Data Modeling of Financial Derivatives
Book Details:
Publisher: | Apress |
Series: |
Apress
|
Author: | Robert Mamayev |
Edition: | 1 |
ISBN-10: | 1430265892 |
ISBN-13: | 9781430265894 |
Pages: | 216 |
Published: | Dec 03 2013 |
Posted: | Nov 19 2014 |
Language: | English |
Book format: | PDF |
Book size: | 10.96 MB |
Book Description:
Written in plain English and based on successful client engagements, Data Modeling of Financial Derivatives: A Conceptual Approach introduces new and veteran data modelers, financial analysts, and IT professionals to the fascinating world of financial derivatives. Covering futures, forwards, options, swaps, and forward rate agreements, finance and modeling expert Robert Mamayev shows you step-by-step how to structure and describe financial data using advanced data modeling techniques. The book introduces IT professionals, in particular, to various financial and data modeling concepts that they may not have seen before, giving them greater proficiency in the financial language of derivativesand greater ability to communicate with financial analysts without fear or hesitation. Such knowledge will be especially useful to those looking to pick up the necessary skills to become productive right away working in the financial sector. Financial analysts reading this book will come to grips with various data modeling concepts and therefore be in better position to explain the underlying business to their IT audience. Data Modeling of Financial Derivativeswhich presumes no advanced knowledge of derivatives or data modelingwill help you: Learn the best entityrelationship modeling method out thereBarkers CASE methodologyand its application in the financial industry Understand how to identify and creatively reuse data modeling patterns Gain an understanding of financial derivatives and their various applications Learn how to modelderivativescontracts and understand the reasoning behind certain design decisions Resolve derivatives data modeling complexities parsimoniously so that your clients can understand them intuitively Packed with numerous examples, diagrams, and techniques, this book will enable you to recognize the various design patterns that you are most likely to encounter in your professional career and apply them successfully in practice. Anyone working with financial models will find it an invaluable tool and career booster. What youll learnYou will learn how to: Recognize and identify financial derivatives Reuse data modeling patterns and apply them to create something new Data model simple and complex options Data model SWAPS Data model futures and forward contracts Who this book is for Data modelers, financial analysts, IT professionals, and anyone with an interest in data modeling and business analysis. Table of ContentsIntroduction NotationFinancial Contracts Primer Modeling Forward Contracts Modeling Futures Contracts Modeling Options Advanced Options Modeling Designing Trading Strategies Swaps and Forward Rate Agreements (FRAs) Finishing Thoughts
Get an in-depth analysis of financial time series from the perspective of a functional programmer Overview Understand the foundations of financial stochastic processes Build robust models quickly and efficiently Tackle the complexity of parallel programming In Detail Haskell is one of the three most influential functional programming languages available today along with Lisp and Standard ML. When used for financial analysis, you can achieve a much-improved level of prediction and clear problem descriptions. Haskell Financial Data Modeling and Predictive Analytics is a hands-on guide that employs a mix of theory and practice. Starting with the basics of Haskell, this book walks you through the mathematics involved and how this is implemented in Hask...
The ability to create and understand financial models that assess the valuation of a company, the projects it undertakes, and its future earnings/profit projections is one of the most valued skills in corporate finance. However, while many business professionals are familiar with financial statements and accounting reports, few are truly proficient at building an accurate and effective financial model from the ground up. In his short book, The Basics of Financial Modeling-an abridgement of his Handbook of Financial Modeling-Jack Avon equips financial professionals with a quick overview of the tools they need to monitor a company's assets and project its future performance and prospects for specific initiatives.Based on the author's extensive experien...
A Practical Approach to Creating and Implementing Valuation Projection Models
The ability to create and understand financial models that assess the valuation of a company, the projects it undertakes, and its future earnings/profit projections is one of the most valued skills in corporate finance. However, while many business professionals are familiar with financial statements and accounting reports, few are truly proficient at building an accurate and effective financial model from the ground up. That's why, inThe Financial Modeling Handbook, Jack Avon equips financial professionals with all the tools they need to precisely and effectively monitor a company's assets and project its future performance. Based on the author's extensive experience building models in business and financeand teaching others to do the sameThe H...
2007 - 2021 © eBooks-IT.org