This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the efficiency of markets both theoretically and empirically.

Math Tutor: About half of any Calculus 1 course covers the techniques of taking derivatives. Derivatives form the very core of any calculus course and the student must be absolutely fluent in the art of taking derivatives in order to succeed in the course. This 10 Hour DVD course gives the student extra hands-on practice with taking derivatives in calculus 1. All topics are "taught by doing" so the student gains immediate practice and mastery of the material.

The 3e of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. The book matches well with fixed income securities courses. The book's organization emphasizes institutions in the first part, analytics in the second, selected segments of fixed income markets in the third, and fixed income derivatives in the fourth. This enables instructors to customize the material to suit their course structure and the mathematical ability of their students.

In this complete introduction to the theory of finding derivatives of scalar-, vector- and matrix-valued functions with respect to complex matrix variables, Hjørungnes describes an essential set of mathematical tools for solving research problems where unknown parameters are contained in complex-valued matrices. The first book examining complex-valued matrix derivatives from an engineering perspective, it uses numerous practical examples from signal processing and communications to demonstrate how these tools can be used to analyze and optimize the performance of engineering systems. Covering un-patterned and certain patterned matrices, this self-contained and easy-to-follow reference deals with applications in a range of areas including wireless communications, control theory, adaptive filtering, resource management and digital signal processing. Over 80 end-of-chapter exercises are provided, with a complete solutions manual available online.

Accounting for Derivatives: Advanced Hedging under IFRS is a comprehensive practical guide to hedge accounting. This book is neither written by auditors afraid of providing opinions on strategies for which accounting rules are not clear, nor by accounting professors lacking practical experience. Instead, it is based on day-to-day experience, advising corporate CFOs and treasurers on sophisticated hedging strategies. It covers the most frequent hedging strategies and addresses the most pressing challenges that corporate executives find today.

For undergraduate and graduate courses in derivatives, options and futures, financial engineering, financial mathematics, and risk management. Designed to bridge the gap between theory and practice, this highly successful book is regarded is the standard reference on trading floors and in academic classrooms throughout the world.

Financial derivatives–financial instruments whose value depends on other basic instruments, such as stocks or bonds–are one of the most important financial innovations of the last century. While they are unsurpassed as tools for speculation, financial derivatives have also emerged as important risk-management tools in the corporate world.

This book proposes new tools and models to price options, assess market volatility, and investigate the market efficiency hypothesis. In particular, it considers new models for hedge funds and derivatives of derivatives, and adds to the literature of testing for the efficiency of markets both theoretically and empirically.

The 3e of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. The book matches well with fixed income securities courses. The book's organization emphasizes institutions in the first part, analytics in the second, selected segments of fixed income markets in the third, and fixed income derivatives in the fourth. This enables instructors to customize the material to suit their course structure and the mathematical ability of their students.

Biopolymers found in marine animals and plants offer tremendous, largely untapped pharmaceutical potential. Research shows that these biopolymers can be used to combat various infectious as well as inflammatory, oxidative, and carcinogenic factors. Chitin, Chitosan, Oligosaccharides and Their Derivatives: Biological Activities and Applications covers the key aspects of these therapeutically valuable biopolymers and their derivatives, namely, their properties, sources, production, and applications in food science and technology as well as biological, biomedical, industrial, and agricultural fields. Contains more than 100 Tables & Figures and more than 800 References

"Kolb and Overdahl have produced a clear and well-written introduction to derivatives that should serve as a useful foundational text. Their mixture of mechanics, pricing, and risk management is as well-balanced as their blend of theory and practical applications."
–Christopher L. Culp, PhD, Adjunct Associate Professor of Finance at The University of Chicago’s Graduate School of Business and Managing Director at CP Risk Management LLC