedicated Web page and a Github repository that includes all the code from the book for easy replication and use, as well as a hosted version of all the code for immediate execution.</p> <p>Python is fast making inroads into financial modelling and derivatives analytics, and recent developments allow Python to be as fast as pure C++ or C while consisting generally of only 10% of the code lines associated with the co...
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  • <p>Aimed at practitioners who need to understand the current fixed income markets and learn the techniques necessary to master the fundamentals, this book provides a thorough but concise description of fixed income markets, looking at the business, products and structures and advanced modeling of interest rate instruments.</p>画面が切り替わりますので、しばらくお待ち下さい。 ※ご購入は、楽天kobo商品ページからお願いします。※切り替わらない場合は、こちら をクリックして下さい。 ※このページからは注文できません。
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