Manufacturing and Managing Customer-Driven Derivatives
Aus der Reihe
Wiley Finance Series
106,99 €
inkl. MwSt,
Beschreibung
Details
Einband
Gebundene Ausgabe
Erscheinungsdatum
21.03.2016
Verlag
John Wiley & Sons IncSeitenzahl
576
Maße (L/B/H)
24,6/16,5/3,8 cm
Gewicht
1120 g
Auflage
1. Auflage
Sprache
Englisch
ISBN
978-1-118-63262-8
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.
"Like many people on the quantitative side of finance I've often wondered why and how the more complex derivatives are created. I mean, some of the term sheets I've seen are just downright bizarre. Well, thanks to Dong Qu, the expert in both quant finance and the business side, now I know. Dong covers everything from creative ideas, country specifics, regulatory issues, and tax implications, to modeling and risk management. This is an excellent book, unique for its breadth of coverage, genuinely for the whole business of quantitative finance."
Paul Wilmott, Wilmott Magazine
"With so many books out there on derivatives pricing, I thought it was impossible to write a new, original one. Dong Qu proved I was wrong. Not only does this volume focus on the main industry-standard pricing models, it also sheds light on the typical workflow and development process of derivatives contracts in banks, from quant library design to meeting new regulatory risk-management requirements. I wish this book was out there when I started my career as a front-office quant!"
Fabio Mercurio, Global Head of Quant Analytics, Bloomberg
"Everything you always wanted to know about financial derivatives but were afraid to ask could also be the title of this book. Written by an author with over 20 years of experience in the industry, this book joins practical hedging, risk management and regulation issues with sophisticated yet not overly complicated maths. An absolute must for all practitioners and very informative for academicians."
Dariusz Gatarek, Professor, Polish Academy of Sciences
"This book has been expertly written from a practitioner's viewpoint. Dong Qu uses his vast experience of working in major global banks to create an operationally relevant textbook, delivering a range and subject matter which is very readable and applicable in today's financial markets. He writes clearly and authoritatively on all aspects of the life-cycle, manufacturing and regulation of structured products. He also uses his mathematical skills to explore and clearly explain pricing models, whilst never ignoring the practicalities of applying quantitative models to actual risk management requirements."
Andrew Law, Global Head of Institutional Sales & Structuring, Bank of Ireland Global Markets
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.
"Like many people on the quantitative side of finance I've often wondered why and how the more complex derivatives are created. I mean, some of the term sheets I've seen are just downright bizarre. Well, thanks to Dong Qu, the expert in both quant finance and the business side, now I know. Dong covers everything from creative ideas, country specifics, regulatory issues, and tax implications, to modeling and risk management. This is an excellent book, unique for its breadth of coverage, genuinely for the whole business of quantitative finance."
Paul Wilmott, Wilmott Magazine
"With so many books out there on derivatives pricing, I thought it was impossible to write a new, original one. Dong Qu proved I was wrong. Not only does this volume focus on the main industry-standard pricing models, it also sheds light on the typical workflow and development process of derivatives contracts in banks, from quant library design to meeting new regulatory risk-management requirements. I wish this book was out there when I started my career as a front-office quant!"
Fabio Mercurio, Global Head of Quant Analytics, Bloomberg
"Everything you always wanted to know about financial derivatives but were afraid to ask could also be the title of this book. Written by an author with over 20 years of experience in the industry, this book joins practical hedging, risk management and regulation issues with sophisticated yet not overly complicated maths. An absolute must for all practitioners and very informative for academicians."
Dariusz Gatarek, Professor, Polish Academy of Sciences
"This book has been expertly written from a practitioner's viewpoint. Dong Qu uses his vast experience of working in major global banks to create an operationally relevant textbook, delivering a range and subject matter which is very readable and applicable in today's financial markets. He writes clearly and authoritatively on all aspects of the life-cycle, manufacturing and regulation of structured products. He also uses his mathematical skills to explore and clearly explain pricing models, whilst never ignoring the practicalities of applying quantitative models to actual risk management requirements."
Andrew Law, Global Head of Institutional Sales & Structuring, Bank of Ireland Global Markets
Weitere Bände von Wiley Finance Series
-
FinTech Innovation von Paolo Sironi
Paolo Sironi
FinTech InnovationBuch
59,99 €
-
Infrastructure as an Asset Class von Barbara Weber
Barbara Weber
Infrastructure as an Asset ClassBuch
84,99 €
-
Fuel Hedging And Risk Management von S. Mohamed Dafir
S. Mohamed Dafir
Fuel Hedging And Risk ManagementBuch
111,99 €
-
Practical Operational Due Diligence on Hedge Funds von Rajiv Jaitly
Rajiv Jaitly
Practical Operational Due Diligence on Hedge FundsBuch
216,99 €
-
Manufacturing and Managing Customer-Driven Derivatives von Dong Qu
Dong Qu
Manufacturing and Managing Customer-Driven DerivativesBuch
106,99 €
-
Marketplace Lending, Financial Analysis, and the Future of Credit von Ioannis Akkizidis
Ioannis Akkizidis
Marketplace Lending, Financial Analysis, and the Future of CreditBuch
111,99 €
-
XVA von Andrew Green
Andrew Green
XVABuch
111,99 €
-
The Trade Lifecycle von Robert P. Baker
Robert P. Baker
The Trade LifecycleBuch
81,99 €
-
Business Risk and Simulation Modelling in Practice von Michael Rees
Michael Rees
Business Risk and Simulation Modelling in PracticeBuch
116,99 €
-
The Value Management Handbook von Thomas C. Wilson
Thomas C. Wilson
The Value Management HandbookBuch
152,99 €
-
Financial Regulation and Compliance von H. David Kotz
H. David Kotz
Financial Regulation and ComplianceBuch
73,99 €
-
Derivatives Analytics with Python von Yves Hilpisch
Yves Hilpisch
Derivatives Analytics with PythonBuch
116,99 €
Unsere Kundinnen und Kunden meinen
Verfassen Sie die erste Bewertung zu diesem Artikel
Helfen Sie anderen Kund*innen durch Ihre Meinung
Erste Bewertung verfassenKurze Frage zu unserer Seite
Vielen Dank für Ihr Feedback
Wir nutzen Ihr Feedback, um unsere Produktseiten zu verbessern. Bitte haben Sie Verständnis, dass wir Ihnen keine Rückmeldung geben können. Falls Sie Kontakt mit uns aufnehmen möchten, können Sie sich aber gerne an unseren Kund*innenservice wenden.
zum Kundenservice