Call Us 080-41656200 (Mon-Sat: 10AM-8PM)
Free Shipping above Rs. 1499
Cash On Delivery*

Quantitative Models For Financial Markets

 

Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
Delivery in :  10-12 Business Days

 

Check Your Delivery Options

 
Rs. 2,675

Availability: In stock

 
  • Product Description
 

The study analyses quantitative models for financial markets by starting from geometric Brown process and Wiener process by analyzing Ito’s lemma and first passage model. Furthermore, it is analyzed the prices of the options, Vanilla & Exotic, by using the expected value and numerical methods. From contingent claim approach ALM strategies are also analyzed so to get the effective duration measure of liabilities. Furthermore, the study analyses interest rate models in simulated environment by using the drift condition in combination with the inflation models as expectation of the markets. The credit risk model is considered as well in intensity model & structural model by getting the PD probability from the Rating Matrix as well by using the diagonal. Furthermore, the systemic risk is considered as well by using a deco relation concept. Moreover, it is achieved the equity pricing along the equilibrium between financial markets with implications for the portfolio construction. Finally, the VaR model is presented in combination with a percentile approach

Product Specifications
SKU :COC59166
AuthorRossano Giandomenico
LanguageEnglish
BindingPaperback
Number of Pages60
Publishing Year03.10.2014
ISBN9783659615047
Edition1 st
Book TypeBusiness & management
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-08-05 00:00:00