The Value of Uncertainty: Dealing with Risk in the Equity Derivatives Market

The Value of Uncertainty: Dealing with Risk in the Equity Derivatives Market
定價:4950
NT $ 4,950
  • 作者:George Kaye
  • 出版社:Baker & Taylor Books
  • 出版日期:2012-11-16
  • 語言:英文
  • ISBN10:1848167725
  • ISBN13:9781848167728
  • 裝訂:精裝 / 15.9 x 23.5 x 3.2 cm / 普通級
 

內容簡介

The Value of Uncertainty begins by tracing the growth in the equity derivative markets prior to the events of September 2008, and demonstrates how exotic derivatives formed a significant component of that growth. It goes on to show that, with this growth, the mere decision of whether to use one model versus another became a significant contributor to valuation uncertainty. The book then focuses on equity derivative models, charting, step by step, how key assumptions on the dynamics of stocks impact on the value of exotics. The presentation is technical, but always maintains a strong focus on intuition and practical applicability to the current market.
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