Die vorliegende Arbeit trägt zu der Preisfindung von Markt und Bilanz ausgelöstem Contingent Convertible Capital bei. Durch die Evaluation vier ausgewählter Preismodelle in einem theoretischen und empirischen Kontext werden die Grundlagen zu einem allgemein akzeptierten Preisfindungsansatz in...

Building blocks -- It's dilemma -- Stochastic differential equations -- The factor model approach to arbitrage pricing -- Constructing a factor pricing framework -- Equity derivatives -- Interest and credit derivatives -- Hedging -- Computation of solutions -- The road to risk neutrality -- Index

One of the fastest growing areas in empirical finance, and also one of the least rigorously analyzed, especially from a financial econometrics perspective, is the econometric analysis of financial derivatives, which are typically complicated and difficult to analyze. The purpose of this special...

Preface -- Introduction -- Trading under the Ornstein-Uhlenbeck model -- Trading under the exponential OU model -- Trading under the CIR model -- Futures trading under mean reversion -- Optimal liquidation of options -- Trading credit derivatives -- Bibliography -- Index

"A clear, practical guide to working effectively with derivative securities products Derivatives Essentials is an accessible, yet detailed guide to derivative securities. With an emphasis on mechanisms over formulas, this book promotes a greater understanding of the topic in a straightforward...

"Manufacturing and Managing Customer-Driven Derivatives Manufacturing and Managing Customer-Driven Derivatives sheds light on customer-driven derivative products and their manufacturing process, which can prove a complicated topic for even experienced financial practitioners. This authoritative...

Introduction -- Introduction to derivatives trading -- Introduction to derivative trading -- Legal and operations of derivative trading -- Cva primer and credit default -- FVA primer : derivatives pricing with funding -- Other valuation adjustments -- Modeling, calculation and system...

Machine generated contents note: 1. Financial mathematics principles; 2. Stochastic processes and financial models; 3. Numerical techniques; 4. Conic finance; 5. Conic pricing; 6. Applications of conic finance; 7. Conic portfolio theory; 8. Conic hedging; 9. Hedging insurance contracts; 10. Option...

The logic of promissory finance -- The entrepreneurial ethic and the spirit of financialism -- The ghost in the financial machine -- The sacred market -- Sociality, uncertainty, and ritual -- The charismatic derivative -- The wealth of dividuals -- The global ambitions of finance -- The end of...

This book written to be an easy-to-understand introductory textbook featuring hands-on application of presented theoretical concepts. The intention of the book is introducing the subject of financial derivatives in an accessible and an appealing way. The readers will be learning by doing. In the...