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Books on the topic 'Derivative Valuation'

Author: Grafiati

Published: 4 June 2021

Last updated: 3 February 2022

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1

Patrick, Cusatis, ed. Municipal derivative securities: Uses and valuation. Burr Ridge, Ill: Irwin, 1995.

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2

Mastro, Michael. Financial Derivative and Energy Market Valuation. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2013. http://dx.doi.org/10.1002/9781118501788.

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3

1955-, Miller Thomas W., ed. Derivatives: Valuation and risk management. New York: Oxford University Press, 2003.

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4

American-style derivatives: Valuation and computation. Boca Raton, [Fla.]: Taylor&Francis, 2005.

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5

The valuation of interest rate derivative securities. London: Routledge, 1996.

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6

Detemple, Jérôme. American-style derivatives: Valuation and computation. Boca Raton, Fl: Chapman & Hall/CRC, 2005.

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7

Detemple, Jérôme. American-style derivatives: Valuation and computation. Boca Raton, [Fla.]: Taylor & Francis, 2006.

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8

Valuation of fixed income securities and derivatives. 3rd ed. New Hope, Pa: Frank J. Fabozzi Associates, 1998.

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9

Valuation and risk management of interest rate derivative securities. Bern: Verlag Paul Haupt, 1992.

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10

American-Style Derivatives. London: Taylor and Francis, 2005.

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11

Choudhry, Moorad. Fixed-income securities and derivatives handbook: [analysis and valuation]. 2nd ed. Hoboken, N.J: Bloomberg Press, 2010.

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12

Engeler, Markus G. Generic derivatives and exotic options: Aspects of valuation and market risk measurement. Bern: Verlag Paul Haupt, 1998.

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13

Aït-Sahalia, Yacine. Nonparametric pricing of interest rate derivative securities. Cambridge, MA: National Bureau of Economic Research, 1995.

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14

Option valuation: An introduction to financial mathematics. Boca Raton: Taylor & Francis, 2012.

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15

Rheinländer, Thorsten. Hedging derivatives. New Jersey: World Scientific, 2011.

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16

Whaley, Robert E. Derivatives. New York: John Wiley & Sons, Ltd., 2007.

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17

Rady, Sven. State prices implicit in valuation formulae for derivative securities: A martingale approach. London: London School of Economics, Financial Markets Group, 1994.

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18

Beyna, Ingo. Interest Rate Derivatives: Valuation, Calibration and Sensitivity Analysis. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013.

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19

Navin, Robert L. The Mathematics of Derivatives. New York: John Wiley & Sons, Ltd., 2007.

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20

J. F. J. de Munnik. The valuation of interest rate derivative securities =: De waardering van rente-afhankelijke instrumenten. Amsterdam: Thesis Publishers, 1992.

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21

An introduction to financial option valuation: Mathematics, stochastics, and computation. New York: Cambridge University Press, 2004.

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22

The mathematics of derivatives: Tools for designing numerical algorithms. Hoboken, N.J: Wiley, 2007.

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23

Beliefs-preferences gauge symmetry group and replication of contingent claims in a general market environment. Research Triangle Park, NC: IES Press, 1998.

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24

Stevens, Leonora. Valuation of financial derivatives. Oxford: Oxford Brookes University, 2004.

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25

Bingham, N. H. Risk-neutral valuation: Pricing and hedging of financial derivatives. London: Springer, 1998.

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26

Kohl-Landgraf, Peter. PDE valuation of interest rate derivatives: From theory to implementation. Norderstedt: Books on Demand GmbH, 2007.

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27

Ericsson, Jan. Credit risk in corporate securities and derivatives: Valuation and optimal capital structure choice. Stockholm: EFI, The Economic Research Institute, 1997.

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28

R, Gasiorek Aloysius, and Gasiorek Glen R, eds. Merger & acquisition, valuation and structuring: From cash flow derivation to stock performance. Norcross, Ga: Corporate Development Institute, 1997.

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29

Gasiorek, Alan D. Merger & acquisition, valuation and structuring: From cash flow derivation to stock performance. 2nd ed. Norcross, Ga: Corporate Development Institute, 2001.

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30

Chan-Lau, Jorge A. Is systematic default risk priced in equity returns?: A cross-sectional analysis using credit derivatives prices. Washington, D.C: International Monetary Fund, Monetary and Financial Systems Dept., 2006.

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31

GAT Fixed-Income Conference (3rd 1994). Frontiers in fixed income management: The state-of-the-art in credit resk, derivatives valuation and portfolio strategies. Edited by Ho Thomas S. Y. Chicago, Ill: Probus Publ., 1994.

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32

GAT, Fixed-Income Conference (3rd 1994) Amelia Island Fla ). Frontiers in fixed income management: The state-of-the-art in credit risk, derivatives valuation and portfolio strategies. Chicago, Ill: Probus Pub., 1995.

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33

Cusatis, Patrick, and Gary Gray. Municipal Derivative Securities: Uses and Valuation. Irwin Professional Pub, 1994.

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34

Miller, Thomas W., and David A. Dubofsky. Derivatives: Valuation and Risk Management. Oxford University Press, USA, 2002.

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35

Mastro, Michael. Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB. Wiley & Sons, Incorporated, John, 2013.

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36

Mastro, Michael. Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB. Wiley & Sons, Incorporated, John, 2013.

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37

Mastro, Michael. Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB. Wiley & Sons, Incorporated, John, 2013.

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38

De Munnik, Jeroen F. J. The Valuation of Interest Rate Derivative Securities. Routledge, 2005. http://dx.doi.org/10.4324/9780203982778.

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39

Financial Derivative And Energy Market Valuation Theory And Implementation In Matlab. John Wiley & Sons Inc, 2013.

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40

Applied Math for Derivatives: A Non-Quant Guide To The Valuation And Modeling Of Financial Derivatives. Wiley, 2001.

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41

Subrahmanyam, Marti G., Sanjiv Das, and Ragu Sundaran. Derivative Valuation & Hedging a Trade: A Trader's Perspective. John Wiley & Sons, 2002.

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42

Sacks, Jana. Elementary Financial Derivatives: A Guide to Trading and Valuation with Applications. Wiley & Sons, Incorporated, John, 2015.

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43

Sacks, Jana. Elementary Financial Derivatives: A Guide to Trading and Valuation with Applications. Wiley & Sons, Incorporated, John, 2015.

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44

ELEMENTARY FINANCIAL DERIVATIVES: A GUIDE TO TRADING AND VALUATION WITH APPLICATIONS. JOHN WILEY, 2015.

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45

Fabozzi, Frank J. Valuation of Fixed Income Securities and Derivatives. Irwin Professional Publishing, 1995.

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46

Fixed Income Securities and Derivatives Handbook: Analysis and Valuation. Bloomberg Press, 2005.

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47

E, Dattatreya Ravi, and Konishi Atsuo, eds. Frontiers in derivatives: State-of-the-art models, valuation, strategies & products. Chicago: Irwin Professional Pub., 1997.

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48

Tunaru, Radu S. Real-Estate Derivative Instruments. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198742920.003.0005.

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Abstract:

This chapter is dedicated to the innovation of real-estate derivatives, with a focus on vanilla products such as forwards/futures, total return swaps, and European call and put options. A description is given of the mechanics behind these instruments and their range of applications. The examples provided here highlight changes in market quotation agreements and standard market practices related to valuation of vanilla real-estate derivatives such as forwards, futures, and total return swaps. In addition, MacroShares, PICs, PIFs, and PINs are discussed.

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49

(Contributor), Christine Ziehmann, ed. Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations. Cambridge University Press, 2005.

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50

Jewson, Stephen, Anders Brix, and Christine Ziehmann. Weather Derivative Valuation: The Meteorological, Statistical, Financial and Mathematical Foundations. Cambridge University Press, 2010.

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