An Option Greeks Primer, Jawwad Farid

Автор: Farid Jawwad
Название: Option Greeks Primer
ISBN: 1137371668 ISBN-13(EAN): 9781137371669
Издательство: Springer
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Цена: 46570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book provides a hands-on, practical guide to understanding derivatives pricing. Aimed at the less quantitative practitioner, it provides a balanced account of options, Greeks and hedging techniques avoiding the complicated mathematics inherent to many texts, and with a focus on modelling, market practice and intuition.

Автор: Dragan Nikolik
Название: A Manager`s Primer on e-Networking
ISBN: 9401037442 ISBN-13(EAN): 9789401037440
Издательство: Springer
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Цена: 46570.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The implementation of Enterprise Networks or e-Networking is of paramount importance for organisations.

Автор: Christophe Chorro; Dominique Gu?gan; Florian Ielpo
Название: A Time Series Approach to Option Pricing
ISBN: 3662450364 ISBN-13(EAN): 9783662450369
Издательство: Springer
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Цена: 93160.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models.

Автор: Kinahan J. J., Roze Gatis N.
Название: Essential Option Strategies: Understanding the Market and Avoiding Common Pitfalls
ISBN: 1119263336 ISBN-13(EAN): 9781119263333
Издательство: Wiley
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Цена: 32730.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Learn the ins-and-outs of options trading with clear, practical guidance Essential Option Strategies is an introductory guide to options trading, designed to help new options traders better understand the market and the potential opportunities that exist.

Автор: Clark Iain
Название: Commodity Option Pricing
ISBN: 1119944511 ISBN-13(EAN): 9781119944515
Издательство: Wiley
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Цена: 66530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covers commodity option pricing for quantitative analysts, traders or structures in banks, hedge funds and commodity trading companies. Based on the author`s industry experience with commodity derivatives, this book provides a thorough and mathematical introduction to the various market conventions and models used in commodity option pricing.

Автор: Kobayashi-Solomon Erik
Название: The Intelligent Option Investor: Applying Value Investing to the World of Options
ISBN: 007183365X ISBN-13(EAN): 9780071833653
Издательство: McGraw-Hill
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Цена: 59470.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: If you`re a value investor who wants to get your money into the lucrative options market, forget about day trading, chart patterns, and market timing. This systematic book lays out a path to long-term wealth by taking positions on companies with real intrinsic value - the kind Ben Graham and Warren Buffett would invest in.

Автор: Christophe Chorro; Dominique Gu?gan; Florian Ielpo
Название: A Time Series Approach to Option Pricing
ISBN: 3662522403 ISBN-13(EAN): 9783662522400
Издательство: Springer
Рейтинг:
Цена: 74530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has emerged over the past ten years of academic research, an approach that is much more grounded on a realistic statistical analysis of data rather than on ad hoc tractable continuous time option pricing models.

Автор: Wolfgang Hafner; Heinz Zimmermann
Название: Vinzenz Bronzin`s Option Pricing Models
ISBN: 3642445934 ISBN-13(EAN): 9783642445934
Издательство: Springer
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Цена: 177010.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In 1908, Vinzenz Bronzin published Theorie der Pramiengeschafte (Theory of Premium Contracts). This volume includes a reprint of the original German text, a translation, and adds an almost forgotten piece of research to the theory of option pricing.

Автор: Chiarella Carl Et Al
Название: Numerical Solution Of The American Option Pricing Problem, The: Finite Difference And Transform Approaches
ISBN: 9814452610 ISBN-13(EAN): 9789814452618
Издательство: World Scientific Publishing
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Цена: 85530.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The early exercise opportunity of an American option makes it challenging to price and an array of approaches have been proposed in the vast literature on this topic. In The Numerical Solution of the American Option Pricing Problem, Carl Chiarella, Boda Kang and Gunter Meyer focus on two numerical approaches that have proved useful for finding all prices, hedge ratios and early exercise boundaries of an American option. One is a finite difference approach which is based on the numerical solution of the partial differential equations with the free boundary problem arising in American option pricing, including the method of lines, the component wise splitting and the finite difference with PSOR. The other approach is the integral transform approach which includes Fourier or Fourier Cosine transforms. Written in a concise and systematic manner, Chiarella, Kang and Meyer explain and demonstrate the advantages and limitations of each of them based on their and their co-workers' experiences with these approaches over the years.

Автор: Trevi?o
Название: PreMBA Analytical Primer
ISBN: 0230609120 ISBN-13(EAN): 9780230609129
Издательство: Springer
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Цена: 121110.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The PreMBA Analytical Primer is a concise and focused review of the analytical tools and methods that are required in MBA quantitative courses.

Автор: Leonard Yates
Название: High Performance Options Trading: Option Volatility & Pricing Strategies
ISBN: 0471323659 ISBN-13(EAN): 9780471323655
Издательство: Wiley
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Цена: 58080.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The essential resource for the successful option trader High Performance Options Trading offers a fresh perspective on trading options from a seasoned options trader programmer/engineer, Leonard Yates. Drawing on twenty-five years of experience as an options trader and software programmer, Yates has written this straightforward guide.