Matches in SemOpenAlex for { <https://semopenalex.org/work/W647496556> ?p ?o ?g. }
Showing items 1 to 68 of
68
with 100 items per page.
- W647496556 abstract "The book aims to prioritise what needs mastering and presents the content in the most understandable, concise and pedagogical way illustrated by real market examples. Given the variety and the complexity of the materials the book covers, the author sorts through a vast array of topics in a subjective way, relying upon more than twenty years of experience as a market practitioner. The book only requires the reader to be knowledgeable in the basics of algebra and statistics.The Mathematical formulae are only fully proven when the proof brings some useful insight. These formulae are translated from algebra into plain English to aid understanding as the vast majority of practitioners involved in the financial markets are not required to compute or calculate prices or sensitivities themselves as they have access to data providers. Thus, the intention of this book is for the practitioner to gain a deeper understanding of these calculations, both for a safety reason – it is better to understand what is behind the data we manipulate – and secondly being able to appreciate the magnitude of the prices we are confronted with and being able to draft a rough calculation, aside of the market data.The author has avoided excessive formalism where possible. Formalism is securing the outputs of research, but may, in other circumstances, burden the understanding by non-mathematicians; an example of this case is in the chapter dedicated to the basis of stochastic calculus.The book is divided into two parts:- First, the deterministic world, starting from the yield curve building and related calculations (spot rates, forward rates, discrete versus continuous compounding, etc.), and continuing with spot instruments valuation (short term rates, bonds, currencies and stocks) and forward instruments valuation (forward forex, FRAs and variants, swaps & futures);- Second, the probabilistic world, starting with the basis of stochastic calculus and the alternative approach of ARMA to GARCH, and continuing with derivative pricing: options, second generation options, volatility, credit derivatives;- This second part is completed by a chapter dedicated to market performance & risk measures, and a chapter widening the scope of quantitative models beyond the Gaussian hypothesis and evidencing the potential troubles linked to derivative pricing models." @default.
- W647496556 created "2016-06-24" @default.
- W647496556 creator A5087674715 @default.
- W647496556 date "2013-01-01" @default.
- W647496556 modified "2023-09-24" @default.
- W647496556 title "Mathematics of the Financial Markets: Financial Instruments and Derivatives Modelling, Valuation and Risk Issues" @default.
- W647496556 hasPublicationYear "2013" @default.
- W647496556 type Work @default.
- W647496556 sameAs 647496556 @default.
- W647496556 citedByCount "1" @default.
- W647496556 countsByYear W6474965562014 @default.
- W647496556 crossrefType "book" @default.
- W647496556 hasAuthorship W647496556A5087674715 @default.
- W647496556 hasConcept C10138342 @default.
- W647496556 hasConcept C124952713 @default.
- W647496556 hasConcept C142362112 @default.
- W647496556 hasConcept C153349607 @default.
- W647496556 hasConcept C162324750 @default.
- W647496556 hasConcept C17744445 @default.
- W647496556 hasConcept C186027771 @default.
- W647496556 hasConcept C19244329 @default.
- W647496556 hasConcept C199539241 @default.
- W647496556 hasConcept C2778120072 @default.
- W647496556 hasConcept C2780957164 @default.
- W647496556 hasConcept C41008148 @default.
- W647496556 hasConcept C558565934 @default.
- W647496556 hasConcept C73301696 @default.
- W647496556 hasConceptScore W647496556C10138342 @default.
- W647496556 hasConceptScore W647496556C124952713 @default.
- W647496556 hasConceptScore W647496556C142362112 @default.
- W647496556 hasConceptScore W647496556C153349607 @default.
- W647496556 hasConceptScore W647496556C162324750 @default.
- W647496556 hasConceptScore W647496556C17744445 @default.
- W647496556 hasConceptScore W647496556C186027771 @default.
- W647496556 hasConceptScore W647496556C19244329 @default.
- W647496556 hasConceptScore W647496556C199539241 @default.
- W647496556 hasConceptScore W647496556C2778120072 @default.
- W647496556 hasConceptScore W647496556C2780957164 @default.
- W647496556 hasConceptScore W647496556C41008148 @default.
- W647496556 hasConceptScore W647496556C558565934 @default.
- W647496556 hasConceptScore W647496556C73301696 @default.
- W647496556 hasLocation W6474965561 @default.
- W647496556 hasOpenAccess W647496556 @default.
- W647496556 hasPrimaryLocation W6474965561 @default.
- W647496556 hasRelatedWork W1504766719 @default.
- W647496556 hasRelatedWork W1533819021 @default.
- W647496556 hasRelatedWork W1553545751 @default.
- W647496556 hasRelatedWork W157779657 @default.
- W647496556 hasRelatedWork W2288807951 @default.
- W647496556 hasRelatedWork W2486573720 @default.
- W647496556 hasRelatedWork W2496491475 @default.
- W647496556 hasRelatedWork W2500736519 @default.
- W647496556 hasRelatedWork W2804036721 @default.
- W647496556 hasRelatedWork W3143262514 @default.
- W647496556 hasRelatedWork W3147157262 @default.
- W647496556 hasRelatedWork W3150323213 @default.
- W647496556 hasRelatedWork W3197938293 @default.
- W647496556 hasRelatedWork W380970987 @default.
- W647496556 hasRelatedWork W606122394 @default.
- W647496556 hasRelatedWork W610201297 @default.
- W647496556 hasRelatedWork W615138508 @default.
- W647496556 hasRelatedWork W630775125 @default.
- W647496556 hasRelatedWork W650915050 @default.
- W647496556 hasRelatedWork W8692116 @default.
- W647496556 isParatext "false" @default.
- W647496556 isRetracted "false" @default.
- W647496556 magId "647496556" @default.
- W647496556 workType "book" @default.