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OverviewFull Product DetailsAuthor: Jiří WitzanyPublisher: Springer Nature Switzerland AG Imprint: Springer Nature Switzerland AG Edition: 1st ed. 2020 Weight: 0.593kg ISBN: 9783030517533ISBN 10: 3030517535 Pages: 376 Publication Date: 06 November 2021 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Table of ContentsIntroduction.- Forwards and Futures.- Interest Rate Derivatives.- Option Markets, Valuation, and Hedging.- Market Risk Measurement and Management.- Stochastic Interest Rates and the Standard Market Model.- Interest Rate Models.- Exotic Options, Volatility Smile, and Alternative Stochastic Models.ReviewsAuthor InformationJiří Witzany is a professor at the Faculty of Finance and Accounting, University of Economics, Prague (Czech Republic). Prior to his work in Prague, he was an Assistant Professor of Mathematics at the University of California (LA, USA) and later worked as the Market and Credit Risk Manager in the major Czech bank Komerční Banka (Société Générale Group). Currently, he teaches courses in financial derivatives, quantitative finance and credit risk modeling for students of financial engineering, finance and financial mathematics. He is also active as a consultant on credit and market risk management including financial derivatives valuation for major Czech and international banks. He is the author or co-author of several monographs and a number of articles in financial or mathematical peer-reviewed journals. Tab Content 6Author Website:Countries AvailableAll regions |
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