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Carol Alexander - Market Risk Analysis - 9780470997895 - V9780470997895
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Market Risk Analysis

€ 90.02
FREE Delivery in Ireland
Description for Market Risk Analysis Hardcover. Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. Series: Wiley Finance Series. Num Pages: 416 pages, black & white tables, figures, colour plates. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 250 x 175 x 29. Weight in Grams: 908.

Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three of the Market Risk Analysis four volume set. This book is an in-depth, practical and accessible guide to the models that are used for pricing and the strategies that are used for hedging financial instruments, and to the markets in which they trade. It provides a comprehensive, rigorous and accessible introduction to bonds, swaps, futures and forwards and options, including variance swaps, volatility indices and their futures and options, to stochastic volatility models and to modelling the implied and local volatility surfaces.

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Product Details

Format
Hardback
Publication date
2008
Publisher
John Wiley and Sons Ltd United Kingdom
Number of pages
416
Condition
New
Series
Wiley Finance Series
Number of Pages
416
Place of Publication
New York, United States
ISBN
9780470997895
SKU
V9780470997895
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-35

About Carol Alexander
Carol Alexander is a Professor of Risk Management at the ICMA Centre, University of Reading, and Chair of the Academic Advisory Council of the Professional Risk Manager's International Association (PRMIA). She is the author of Market Models: A Guide to Financial Data Analysis(John Wiley & Sons Ltd, 2001) and has been editor and contributor of a very large number of ... Read more

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