The Value of Uncertainty

Dealing with Risk in the Equity Derivatives Market

Business & Finance, Finance & Investing, Finance, Investments & Securities
Cover of the book The Value of Uncertainty by George Kaye, World Scientific Publishing Company
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: George Kaye ISBN: 9781908979582
Publisher: World Scientific Publishing Company Publication: November 16, 2012
Imprint: ICP Language: English
Author: George Kaye
ISBN: 9781908979582
Publisher: World Scientific Publishing Company
Publication: November 16, 2012
Imprint: ICP
Language: English

Along with the extraordinary growth in the derivatives market over the last decade, the impact of model choice, and model parameter usage, has become a major source of valuation uncertainty. This book concentrates on equity derivatives and charts, step by step, how key assumptions on the dynamics of stocks impact on the value of exotics. The presentation is technical, but maintains a strong focus on intuition and practical application.

Contents:

  • Introduction
  • Preliminaries
  • Dividends
  • Volatility
  • Default
  • Jumps
  • Rates
  • Correlation
  • Control

Readership: Undergraduates and graduate students studying financial markets; technical practitioners.
Key Features:

  • Provides review questions (with answers) at the end of each chapter
  • Focuses, step by step, on key aspects of equity derivative models, and how they impact on valuation, developing a clear intuition as to how the different pieces of this complicated puzzle fit together
  • Finds the middle ground between technical rigour and intuitive clarity, to aid a diverse range of financial practitioners to better understand model based valuation uncertainty
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Along with the extraordinary growth in the derivatives market over the last decade, the impact of model choice, and model parameter usage, has become a major source of valuation uncertainty. This book concentrates on equity derivatives and charts, step by step, how key assumptions on the dynamics of stocks impact on the value of exotics. The presentation is technical, but maintains a strong focus on intuition and practical application.

Contents:

Readership: Undergraduates and graduate students studying financial markets; technical practitioners.
Key Features:

More books from World Scientific Publishing Company

Cover of the book Gold Nanoparticles for Physics, Chemistry and Biology by George Kaye
Cover of the book Reviews of Accelerator Science and Technology by George Kaye
Cover of the book Mining Ideas for Diamonds by George Kaye
Cover of the book IAENG Transactions on Engineering Sciences by George Kaye
Cover of the book Financial Systems at the Crossroads by George Kaye
Cover of the book The Leader, The Teacher & You by George Kaye
Cover of the book What's Wrong with My Gallbladder? by George Kaye
Cover of the book A Lady Mathematician in this Strange Universe: Memoirs by George Kaye
Cover of the book Geometry, Language and Strategy by George Kaye
Cover of the book APEC and the Rise of China by George Kaye
Cover of the book NMR Probeheads for Biophysical and Biomedical Experiments by George Kaye
Cover of the book 50 Years of Singapore-Europe Relations by George Kaye
Cover of the book History of Modern Optics and Optoelectronics Development in China by George Kaye
Cover of the book DNA Nanotechnology for Bioanalysis by George Kaye
Cover of the book Diversifying Mathematics Teaching by George Kaye
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy