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Risk Management and Financial Derivatives : A Guide to the Mathematics

By: (Edited by) Satyajit Das

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Ksh 34,000.00

Format: Hardback or Cased Book

ISBN-10: 0333713974

ISBN-13: 9780333713976

Series: Finance and Capital Markets Series

Publisher: Palgrave Macmillan

Imprint: Palgrave Macmillan

Country of Manufacture: GB

Country of Publication: GB

Publication Date: Nov 10th, 1998

Print length: 799 Pages

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Modern financial management entails an appreciation of a number of key mathematical concepts. The book looks at the basic mathematics underlying risk and risk management products and the applications of these techniques to a number of common settings.
Modern financial management entails an appreciation of a number of key mathematical concepts. This is particularly relevant to risk and risk management products, such as derivatives. The central role played by these products in capital markets is forcing an ever broader range of personnel to be aware of and utilise these concepts either from a supervisory perspective or in their day-to-day activities. This book explains the mathematical basis of risk and derivatives in a non-technical manner to allow non (maths) specialists to gain an appreciation of the concepts that are utilised. Each chapter is written by a leading market practitioner. The book looks at the basic mathematics underlying risk and risk management products and the applications of these techniques to a number of common settings. This should allow understanding to be gained about concepts actually used.

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