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The Complete Guide to Option Pricing Formulas
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by
Espen G Haug
This title offers instant access to formulas used daily by the best talent on Wall Street. Since its publication in 1997, "The Complete Guide to Option Pricing Formulas" has become the bible of option formulas for everyone from professional traders to money managers and investors. When pricing options in today's fast-action markets, experience and ...
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Black Scholes and Beyond: Option Pricing Models
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by
Neil A. Chriss
This is an unprecedented book on option pricing! For the first time, the basics on modern option pricing are explained "from scratch" using only minimal mathematics. Market practitioners and students alike will learn how and why the Black-Scholes equation works, and what other new methods have been developed that build on the success of Black ...
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Paul Wilmott Introduces Quantitative Finance
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Paul Wilmott
"Paul Wilmott Introduces Quantitative Finance, Second Edition" is an accessible introduction to the classical side of quantitative finance specifically for university students. Adapted from the comprehensive, even epic works "Derivatives" and "Paul Wilmott on Quantitative Finance, Second Edition", it includes carefully selected chapters to give ...
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Advanced Options Trading: The Analysis and Evaluation of Trading Strategies Hedging Tactics and Pricing Models
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by
Robert T Daigler
This book thoroughly explains the options markets. Moreover, the work contains several unique features, including computer codes to calculate changes in options properties, and a historic evaluation of options strategies and pricing theories. As a result, traders learn what works and what doesn't work. Specific features include: exotic options; ...
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Financial Markets in Continuous Time
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by
Rose-Anne Dana, Monique Jeanblanc, Anna Kennedy (Translator)
In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset prices are further assumed to be rationalizable, that is, ...
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Option Pricing Models and Volatility Using Excel-VBA
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by
Fabrice Douglas Rouah, Greg Vainberg
"Excel is already a great pedagogical tool for teaching option valuation and risk management. But the VBA routines in this book elevate Excel to an industrial strength financial engineering toolbox. I have no doubt that it will become hugely successful as a reference for option traders and risk managers." - Peter Christoffersen, Associate ...
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A Practical Guide to Forecasting Financial Market Volatility
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by
Ser-Huang Poon
Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and financial market regulation. While many books address financial market modelling, no single book is devoted primarily to the exploration of volatility forecasting and the practical use of ...
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Uncertain Volatility Models - Theory and Application
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by
Robert Buff
This book introduces Uncertain Volatility Models in mathematical finance and their computer implementation for portfolios of vanilla, barrier and American options in equity and FX markets. Uncertain Volatility Models place subjective constraints such as upper and lower bounds on volatility and evaluate option portfolios under worst- and best-case ...
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Advanced Option Pricing Models
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by
Jeffrey Owen Katz, Donna McCormick
This book offers innovative modeling techniques that overcome fundamental flaws in Black-Scholes and other option pricing models. 'An intriguing, in-depth look at what really constitutes option pricing theory. Plus, some interesting thoughts on projecting and assessing volatility. A must read for those who are looking for more advanced option ...
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Frequently Asked Questions in Quantitative Finance
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by
Dr. Paul P Wilmott
Paul Wilmott writes, 'Quantitative finance is the most fascinating and rewarding real-world application of mathematics. It is fascinating because of the speed at which the subject develops, the new products and the new models which we have to understand. And it is rewarding because anyone can make a fundamental breakthrough. Having worked in this ...
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Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing
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by
Pierre Henry-Labordere
"Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing" is the first book that applies advanced analytical and geometrical methods used in physics and mathematics to the financial field. It even obtains new results when only approximate and partial solutions were previously available. Through the problem of option pricing ...
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Optional Law: The Structure of Legal Entitlements
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by
Professor Ian Ayres
Spurred by the advances in option theory that have been remaking financial and economic scholarship over the past thirty years, a revolution is taking shape in the way legal scholars conceptualize property and the way it is protected by the law. Ian Ayres's Optional Law explores how option the ory is overthrowing accepted wisdom and producing ...
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Forecasting Volatility in the Financial Markets
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by
John Knight (Editor), Stephen Satchell
"Forecasting Volatility in the Financial Markets" assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting edge modelling and forecasting techniques. It then uses a technical survey to explain the different ways to measure risk and define ...
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Options: Theory, Strategy, and Applications
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by
Peter Ritchken
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A Stochastic Control Framework for Real Options in Strategic Valuation
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by
Alexander Vollert
The theoretical foundations for real options go back to the mid 1980s and the development of a model that forms the basis for many current applications of real option theory. Over the last decade the theory has rapidly expanded and become enriched thanks to increasing research activity. Modern real option theory may be used for the valuation of ...
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Option valuation in the presence of market imperfections
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by
Andreas Bell
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Options: An Introduction
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by
Robert W Kolb
Options: An Introduction is a completely revised edition which not only provides the same comprehensive introduction as the first edition, but also includes expanded treatment of option strategies, complete treatment of option sensitivities (DELTA, etc. ) thorough treatment of European and American options in two separate chapters, and expanded ...
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Paul Wilmott on Quantitative Finance 3 Volume Set
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by
Paul Wilmott
"Paul Wilmott on Quantitative Finance, Second Edition" provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD ROM. Volume 1: "Mathematical and Financial Foundations; Basic Theory of Derivatives; Risk and Return". The reader is introduced to the fundamental mathematical tools and ...
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Financial Modelling in Practice: A Concise Guide for Intermediate and Advanced Level
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by
Michael Rees
"Financial Modelling in Practice: A Concise Guide for Intermediate and Advanced Level" is a practical, comprehensive and in-depth guide to financial modelling designed to cover the modelling issues that are relevant to facilitate the construction of robust and readily understandable models.Based on the authors extensive experience of building ...
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