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Pricing and Hedging Financial Derivatives

A Guide for Practitioners

Wiley, J,
E-Book ( PDF mit Adobe DRM )
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The only guide focusing entirely on practical approaches topricing and hedging derivatives
One valuable lesson of the financial crisis was that derivativesand risk practitioners don't really understand the products they'redealing with. Written by a practitioner for practitioners, thisbook delivers the kind of knowledge and skills traders and financeprofessionals need to fully understand derivatives and price andhedge them effectively. Most derivatives books are written byacademics and are long on theory and short on the day-to-dayrealities of derivatives trading. Of the few practical guidesavailable, very few of those cover pricing and hedging--twocritical topics for traders. What matters to practitioners is whathappens on the trading floor--information only seasonedpractitioners such as authors Marroni and Perdomo can impart.
* Lays out proven derivatives pricing and hedging strategies andtechniques for equities, FX, fixed income and commodities, as wellas multi-assets and cross-assets
* Provides expert guidance on the development of structuredproducts, supplemented with a range of practical examples
* Packed with real-life examples covering everything from optionpayout with delta hedging, to Monte Carlo procedures to commonstructured products payoffs
* The Companion Website features all of the examples from thebook in Excel complete with source code

Details
Schlagworte
Autor

Titel: Pricing and Hedging Financial Derivatives
Autoren/Herausgeber: Irene Perdomo
Aus der Reihe: Wiley Finance Series
Ausgabe: 1. Auflage

ISBN/EAN: 9781119954576

Seitenzahl: 264
Produktform: E-Book
Sprache: Englisch

LEONARDO MARRONI is an asset manager with the Emerging Markets team at GLG Partners in London. He joined in January 2010 from Barclays where he was working as a structurer in the commodities division. Before joining Barclays, Leonardo worked in the equity structured products trading team at Banca Caboto in London where he was responsible for structuring and trading algorithmic products. Prior to this, Leonardo was part of the interest rates derivatives trading team at Banca Caboto in Milan. Leonardo graduated in Economics from Bocconi University in Milan.
IRENE PERDOMO trades base metals at Noble in Singapore. Prior to this, she worked as a structurer for the commodities division of Barclays in London. Irene has an MBA from IESE Business School in Barcelona. She is a native of Uruguay and she studied Computer Science Engineering in Montevideo. She also spent time studying finance at the University of Chicago Booth School of Business. Before working in the finance industry, she worked in IT, in South America and the Indian sub-continent.

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