Hybrid Securities Valuation

Hybrid Securities Valuation


Marketed By :  Scholars' Press   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days

₹ 4,388

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  • Product Description

During the last five decades we have assisted to an exponential growth in the volume and in the type of financial contracts that are traded worldwide in Exchange and Over-The-Counter markets. The steep increase in the variety and amount of financial derivatives would have never been possible without a parallel development of the financial mathematics and the implementation of analytical and numerical methods. In recent times, many tools have been developed in the fields of advanced mathematical finance and probability theory in order to provide investors with adequate frameworks for pricing, hedging and risk management purposes. The aim of this book is therefore to combine theoretical aspects of mathematical finance and finance theory and to show applications for practitioners that may result useful in real-world problems concerning pricing and hedging "hybrid securities" i.e. financial products whose value depends on two sources of risk that are the stock price and the interest rate. It is also occasion for reporting the results of a three years study I conducted during the PhD course I attended at the University of Napoli Federico II.

Product Specifications
SKU :COC58716
Country of ManufactureIndia
Product BrandScholars' Press
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-08-05
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