Logotipo librería Marcial Pons
Manufacturing and Managing Customer-Driven Derivatives

Manufacturing and Managing Customer-Driven Derivatives

  • ISBN: 9781118632628
  • Editorial: John Wiley & Sons, Inc.
  • Lugar de la edición: New York. Estados Unidos de Norteamérica
  • Encuadernación: Cartoné
  • Medidas: 23 cm
  • Nº Pág.: 547
  • Idiomas: Inglés

Papel: Cartoné
100,64 €
Sin Stock. Disponible en 5/6 semanas.

Resumen

Manufacturing and Managing Customer-Driven Derivatives Manufacturing and Managing Customer-Driven Derivatives sheds light on customer-driven derivative products and their manufacturing process, which can prove a complicated topic for even experienced financial practitioners. This authoritative text offers up-to-date knowledge and practices across a broad range of topics that address the entire manufacturing, pricing and risk management process, including practical knowledge and industrial best practices. This resource blends quantitative and business perspectives to provide an in-depth understanding of the derivative risk management skills that are necessary to adopt in the competitive financial industry. Manufacturing and managing customer-driven derivative products have become more complex due to macro factors such as the multi-curve environments triggered by the recent financial crises, stricter regulatory requirements of consistent modelling and managing frameworks, and the need for risk/reward optimisation. * Explore the fundamental components of the derivatives business, including equity derivatives, interest rates derivatives, real estate derivatives, and real life derivatives, etc. * Examine the life cycle of manufacturing derivative products and practical pricing models * Deep dive into a wide range of customer-driven structured derivative products, their investment or hedging payoff features and associated risk exposures * Examine the implications of changing regulatory standards, which can increase costs in the banking sector * Discover practical yet sophisticated product analysis, quantitative modeling, infrastructure integration, risk analysis, and hedging analysis * Gain insight on how banks should handle complex derivatives products Manufacturing and Managing Customer-Driven Derivatives is an essential guide for quants, structurers, derivatives traders, risk managers, business executives, insurance industry professionals, hedge fund managers, academic lecturers, and financial math students who are interested in looking at the bigger picture of the manufacturing, pricing and risk management process of customer-driven derivative transactions.

Resumen

Utilizamos cookies propias y de terceros para mejorar nuestros servicios y facilitar la navegación. Si continúa navegando consideramos que acepta su uso.

aceptar más información