Centro de Documentacion de Fundación MAPFRE

Publication: Chichester [etc.] : John Wiley & Sons, cop. 1998Physical description: 2 v. ; 25 cmSeries: (Wiley series in financial engineering)Notes: Sumario: Standard approaches to measuring and modelling financial risk -- Volatility and correlation -- Simulation for option princing and risk management -- IT and systems design -- Pricing and risk management of credit-risky products -- Emerging markets -- The origins of risk-neutral pricing and the Black-Scholes formula -- Equity derivatives -- Interest rate option models: a critical survey -- Exotic options -- Captions and swaptions -- Trading volatility -- Credit derivativesThis includes: V. 1 : Measuring and modelling financial risk -- V. 2 : New markets and productsMateria / lugar / evento: Gerencia de riesgos Riesgo financiero Análisis de riesgos Mercados financieros Mercados emergentes Productos financieros Otros autores: Alexander, Carol
Secondary series: Wiley series in financial engineering Other categories: 7Standard numbers: ISBN 0-471-97959-7

Rights: In Copyright (InC)

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FUNDACIÓN MAPFRE. Centro de Documentación

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Risk management and analysis