The modelling of exotic interest-rate options is such an important and fast-moving area, that the updating of the extremely successful first edition has been eagerly awaited. This edition re-focuse…
Europe is a diversity of nationalities, languages and cultures. As a traveller moves from one country to another, he changes his expectations and ways of interacting. The investor should do the sam…
This book demonstrates how to join the ranks of successful companies which routinely use risk protection products to manage more effectively their asset liability and to tap worldwide commercial ma…
Recent volatility in commodity prices, exchange rates, interest rates, and stock prices brings increasing attention to the economic importance of futures and options markets. The 1990s promise cont…
Become a savvy investor in the options market The New Options Market, Fourth Edition Referred to as the bible of options books, The New Options Market has groomed two generations of traders and inv…
Dramatic changes in foreign exchange rates between the major international currencies, along with extreme pressures on the European Monetary System, have made the hedging of currency and interest r…
Based on Hull's Options, Futures and Other Derivatives, this introduction to futures and options markets should be of use to those with limited background in mathematics. It includes a presentation…
The purpose of this book is to provide an introduction to the study of options and futures. Its primary audience is the advanced undergraduate who has had one course in investments. However, I have…
In order to operate their lending business profitably, banks must know all the costs involved in granting loans. In particular, all the expenses they incur in covering losses must be included. Prov…
During my time at the Institute for Operations Research of the University of St. Gallen (lfU-HSG) I had the opportunity to participate in the project "RiskLab" which provides a very profitable link…