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To be financially literate in today’s market, one must have a solid understanding of derivatives concepts and instruments and the uses of those instruments in corporations.  The Third Edition has an accessible mathematical presentation, and more importantly, helps readers gain intuition by linking theories and concepts together with an engaging narrative that emphasizes the core economic principles underlying the pricing and uses of derivatives.

Diorsnow Essence of Light Serum is the 1st Dior skin brightening serum with 93%* natural-origin ingredients that acts on the 5 dimensions of skin quality: skin tone, evenness, texture, translucency and imperfections. Illuminating, smoothing texture, visibly reducing imperfections and soothing, this face serum draws its power from D-NA Light Reboot 2.0** technology. Made with edelweiss extract from the Dior gardens, a signature ingredient of the Diorsnow collection known for its brightening and hydrating properties.*** A key step of an effective skincare routine, this serum visibly diminishes dark spots on skin. Co-developed with the Dior Asian Innovation Centers. * Amount calculated based on the ISO 16128-1 and ISO 16128-2 standard. Water percentage included. The remaining 7% contributes to the formula's performance, sensory appeal and stability. ** Diorsnow Native Aura Light Reboot Technology. *** In vitro test on ingredient.

Diorsnow Essence of Light Serum is the 1st Dior skin brightening serum with 93%* natural-origin ingredients that acts on the 5 dimensions of skin quality: skin tone, evenness, texture, translucency and imperfections. Illuminating, smoothing texture, visibly reducing imperfections and soothing, this face serum draws its power from D-NA Light Reboot 2.0** technology. Made with edelweiss extract from the Dior gardens, a signature ingredient of the Diorsnow collection known for its brightening and hydrating properties.*** A key step of an effective skincare routine, this serum visibly diminishes dark spots on skin. Co-developed with the Dior Asian Innovation Centers. * Amount calculated based on the ISO 16128-1 and ISO 16128-2 standard. Water percentage included. The remaining 7% contributes to the formula's performance, sensory appeal and stability. ** Diorsnow Native Aura Light Reboot Technology. *** In vitro test on ingredient.

Brand from Japan: matsukiyo. This is a wipe-off type cleansing water made from moisturizing ingredients that are gentle on the skin.Simply rub it with a cotton pad soaked in lotion to remove it, so you can gently care for dullness (caused by old keratin) without rubbing your skin.This one bottle can be used for cleansing, washing your face, and applying lotion.Contains moisturizing ingredient ultra-high pressure vitamin C derivative (ascorbyl tetrahexyldecanoate).Hypoallergenic formula.Free of colorants, synthetic fragrances, mineral oils, and alcohol.Can also be used by those with eyelash extensions. (When using regular cyanoacrylate glue (but be careful not to rub too hard when using, as this may cause the extensions to fall off.))The gentle scent comes from natural essential oils.How to use:Open the cap on the top of the bottle, place a cotton pad on the tray and slowly press the pump 3 to 4 times, being careful not to block the hole with your fingers.Soak a cotton pad with plenty of the pro

Brand from Japan: TUNEMAKERS. The highest concentration thoroughly treats dullness, pores, texture, and roughness for a clear, radiant complexion.Improved skin feel, stability, usability, and penetration.Can be used on sensitive skin.How to use:After applying lotion, apply an appropriate amount according to your skin condition for the day to the entire face or directly onto problem areas.

Brand from Japan: TUNEMAKERS. Retinol derivative undiluted solution for firm and elastic skin.Recommended for those who are worried about the signs of aging and can't smile at all in the evenings. How to use:After applying lotion, apply an appropriate amount (2-3 drops) to the eyes and mouth where you are concerned about signs of aging by gently tapping with your finger.

Derivatives are everywhere in the modern world and it is important for everyone in banking, investment and finance to have a good understanding of the subject. Derivatives Demystified provides a step-by-step guide to the subject, enabling the reader to have a solid, working understanding of key derivative products. Adopting a highly accessible approach, the author explains derivative products in straightforward terms and without the complex mathematics that underlie the subject, focusing on practical applications, case studies and examples of how the products are used to solve real-world problems. Derivatives Demystified follows a sequence that is designed to show that, although there are many applications of derivatives, there are only a small number of basic building blocks, namely forwards and futures, swaps and options. The book shows how each building block is applied to different markets and to the solution of various risk management and trading problems. This new edition will be fully revised to reflect the many changes the derivatives markets have seen over the last three years.  New material will include a comprehensive history of derivatives, leading up to their use and abuse in the current credit crisis.  It will also feature new chapters on regulation and control of derivatives, commodity derivatives, credit derivatives and structured products and new derivative markets including inflation linked and insurance linked products.  Derivatives Demystified is essential reading for everyone who operates in the financial markets or within the corporate environment who requires a good understanding of these important financial instruments.

Presents the sometimes challenging world of futures, options, and other derivatives in an accessible, cohesive, and intuitive manner. Includes insights into pricing models, a tiered approach to mathematics, and an applied emphasis.

A clear, practical guide to working effectively with derivative securities products Derivatives Essentials is an accessible, yet detailed guide to derivative securities. With an emphasis on mechanisms over formulas, this book promotes a greater understanding of the topic in a straightforward manner, using plain-English explanations. Mathematics are included, but the focus is on comprehension and the issues that matter most to practitioners―including the rights and obligations, terms and conventions, opportunities and exposures, trading, motivation, sensitivities, pricing, and valuation of each product. Coverage includes forwards, futures, options, swaps, and related products and trading strategies, with practical examples that demonstrate each concept in action. The companion website provides Excel files that illustrate pricing, valuation, sensitivities, and strategies discussed in the book, and practice and assessment questions for each chapter allow you to reinforce your learning and gauge the depth of your understanding. Derivative securities are a complex topic with many "moving parts," but practitioners must possess a full working knowledge of these products to use them effectively. This book promotes a truly internalized understanding rather than rote memorization or strict quantitation, with clear explanations and true-to-life examples. Understand the concepts behind derivative securities Delve into the nature, pricing, and offset of sensitivities Learn how different products are priced and valued Examine trading strategies and practical examples for each product Pricing and valuation is important, but understanding the fundamental nature of each product is critical―it gives you the power to wield them more effectively, and exploit their natural behaviors to achieve both short- and long-term market goals. Derivatives Essentials provides the clarity and practical perspective you need to master the effective use of derivative securities products.

Equips the lay reader with a clear and thorough explanation of financial derivatives and how they work. Highy readable introduction to the entire realm of derivatives which is both instructive and entertaining. Utilises a range of real life examples drawn from everyday life to provide a broad outlook on the subject matter which is global in perspective. Presents a lucid conceptual background to derivatives by avoiding unnecessary technical details.

The book is a step-by-step guide to derivative products. By distilling the complex mathematics and theory that underlie the subject, Chisholm explains derivative products in straightforward terms, focusing on applications and intuitive explanations wherever possible. Case studies and examples of how the products are used to solve real-world problems, as well as an extensive glossary and material on the latest derivative products make this book a must have for anyone working with derivative products.

Derivatives by Paul Wilmott provides the most comprehensive and accessible analysis of the art of science in financial modeling available. Wilmott explains and challenges many of the tried and tested models while at the same time offering the reader many new and previously unpublished ideas and techniques. Paul Wilmott has produced a compelling and essential new work in this field. The basics of the established theories-such as stochastic calculus, Black-Scholes, binomial trees and interest-rate models-are covered in clear and precise detail, but Derivatives goes much further. Complex models-such as path dependency, non-probabilistic models, static hedging and quasi-Monte Carlo methods-are introduced and explained to a highly sophisticated level. But theory in itself is not enough, an understanding of the role the techniques play in the daily world of finance is also examined through the use of spreadsheets, examples and the inclusion of Visual Basic programs. The book is divided into six parts: Part One: acts as an introduction and explanation of the fundamentals of derivatives theory and practice, dealing with the equity, commodity and currency worlds. Part Two: takes the mathematics of Part One to a more complex level, introducing the concept of path dependency. Part Three: concerns extensions of the Black-Scholes world, both classic and modern. Part Four: deals with models for fixed-income products. Part Five: describes models for risk management and measurement. Part Six: delivers the numerical methods required for implementing the models described in the rest of the book. Derivatives also includes a CD containing a wide variety of implementation material related to the book in the form of spreadsheets and executable programs together with resource material such as demonstration software and relevant contributed articles. At all times the style remains readable and compelling making Derivatives the essential book on every finance shelf.

Accessible and intuitive, DERIVATIVE SECURITIES offers advanced undergraduates, MBA students, and executives the theory and the practical tools needed to price and hedge derivatives in the professional marketplace. Written by two of the foremost experts in the world,it makes the theory and practice of pricing and hedging derivative securities accessible to mainstream students, in a simple and complete fashion, without "watering down" often deemed necessary.

A clear, practical guide to working effectively with derivative securities products Derivatives Essentials is an accessible, yet detailed guide to derivative securities. With an emphasis on mechanisms over formulas, this book promotes a greater understanding of the topic in a straightforward manner, using plain-English explanations. Mathematics are included, but the focus is on comprehension and the issues that matter most to practitioners―including the rights and obligations, terms and conventions, opportunities and exposures, trading, motivation, sensitivities, pricing, and valuation of each product. Coverage includes forwards, futures, options, swaps, and related products and trading strategies, with practical examples that demonstrate each concept in action. The companion website provides Excel files that illustrate pricing, valuation, sensitivities, and strategies discussed in the book, and practice and assessment questions for each chapter allow you to reinforce your learning and gauge the depth of your understanding. Derivative securities are a complex topic with many "moving parts," but practitioners must possess a full working knowledge of these products to use them effectively. This book promotes a truly internalized understanding rather than rote memorization or strict quantitation, with clear explanations and true-to-life examples. Understand the concepts behind derivative securities Delve into the nature, pricing, and offset of sensitivities Learn how different products are priced and valued Examine trading strategies and practical examples for each product Pricing and valuation is important, but understanding the fundamental nature of each product is critical―it gives you the power to wield them more effectively, and exploit their natural behaviors to achieve both short- and long-term market goals. Derivatives Essentials provides the clarity and practical perspective you need to master the effective use of derivative securities products.

This important work addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. The authors present mathematical and statistical tools that exploit the volatile nature of the market. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one-semester course for graduate students with some exposure to methods of stochastic modeling and arbitrage pricing theory in finance. The volume is easily accessible to derivatives practitioners in the financial engineering industry.

Derivatives Models on Models takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, Complex barrier options, reset options, and electricity derivatives. The book also discusses the latest ideas surrounding finance like the robustness of dynamic delta hedging, option hedging, negative probabilities and space-time finance. The accompanying CD-ROM with additional Excel sheets includes the mathematical models covered in the book. The book also includes interviews with some of the world’s top names in the industry, and an insight into the history behind some of the greatest discoveries in quantitative finance. Interviewees include: Clive Granger, Nobel Prize winner in Economics 2003, on Cointegration Nassim Taleb on Black Swans Stephen Ross on Arbitrage Pricing Theory Emanuel Derman the Wall Street Quant Edward Thorp on Gambling and Trading Peter Carr the Wall Street Wizard of Option Symmetry and Volatility Aaron Brown on Gambling, Poker and Trading David Bates on Crash and Jumps Andrei Khrennikov on Negative Probabilities Elie Ayache on Option Trading and Modeling Peter Jaeckel on Monte Carlo Simulation Alan Lewis on Stochastic Volatility and Jumps Paul Wilmott on Paul Wilmott Knut Aase on Catastrophes and Financial Economics Eduardo Schwartz the Yoga Master of Quantitative Finance Bruno Dupire on Local and Stochastic Volatility Models

Derivatives Markets presents a comprehensive and in-depth treatment of futures, options, and other derivatives in a mathematically accessible and intuitive manner. It is both a clear introduction for the novice and a life-long reference for the practitioner.

This important work addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. The authors present mathematical and statistical tools that exploit the volatile nature of the market. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one-semester course for graduate students with some exposure to methods of stochastic modeling and arbitrage pricing theory in finance. The volume is easily accessible to derivatives practitioners in the financial engineering industry.

Like New condition. Great condition, but not exactly fully crisp. The book may have been opened and read, but there are no defects to the book, jacket or pages. 3.84

Derivative Products & Pricing consists of 4 Parts divided into 16 chapters covering the role and function of derivatives, basic derivative instruments (exchange traded products (futures and options on future contracts) and over-the-counter products (forwards, options and swaps)), the pricing and valuation of derivatives instruments, derivative trading and portfolio management.