"Elementary Financial Derivatives" - это книга, которая поможет понять математическую финансовую теорию и квантитативные методы, необходимые для реализации и применения современных методов оценки ценных бумаг. Книга представляет собой доступное и увлекательное введение в финансовые деривативы и содержит необходимые техники для обучения сложным методам оценки. Авторы книги подчеркивают простой и понятный подход к методам и приложениям сложных концепций без уделяя особого внимания статистическим и математическим теориям.
Книга организована в три обширных раздела, посвященных основным темам на рынке деривативов, включая опционы, свопы и концепции финансовой инженерии, применяемые в основном, но не исключительно, на фьючерсном рынке. Книга также содержит широкий спектр примеров, детализирующих теоретические концепции, а также множество задач для самостоятельного решения, выделенных уравнений и модулей Microsoft® Office Excel® для оценки.
Кроме того, книга содержит решенные кейс-стади, выбранные ответы на задачи и ключевые термины и концепции, которые помогут понять материал. Книга также сопровождается веб-сайтом, который содержит руководство по решению задач, образцы лекционных презентаций PowerPoint®, а также связанные файлы Excel и наборы данных.
"Elementary Financial Derivatives: A Guide to Trading and Valuation with Applications" - отличный учебник для студентов бакалавриата, изучающих финансовые деривативы, квантитативную финансовую математику, математическую финансовую инженерию. Книга также является ценным ресурсом для практикующих специалистов в области квантитативной финансовой математики, профессионалов, не имеющих технических знаний в оценке ценных бумаг, и читателей, подготавливающихся к экзамену CFA. Автор книги - доктор Джана Сакс, доцент кафедры бухгалтерского учета и финансов в St. John Fisher College в Рочестере, штат Нью-Йорк. Ее научные интересы включают управление рисками, кредитные деривативы, оценка, хеджирование и структурированные финансы.
If this book is new to you, here is a description: A step-by-step guide to mathematical financial theory, including quantitative methods, needed in implementing well-known valuation techniques in trading.
Written as an informal introduction to financial derivative trading and valuation, Elementary Financialderivatives is especially good for learners of complex valuation and trading techniques. It focuses on making the approach to methods and complex economic ideas understandable for students, without becoming bogged down in advanced statistical and mathematical theory.
Organized into easy-to understand units, this book covers essential topics relating to derivatives and contributes to our understanding of options, futures, insurance, swaps and financial engineering - and does all this without ignoring the broader aspects of applied financial theory. You'll get a grasp at:-· Real-life examples and theoretical concepts being expounded on all over the book; · Loads of homework opportunities, equations marked out in bold to help you remember them instantly, and automated financial problems in Microsoft Office Excel; · Unique teaching aids like solved real cases, options with concise solutions, crucial keywords and conceptual techniques to assist your learning process; A visit to a linked site that tells you about this text's accompanying Instructor's SolutionsManual, as well as sample PowerPoint presentations and well-organized data files in Excel. Elementary Financial derivatives: A Handy Guide To Trading And Valuation For Students, is an exceptional initiation text for advance undergrad courses on financial derivatives, numerical finance, theoretical finance, or financial engineering majors. This book is equally a fantastic resource for industry practitioners needing a bit more clarification on investment options pricing, and anyone preparing for standardized CFA exams.
This book takes a step by step approach to introducing readers to the basic theory of financial derivative trading. Rather than overwhelm people with theoretical foundations, it emphasizes practical approaches to implementing and appying the newest valuation techniques, providing example applications to real-life scenarios. It can be easily understood, as it does not focus on complicated statistical and mathematical material.
The book divides itself into three sections covering various topic areas, including option, swap, and engineerial applications. It covers risk evaluation, and presents a wide variety of practical applications along with associated homework exercises and case studies for discussion and comparison. An instructor's manual and sample powerpoint slides are available online to further aid courses.
Based on Sacks' professional experience, this book would be a valuable reference for both undergraduate and advanced students in fields related to finance or engineering. It serves as a great introduction to the material for those who may be unfamiliar with derivative trading or financial application. Practitioner and academicians alike will find valuable content in Elementary Financial Derivative Managing Market and Comparing Valuation and Applications.
Электронная Книга «Elementary Financial Derivatives» написана автором Jana Sacks в году.
Минимальный возраст читателя: 0
Язык: Английский
ISBN: 9781119077138
Описание книги от Jana Sacks
A step-by-step approach to the mathematical financial theory and quantitative methods needed to implement and apply state-of-the-art valuation techniques Written as an accessible and appealing introduction to financial derivatives, Elementary Financial Derivatives: A Guide to Trading and Valuation with Applications provides the necessary techniques for teaching and learning complex valuation techniques. Filling the current gap in financial engineering literature, the book emphasizes an easy-to-understand approach to the methods and applications of complex concepts without focusing on the underlying statistical and mathematical theories. Organized into three comprehensive sections, the book discusses the essential topics of the derivatives market with sections on options, swaps, and financial engineering concepts applied primarily, but not exclusively, to the futures market. Providing a better understanding of how to assess risk exposure, the book also includes: A wide range of real-world applications and examples detailing the theoretical concepts discussed throughout Numerous homework problems, highlighted equations, and Microsoft® Office Excel® modules for valuation Pedagogical elements such as solved case studies, select answers to problems, and key terms and concepts to aid comprehension of the presented material A companion website that contains an Instructor’s Solutions Manual, sample lecture PowerPoint® slides, and related Excel files and data sets Elementary Financial Derivatives: A Guide to Trading and Valuation with Applications is an excellent introductory textbook for upper-undergraduate courses in financial derivatives, quantitative finance, mathematical finance, and financial engineering. The book is also a valuable resource for practitioners in quantitative finance, industry professionals who lack technical knowledge of pricing options, and readers preparing for the CFA exam. Jana Sacks, PhD, is Associate Professor in the Department of Accounting and Finance at St. John Fisher College in Rochester, New York. A member of The American Finance Association, the National Association of Corporate Directors, and the International Atlantic Economic Society, Dr. Sack’s research interests include risk management, credit derivatives, pricing, hedging, and structured finance.
