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Top Series in United States

Showing 1 - 12 of 12 results for “antonio castagna”
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  • Measuring and Managing Liquidity Risk

    by Antonio Castagna, Francesco Fede ...
    A fully up-to-date, cutting-edge guide to the measurement and management of liquidity riskWritten for front and middle office risk management and quantitative practitioners, this book provides the ground-level knowledge, tools, and techniques for effective liquidity risk management. Highly practical, though thoroughly grounded in theory, the book begins with the basics of liquidity risks and, ... Read more

    $85.00 USD

  • FX Options and Smile Risk

    by Antonio Castagna ...
    Series series The Wiley Finance Series
    The FX options market represents one of the most liquid and strongly competitive markets in the world, and features many technical subtleties that can seriously harm the uninformed and unaware trader.This book is a unique guide to running an FX options book from the market maker perspective. Striking a balance between mathematical rigour and market practice and written by experienced practitioner ... Read more

    $107.00 USD

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  • Exotic Options and Hybrids

    A Guide to Structuring, Pricing and Trading

    by Mohamed Bouzoubaa, Adel Osseiran ...
    Series Book 505 - The Wiley Finance Series
    The recent financial crisis brought to light many of the misunderstandings and misuses of exotic derivatives. With market participants on both the buy and sell-side having been found guilty of not understanding the products they were dealing with, never before has there been a greater need for clarification and explanation.Exotic Options and Hybrids is a practical guide to structuring, pricing and ... Read more

    $94.00 USD

  • Option Trading

    Pricing and Volatility Strategies and Techniques

    by Euan Sinclair ...
    Series Book 445 - Wiley Trading
    An A to Z options trading guide for the new millennium and the new economyWritten by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this discipline covering everything from historical background, contract types, and market structure to volatility measurement, forecasting, and hedging techniques.This comprehensive guide presents the detail and ... Read more

    $44.00 USD

  • Fixed-Income Securities and Derivatives Handbook

    Analysis and Valuation

    by Moorad Choudhry ...
    Series Book 122 - Bloomberg Financial
    The definitive guide to fixed-come securities-revised to reflect today's dynamic financial environmentThe Second Edition of the Fixed-Income Securities and Derivatives Handbook offers a completely updated and revised look at an important area of today's financial world. In addition to providing an accessible description of the main elements of the debt market, concentrating on the instruments used ... Read more

    $63.00 USD

  • Counterparty Credit Risk, Collateral and Funding

    With Pricing Cases For All Asset Classes

    by Damiano Brigo, Massimo Morini, Andrea Pallavicini ...
    Series series The Wiley Finance Series
    The book's content is focused on rigorous and advanced quantitative methods for the pricing and hedging of counterparty credit and funding risk. The new general theory that is required for this methodology is developed from scratch, leading to a consistent and comprehensive framework for counterparty credit and funding risk, inclusive of collateral, netting rules, possible debit valuation ... Read more

    $85.00 USD

  • The Handbook of Convertible Bonds

    Pricing, Strategies and Risk Management

    by Jan De Spiegeleer, Wim Schoutens ...
    Series Book 581 - The Wiley Finance Series
    This is a complete guide to the pricing and risk management of convertible bond portfolios. Convertible bonds can be complex because they have both equity and debt like features and new market entrants will usually find that they have either a knowledge of fixed income mathematics or of equity derivatives and therefore have no idea how to incorporate credit and equity together into their existing ... Read more

    $135.00 USD

  • The Art of Credit Derivatives

    Demystifying the Black Swan

    by Joao Garcia, Serge Goossens ...
    Series Book 473 - The Wiley Finance Series
    Credit derivatives have been instrumental in the recent increase in securitization activity. The complex nature and the size of the market have given rise to very complex counterparty credit risks. The Lehman failure has shown that these issues can paralyse the financial markets, and the need for detailed understanding has never been greater.The Art of Credit Derivatives shows practitioners how to ... Read more

    $125.00 USD

  • Modelling Single-name and Multi-name Credit Derivatives

    by Dominic O'Kane ...
    Series Book 573 - The Wiley Finance Series
    Modelling Single-name and Multi-name Credit Derivatives presents an up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives. It is both a detailed introduction to credit derivative modelling and a reference for those who are already practitioners.This book is up-to-date as it covers many of the important developments which have occurred in ... Read more

    $126.00 USD

  • Financial Risk Manager Handbook

    FRM Part I / Part II

    by Philippe Jorion, GARP (Global Association of Risk Professionals) ...
    Series Book 625 - Wiley Finance
    The essential reference for financial risk managementFilled with in-depth insights and practical advice, the Financial Risk Manager Handbook is the core text for risk management training programs worldwide. Presented in a clear and consistent fashion, this completely updated Sixth Edition, mirrors recent updates to the new two-level Financial Risk Manager (FRM) exam, and is fully supported by GARP ... Read more

    $147.00 USD

  • A Complete Guide to the Futures Market

    Technical Analysis, Trading Systems, Fundamental Analysis, Options, Spreads, and Trading Principles

    by Jack D. Schwager ...
    Series series Wiley Trading
    The essential futures market reference guideA Complete Guide to the Futures Market is the comprehensive resource for futures traders and analysts. Spanning everything from technical analysis, trading systems, and fundamental analysis to options, spreads, and practical trading principles, A Complete Guide is required reading for any trader or investor who wants to successfully navigate the futures ... Read more

    $111.00 USD

  • Quantitative Finance For Dummies

    by Steve Bell ...
    An accessible introduction to quantitative finance by the numbers--for students, professionals, and personal investorsThe world of quantitative finance is complex, and sometimes even high-level financial experts have difficulty grasping it. Quantitative Finance For Dummies offers plain-English guidance on making sense of applying mathematics to investing decisions. With this complete guide, you'll ... Read more

    $19.00 USD