This book is the definitive and most comprehensive guide to modeling derivatives in C++ today. Providing readers with not only the theory and math behind the models, as well as the fundamental concepts of financial engineering, but also actual robust object-oriented C++ code, this is a practical...

Daniel Duffy works for Datasim, an Amsterdam-based trainer and software developer (www.datasim-component.com, www.datasim.nl). He has been working in IT since 1979 and with object-oriented technology since 1987. He received his MSc and PhD theses (in numerical analysis) from Trinity College,...

Written for professionals in financial services with responsibility for IT and risk management, Dimitris Chorafas surveys the methodology required and IT systems and structures to support it according to Basel II. The book is consistent with the risk management certification process of GARP, as...

Intro -- Listed Volatility and Variance Derivatives -- Contents -- Preface -- Part One Introduction to Volatility and Variance -- Chapter 1 Derivatives, Volatility and Variance -- 1.1 Option Pricing and Hedging -- 1.2 Notions of Volatility and Variance -- 1.3 Listed Volatility and Variance...

Intro -- TRADING BINARY OPTIONS -- Contents -- Preface -- Acknowledgments -- About the Author -- INTRODUCTION What Are Binary Options and Why Are They Important? -- Nadex versus CBOT Binaries -- Reference -- CHAPTER 1 Key Features of Binary Option Types -- Defining the Key Features -- Strike...

Intro -- Series -- Title Page -- Copyright -- Dedication -- About the Authors -- Part I: Preliminaries -- Chapter 1: For Beginners Only -- Purpose of This Chapter -- The Nature of Futures Markets -- Delivery -- Contract Specifications -- Volume and Open Interest -- Hedging -- Trading -- Types of...

Derivatives, and derivatives used to hedge financial and operating functions, are designed to allow managers of firms to manage effectively the downside risk of their financial and operating strategies. They also can be very useful tools that allow managers and executives to accurately predict...

Should we fear financial derivatives, or embrace them? Finance experts Simon Grima and Eleftherios I. Thalassinos explore what financial derivatives are, and whether the investment world should consider them useful tools, or a complete waste of time and money.

Intro -- Taxation of Loan Relationships and Derivative Contracts -- Preface -- Contents -- Table of statutes -- Table of statutory instruments -- Table of cases -- Abbreviations and references -- Glossary -- Chapter 1 -- The Taxation of Finance -- Overview -- Corporate finance -- Law and...