Stefano Iacus M. Option Pricing and Estimation of Financial Models with R
Купить за 10709.94 RUR
Presents inference and simulation of stochastic process in the field of model calibration for financial times series modelled by continuous time processes and numerical option pricing. Introduces the bases of probability theory and goes on to explain how to model financial times series with
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Euan Sinclair Option Trading. Pricing and Volatility Strategies and Techniques
Купить за 5388.07 RUR
An A to Z options trading guide for the new millennium and the new economy Written by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this discipline covering everything from historical background, contract types, and market structure to
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Option Volatility and Pricing: Advanced Trading Strategies (2nd Edition)
Купить за 1990 RUR
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Gregory Vainberg Option Pricing Models and Volatility Using Excel-VBA
Купить за 9053.69 RUR
This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website includes data files, such as options prices, stock prices, or index prices, as well as all of the codes needed to use the option and
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Paul Wilmott Exotic Option Pricing and Advanced L?vy Models
Купить за 17746.74 RUR
Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion, by a L?vy process. Working
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Группа авторов Commodity Option Pricing
Купить за 9513.79 RUR
Commodity Option Pricing: A Practitioner’s Guide covers commodity option pricing for quantitative analysts, traders or structurers in banks, hedge funds and commodity trading companies. Based on the author’s industry experience with commodity derivatives, this book provides a thorough and
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Dan Passarelli Trading Option Greeks. How Time, Volatility, and Other Pricing Factors Drive Profit
Купить за 5599.57 RUR
Veteran options trader Dan Passarelli explains a new methodology for option trading and valuation. With an introduction to option basics as well as chapters on all types of spreads, put-call parity and synthetic options, trading volatility and studying volatility charts, and advanced option
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Leonard Yates High Performance Options Trading. Option Volatility and Pricing Strategies w/website
Купить за 5384.22 RUR
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
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Euan Sinclair Volatility Trading
Купить за 5772.93 RUR
Popular guide to options pricing and position sizing for quant traders In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straightforward approach, he
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Frank J. Fabozzi Financial Models with Levy Processes and Volatility Clustering
Купить за 8562.03 RUR
An in-depth guide to understanding probability distributions and financial modeling for the purposes of investment management In Financial Models with L?vy Processes and Volatility Clustering, the expert author team provides a framework to model the behavior of stock returns in both a univariate
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Sebastien Bossu Advanced Equity Derivatives
Купить за 12929.32 RUR
In Advanced Equity Derivatives: Volatility and Correlation, S?bastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial modelers, option traders and sophisticated investors, the content covers the most important
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Umberto Cherubini Fourier Transform Methods in Finance
Купить за 13636.97 RUR
In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate
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