Eben Maré

A Concise Introduction to Financial Derivatives

• Gebundenes Buch

Produktbeschreibung

This book seeks to present financial derivatives in a manner that requires minimal mathematical background. The book would be ideal for aspiring young practitioners, advanced undergraduates and masters-level students who require a concise and practice-led introduction to financial derivatives.

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Produktdetails

• Verlag: Taylor & Francis Ltd (Sales)
• Seitenzahl: 198
• Erscheinungstermin: 13. November 2024
• Englisch
• Abmessung: 234mm x 156mm x 14mm
• Gewicht: 485g
• ISBN-13: 9781032630854
• ISBN-10: 103263085X
• Artikelnr.: 70734134

Autorenporträt

Eben Maré holds responsibility for absolute return portfolio management and has been working in the financial markets for the last 33 years. He has also held senior roles in risk management, treasury, derivatives trading, and asset management. He has a PhD in Applied Mathematics and is an Associate Professor in Mathematics and Applied Mathematics at the University of Pretoria in South Africa. He has wide research interests in financial derivatives, asset management, and financial markets.

Inhaltsangabe

1. Markets. 2. Market Players. 3. Rates. 4 Derivatives.5. Option
Strategies. 6. Basic Option Bounds. 7. Relations Between Options. 8.
Binomial Pricing Model: I. 9. Binomial Pricing Model: II. 10. Option
Values: I. 11. Option Values: II. 12. Black-Scholes PDE. 13. Perpetual
Options. 14. Application: Corporate Credit. 15. Greeks. 16. Exotic
Derivatives. 17. Model Validation Process. 18. Risk.