11 edition of **Financial Derivatives in Theory and Practice** found in the catalog.

- 281 Want to read
- 2 Currently reading

Published
**May 12, 2000**
by John Wiley & Sons
.

Written in English

- Probabilities,
- Securities,
- Mathematics,
- Business / Economics / Finance,
- Science/Mathematics,
- Finance,
- Investment & securities,
- Investments & Securities - General,
- Probability & Statistics - General,
- Derivative securities

The Physical Object | |
---|---|

Format | Hardcover |

Number of Pages | 432 |

ID Numbers | |

Open Library | OL9882545M |

ISBN 10 | 0471967173 |

ISBN 10 | 9780471967170 |

Part I: Theory. 1 Single-Period Option Pricing. Option pricing in a nutshell. The simplest setting. General one-period economy. A two-period example. 2 Brownian Motion. Introduction. Definition and existence. Basic properties of Brownian motion. Strong Markov property. 3 Martingales. Definition and basic. The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions.

Get this from a library! Financial derivatives in theory and practice. [P J Hunt; J E Kennedy] -- The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical. The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned. Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions. The book originally published in March

The book is designed for students in finance programs, particularly financial engineering. Show less Advanced Derivatives Pricing and Risk Management covers the most important and cutting-edge topics in financial derivatives pricing and risk management, striking a fine balance between theory and practice. Comprehensive introduction to the theory and practice of financial derivatives. Discusses and elaborates on the theory of interest rate derivatives, an area of increasing interest. Divided into two self-contained parts? the first concentrating on the theory of stochastic calculus, and the second describes in detail the pricing of a number of Book Edition: 1.

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Originally published inFinancial Derivatives in Theory and Practice is a complete, rigorous and readable account of the mathematics underlying derivative pricing and a guide to applying these ideas to solve real pricing problems.

It is aimed at practitioners and researchers who wish to understand the latest finance literature and develop their own pricing by: Philip Hunt is the author of Financial Derivatives in Theory and Practice, Revised Edition, published by Wiley. Joanne Kennedy is the author of Financial Derivatives in Theory and Practice, Revised Edition, published by Wiley.

Originally published inFinancial Derivatives in Theory and Practice is a complete, rigorous and readable account of the mathematics underlying derivative pricing and a guide to applying these ideas to solve real pricing problems. It is aimed at practitioners and researchers who wish to understand the latest finance literature and develop their own pricing models.3/5(2).

Financial Derivatives in Theory and Practice (Wiley Series in Probability and Statistics Book ) - Kindle edition by Hunt, Philip, Kennedy, Joanne. Download it once and read it on your Kindle device, PC, phones or tablets. Use features like bookmarks, note taking and highlighting while reading Financial Derivatives in Theory and Practice (Wiley Series in Probability and Statistics Book )/5(2).

Comprehensive introduction to the theory and practice of financial derivatives. Discusses and elaborates on the theory of interest rate derivatives, an area of increasing interest. Divided into two self-contained parts—the first concentrating on the theory of stochastic calculus, and the second describes in detail the pricing of a number of Price: $ Derivatives is the best book I have read on derivatives theory and pricing.

It includes clearly written and readable theory on derivatives pricing, from plain vanilla to exotic options. Worked examples using Excel Financial Derivatives in Theory and Practice book Visual Basic span the gap between theory and 4/4(13).

Risk Transfer helps researchers and practitioners to fill in that picture, providing a comprehensive examination of the theoretical foundations of derivatives as risk transfer instruments along with hands-on techniques and examples of how that theory can be successfully applied to the everyday practice of financial risk by: Philip Hunt is the author of Financial Derivatives in Theory and Practice, Revised Edition, published by Wiley.

Joanne Kennedy is the author of Financial Derivatives in Theory and Practice, Revised 4/5(1). Financial Derivatives in Theory and Practice P. Hunt, J. Kennedy This book brings together in one volume both a complete, rigorous and yet readable account of the mathematics underlying derivative pricing and a guide to applying these ideas to solve real pricing problems.

Financial Derivatives in Theory and Practice by Philip Hunt,available at Book Depository with free delivery worldwide.3/5(2). The book originally published in March to widespread acclaim.?This?revised edition has been updated with minor corrections and new references, and now includes a chapter of exercises and solutions, enabling use as a course text.

Comprehensive introduction to the theory and practice of financial derivatives. In today's competitive world, Financial Derivatives occupy a significant and integral part of the global capital markets.

This uptodate and contemporary text gives an indepth analysis of the underlying concepts of Financial Derivatives and deals with the technical aspects of all the important financial derivatives. It also dwells on the financial markets where these derivatives are traded.5/5(5).

Financial Derivatives in Theory and Practice. We shall refer to Appendix A of this book for the required theory on measure and integration. A common financial derivative is the so-called. Financial Derivatives in Theory and Practice Financial Derivatives in Theory and Practice Revised y c John Wiley & Sons, Ltd ISBNs: 0.

Financial Derivatives in Theory and Practice Book Title:Financial Derivatives in Theory and Practice This book brings together in one volume both a. Derivatives: Theory and Practice and its companion website explore the practical uses of derivatives and offer a guide to the key results on pricing, hedging and speculation using derivative securities.

The book links the theoretical and practical aspects of derivatives in one volume whilst keeping mathematics and statistics to a minimum.

The term Financial Derivative is a very broad term which has come to mean any financial transaction whose value depends on the underlying value of the asset concerned.

Sophisticated statistical modelling of derivatives enables practitioners in the banking industry to reduce financial risk and ultimately increase profits made from these transactions. The book originally published in March. Theory and Practice.

Financial Derivatives in Theory and Practice - eBooks This course introduces the advanced study of the theory and application of statistics to. Theory and practice of financial derivatives markets including forwards,€ Probability Tutorials: Books in Finance Buy Financial Derivatives in Theory and Practice (Wiley Series File Size: 4KB.

Originally published inFinancial Derivatives in Theory and Practice is a complete, rigorous and readable account of the mathematics underlying derivative pricing and a guide to applying these ideas to solve real pricing problems. It is aimed at practitioners and researchers who wish to understand the latest finance literature and develop their own pricing models.3/5(1).

Chapter 13 Financial Derivatives 35) If you sell a $, interest-rate futures contract forand the price of the Treasury securities on the expiration date is (a) your profit is $ (b) your loss is $ (c) your profit is $ (d) your loss is $File Size: KB.

Financial derivatives in theory and practice. [P J Hunt; J E Kennedy] But, it is not a dry book The book is deep and detailed " (Short Book Reviews, Vol. 20, No. 3, December ) " # FINANCIAL INNOVATION (MONEY AND CURRENCY).Financial derivatives in theory and practice. [P J Hunt; J E Kennedy] -- "This book brings together in one volume both a complete, rigorous and yet readable account of the mathematics underlying derivative pricing and a guide to applying these ideas to solve real pricing.Financial derivatives in theory and practice.

[P J Hunt; J E Kennedy] -- This text primarily discusses the pricing and hedging of derivatives and the determination of risks associated with writing options.