图书简介
Edited by Alexander Lipton (Quant of the Year, 2000), this volume is a collection of Lipton?s important and original papers on financial engineering over his 20-year career as a preeminent quant working for leading financial institutions in New York, Chicago, and London. The papers cover topics ranging from the volatility smile problem, credit risk, macroeconomics and monetary circuit, and exotic options, summarizing Lipton?s fundamental contributions to these areas.
In addition to papers published in leading academic and practitioner-oriented journals, this volume contains a detailed introduction and two previously unpublished chapters. Some of the seminal papers in this book cover local-stochastic volatility models, passport options, credit value adjustments for credit default swaps, and asymptotics for exponential L関y processes and their volatility smile.
Alexander Lipton is one of the most respected quants of his generation and the first recipient of the prestigious Quant of the Year award by Risk Magazine.
Key Feature:
o This is a comprehensive collection of innovative articles describing unique contributions of the editor and his co-authors to some of the most important areas of financial engineering. It includes several seminal papers covering local-stochastic volatility models, credit value adjustments for credit default swaps, asymptotics for exponential L関y processes and their volatility smile, and modern monetary circuit theory. The author is one of the most respected quants of his generation and the first recipient of the prestigious Quant of the Year award by Risk Magazine
Preface; Exotic Options: Introduction; Passport to Success (Hyer, Lipton, Pugachevsky (1997)); Similarities via Self-Similarities (Lipton (1999)); Predictability and Unpredictability in Financial Markets (Lipton (1999)); Universal Barriers (Lipton, Mcghee (2002)); Pricing of Vanilla and First Generation Exotic Options (Lipton, Gal, Lasis (2014)); Volatility Smile: Introduction; Black-Scholes Goes Hypergeometric (Albanese, Campolieti, Carr, Lipton (2001)) ; The Reduction Method for Valuing Derivative Securities (Carr, Lipton, Madan (2002)); Assets with Jumps (Lipton (2002)); The Vol Smile Problem (Lipton (2002)); Stochastic Volatility Models and Kelvin Waves (Lipton, Sepp (2008)); Filling the Gaps(Lipton, Sepp (2008)); Asymtotics for Exponential Levy Processes and Their Volatility Smile (Andersen, Lipton (2013)); Piecewise Constant Bachelier And Black Scholes Equations (Lipton (2016)); Credit Risk: Introduction; Dynamic Credit Models (Inglis, Lipton, Savescu, Sepp (2008)); Credit Value Adjustment for Credit Default Swaps (Lipton, Sepp (2009)); Credit Default Swaps with and Without Counterparty and Collateral Adjustments (Lipton, Shelton (2012)); Pricing Credit Default Swaps with Bilateral Value Adjustments (Lipton, Savescu (2013)); Money and Markets: Introduction; Trading Strategies via Book Imbalance (Lipton, Pesavento, Sotiropoulos (2014)); Structural Default Model with Mutual Obligations (Itkin, Lipton (2016)); Modern Monetary Circuit Theory (Lipton (2016));
Trade Policy 买家须知
- 关于产品:
- ● 正版保障:本网站隶属于中国国际图书贸易集团公司,确保所有图书都是100%正版。
- ● 环保纸张:进口图书大多使用的都是环保轻型张,颜色偏黄,重量比较轻。
- ● 毛边版:即书翻页的地方,故意做成了参差不齐的样子,一般为精装版,更具收藏价值。
关于退换货:
- 由于预订产品的特殊性,采购订单正式发订后,买方不得无故取消全部或部分产品的订购。
- 由于进口图书的特殊性,发生以下情况的,请直接拒收货物,由快递返回:
- ● 外包装破损/发错货/少发货/图书外观破损/图书配件不全(例如:光盘等)
并请在工作日通过电话400-008-1110联系我们。
- 签收后,如发生以下情况,请在签收后的5个工作日内联系客服办理退换货:
- ● 缺页/错页/错印/脱线
关于发货时间:
- 一般情况下:
- ●【现货】 下单后48小时内由北京(库房)发出快递。
- ●【预订】【预售】下单后国外发货,到货时间预计5-8周左右,店铺默认中通快递,如需顺丰快递邮费到付。
- ● 需要开具发票的客户,发货时间可能在上述基础上再延后1-2个工作日(紧急发票需求,请联系010-68433105/3213);
- ● 如遇其他特殊原因,对发货时间有影响的,我们会第一时间在网站公告,敬请留意。
关于到货时间:
- 由于进口图书入境入库后,都是委托第三方快递发货,所以我们只能保证在规定时间内发出,但无法为您保证确切的到货时间。
- ● 主要城市一般2-4天
- ● 偏远地区一般4-7天
关于接听咨询电话的时间:
- 010-68433105/3213正常接听咨询电话的时间为:周一至周五上午8:30~下午5:00,周六、日及法定节假日休息,将无法接听来电,敬请谅解。
- 其它时间您也可以通过邮件联系我们:customer@readgo.cn,工作日会优先处理。
关于快递:
- ● 已付款订单:主要由中通、宅急送负责派送,订单进度查询请拨打010-68433105/3213。
本书暂无推荐
本书暂无推荐