Descargar EBOOK Volatility and correlation: the perfect hedger and the fox (2nd e d.) autor RICCARDO REBONATO gratis online


Descargar EBOOK Volatility and correlation: the perfect hedger and the fox (2nd e d.) autor RICCARDO REBONATO gratis online Título Del Libro: Volatility and correlation: the perfect hedger and the fox (2nd e d.)
El autor del libro: RICCARDO REBONATO
El editor: LEA
El formato de libro: PDF, Epub, Doc, Txt
El tamaño del archivo: 744 Kb
ISBN 13: 9780470091395
Idioma del libro: ES

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The new edition of "Volatility and Correlation" has been thoroughly updated and expanded with over 80ew or reworked material, reflecting the changes and developments that have taken place in the field. The new and updated material includes: empirical and theoretical analysis of the smile dynamics; examination of the perfect-replication model in relation to exotic options; treatment of additional important models, namely, Variance Gamma, displaced diffusion, CEV, stochastic volatility for interest-rate smiles and equity/FX options; questioning of the informational efficiency of markets in commonly-used calibration and hedging practices.
The book is split into four sections. Part I deals with a deterministic-volatility Black world (no smiles), and sets out the author's 'philosophical' approach to option pricing. Part II deals with smiles in the equity and FX worlds. Beginning with a review of relevant empirical information about smiles, this part provides coverage of local-stochastic-volatility, general-stochastic-volatility, jump-diffusion and Variance-Gamma processes. Part II concludes with an important chapter that discusses if and to what extent one can dispense with an explicit specification of a process-based model, and can directly prescribe the dynamics of the smile surface. Part III focuses on interest rates, and part IV extends the setting used for the deterministic-volatility LIBOR market model in order to account for interest-rate smiles in a financially-motivated and computationally-tractable manner. In this final part the author deals, in increasing levels of complexity, with CEV processes, with diffusive stochastic volatility and with Markov-chain processes.

Covering FX, equity and interest-rate products, "Volatility and Correlation" is a blend of theoretical and practical material and is designed for traders, risk managers, financial professionals and students.

'The second edition is even more comprehensive than the first, and ideally suited to quantitatively oriented traders and risk managers. Rebonato has a knack for distilling the essence from a wide range of complex option pricing models.' Darrell Duffie, Stanford University, USA

'The author has greatly extended the first edition of this book, whose main merit remains its courage t


El autor es RICCARDO REBONATO escribió un interesante libro titulado Volatility and correlation: the perfect hedger and the fox (2nd e d.). El libro de la publicó la editorial LEA, y en este momento por el libro de Volatility and correlation: the perfect hedger and the fox (2nd e d.) PDF ISBN (9780470091395) es necesario pagar 176.10 euros por copia. Sin embargo, en nuestro sitio, Le ofrecemos descargar el libro Volatility and correlation: the perfect hedger and the fox (2nd e d.) EPUB y otros formatos totalmente gratis para leer en el ordenador u otros dispositivos electrónicos. Con nosotros usted puede encontrar otros libros del autor RICCARDO REBONATO, que te pueden gustar, igual que el libro de Volatility and correlation: the perfect hedger and the fox (2nd e d.) EPUB. Únete a nuestra comunidad y recibe gratis el libro de Volatility and correlation: the perfect hedger and the fox (2nd e d.) EPUB y otros, no menos interesantes de la edición.




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Reseñas de libro Volatility and correlation: the perfect hedger and the fox (2nd e d.)


Javier

Entretenida fiction para los verdaderos fans

Marcos

Rara vez los libros hacen echar de mí una lágrima, pero este pudo.

Adriana

poner el papel higiénico! o en la chimenea!

Diego

Dura, impactante, pero es MUY ÚTIL el libro, obliga a reflexionar!

Ainhoa

Excelente obra - leer todo!




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Descargar EBOOK Volatility and correlation: the perfect hedger and the fox (2nd e d.) autor RICCARDO REBONATO gratis online

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