Download PDF/Epub Trading Derivatives: The Theoretical Minimum: Trading Vanilla, Exotic and Corporate Derivatives Writen By Mika Kastenholz

Trading Derivatives: The Theoretical Minimum: Trading Vanilla, Exotic and Corporate Derivatives

By : Mika Kastenholz

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 pdf download Trading Derivatives: The Theoretical Minimum: Trading Vanilla, Exotic and Corporate Derivatives

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Book Synopsis :

The purpose of this book is to provide the theoretical minimum for trading derivatives in various asset and product classes from the perspective of a trader or risk manager. While a trader does not require the same level of technical knowledge as a quant, it is essential to understand model risk and behavior when pricing and risk managing derivatives. The same is true when applying hedging techniques, which are often not perfect and may themselves introduce additional risk. Derivatives are often non-linear financial instruments, which makes diligent risk management and scenario analysis even more important. Finally, given the stringent monitoring of capital requirements, the understanding of valuation adjustments, and their impact on the pricing and the derivatives lifecycle is a topic that is impossible to ignore.

Book Detail :

Author : Mika Kastenholz

Pages : 334 pages

Publisher : Mak Risk

Language :

ISBN-10 : 0578548658

ISBN-13 : 9780578548654

 
Supporting format: PDF, EPUB, Kindle, Audio, MOBI, HTML, RTF, TXT, etc.
Supporting : PC, Android, Apple, Ipad, Iphone, etc.
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