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Author by : Pierino Ursone
Languange Used : en
Release Date : 2015-03-30
Publisher by : John Wiley & Sons
ISBN : 9781119011620
Description : Too often option payoffs are merely based on a two-dimensional approach consisting of a P&L versus underlying at expiry as is evident in most existing literature. This is misleading as the Greeks can ...
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Author by : Dan Passarelli
Languange Used : en
Release Date : 2010-05-13
Publisher by : John Wiley and Sons
ISBN : 9780470885192
Description : 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 an...
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Author by : Dan Passarelli
Languange Used : en
Release Date : 2012-10-02
Publisher by : John Wiley & Sons
ISBN : 9781118133163
Description : A top options trader details a practical approach for pricing and trading options in any market condition The options market is always changing, and in order to keep up with it you need the greeks—d...
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Author by : Jawwad Farid
Languange Used : en
Release Date : 2015-03-23
Publisher by : Springer
ISBN : 9781137371676
Description : 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 techniqu...
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Author by : Nassim Taleb
Languange Used : en
Release Date : 1997-01-14
Publisher by : John Wiley & Sons
ISBN : 0471152803
Description : Dynamic Hedging is the definitive source on derivatives risk. Itprovides a real–world methodology for managing portfolioscontaining any nonlinear security. It presents risks from thevantage point of...
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Author by : Andrew M. Chisholm
Languange Used : en
Release Date : 2010-06-10
Publisher by : John Wiley & Sons
ISBN : 0470972955
Description : The book is a step-by-step guide to derivative products. By distilling the complex mathematics and theory that underlie the subject, Chisholm explains derivative products in straightforward terms, foc...
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Author by : James J. (Jong Hyuk) Park
Languange Used : en
Release Date : 2013-11-13
Publisher by : Springer
ISBN : 9783642380273
Description : This book constitutes the refereed proceedings of the 8th International Conference on Grid and Pervasive Computing, GPC 2013, held in Seoul, Korea, in May 2013 and the following colocated workshops: I...
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Author by : J Robert Buchanan
Languange Used : en
Release Date : 2012-07-13
Publisher by : World Scientific Publishing Company
ISBN : 9789814407465
Description : This textbook provides an introduction to financial mathematics and financial engineering for undergraduate students who have completed a three- or four-semester sequence of calculus courses. It intro...
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Author by : Espen Gaardner Haug
Languange Used : en
Release Date : 1997-09-22
Publisher by : McGraw Hill Professional
ISBN : 007139589X
Description : When pricing options in todayÕs fast-action markets, you need quick access to precise facts and market-tested information. The Complete Guide to Options Pricing Formulas is the only authoritative, co...
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Author by : Norman Russell
Languange Used : en
Release Date : 2004
Publisher by : Oxford University Press
ISBN : 9780199265213
Description : Deification was not only a pagan concept but a metaphor for a deeply Christian view of the purpose of human life. This title brings together much recent research on the Church Fathers from the second ...
