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Advanced Option Pricing Models: An Empirical Approach to Valuing Options
Advanced Option Pricing Models: An Empirical Approach to Valuing Options
Author: Jeffrey Owen Katz, Donna Mccormick | Publisher: McGraw-Hill Professional
"Advanced Option Pricing Models" details specific conditions under which current option pricing models fail to provide accurate price estimates and then shows option traders how to construct improved models for better pricing in a wider range of market conditions. Model-building steps cover options pricing under conditional or marginal distributions, using polynomial approximations and "curve fitting," and compensating for mean reversion. The authors also develop effective prototype models that can be put to immediate use, with real-time exampl
Added: 05.05.2007ISBN: 0071406050Pages: 450Price: £ 35,69Lang.: English 
Black Scholes and Beyond: Option Pricing Models
Black Scholes and Beyond: Option Pricing Models
Author: Neil A. Chriss | Publisher: McGraw-Hill Professional
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-Shcoles. The Cox-Ross-Rubinstein binomial trees are discussed, as well as two recent theories of option pricing: the Derman-Kani theory on implied volatility trees and Mark Rubinstein's implied binomial tr
Added: 05.05.2007ISBN: 0786310251Pages: 496Price: £ 34,84Lang.: EnglishRecommended
Commodity Options: Trading and Hedging Volatility in the World's Most Lucrative Market
Commodity Options: Trading and Hedging Volatility in the World's Most Lucrative Market
Author: Carley Garner, Paul Brittain | Publisher: Financial Times/ Prentice Hall
Investors worldwide are discovering the enormous opportunities available through commodity options trading. However, because commodities have differing underlying characteristics from equities, commodity options behave differently as well. In this book, two of the field's most respected analysts present strategies built from the ground up for commodity options. Carley Garner and Paul Brittain begin with a quick primer on how commodity options work, how they evolved, and why conventional options strategies often fail in the commodity options mar
Added: 30.12.2008ISBN: 0137142862Pages: 288Price: £ 19,54Lang.: EnglishRecommended
Complete Guide to Options Pricing Formulas
Complete Guide to Options Pricing Formulas
Author: Espen Gaardner Haug | Publisher: Irwin Professional (USA)
The world of options has moved beyond the simple Black-Schooles pricing model, making more types of options available. "The Complete Guide to Option Pricing Formulas" is the first reference manual on options pricing formulas, one that every professional options trader and institutional money manager will need. Designed for the practitioner, this reference offers formulas used daily by some of the best talent on Wall Street. Complete with numerical examples and explanations, Haug's "stamp collection" of formulas is an ideal supplement for anyone
Added: 05.05.2007ISBN: 0786312408Pages: 232Price: £ 34,99Lang.: EnglishRecommended
Covered Calls and LEAPS: A Wealth Option (Wiley Trading)
Covered Calls and LEAPS: A Wealth Option (Wiley Trading)
Author: Joseph R. Hooper, Aaron R. Zalewski, Robert Kiyosaki | Publisher: John Wiley & Sons
In this one-of-a-kind "how-to" guide, Joseph Hooper and Aaron Zalewski provide step-by-step instructions for generating large monthly cash returns from almost any stock investment while at the same time decreasing the risk of stock ownership. Filled with in-depth insights and proven techniques, this book is the definitive, rule-based guide to cover calls and calendar LEAPS spreads.
Added: 05.05.2007ISBN: 0470044705Pages: 240Price: £ 68,00Lang.: EnglishRecommended
Credit Derivatives: Instruments, Applications and Pricing
Credit Derivatives: Instruments, Applications and Pricing
Author: Mark J. P. Anson, Frank J. Fabozzi, Moorad Choudhry, RenRaw Chen | Publisher: John Wiley & Sons
An essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes the reader through an in-depth explanation of an investment tool that has been increasingly used to manage credit risk in banking and capital markets. Anson discusses everything from the basics of why credit risk is important to accounting and tax implications of credit derivatives. Key topics covered in this essential guidebook include: credit swaps; credit forw
Added: 09.05.2007ISBN: 047146600XPages: 341Price: £ 55,25Lang.: English 
Credit Derivatives: Understanding Credit Risk and Credit Instruments
Credit Derivatives: Understanding Credit Risk and Credit Instruments
Author: George Chacko, Anders Sj, öman, Hideto Motohashi, Vincent Dessain | Publisher: Wharton School Publishing
Well organized and written in a clear and friendly style, this text opens with basic definitions of credit risk and related concepts, then delves into the topic of credit risk models, with chapters on structural and alternative approaches. Two concluding chapters are devoted to credit default swaps and collateralized debt obligations, with a detail
Added: 23.05.2007ISBN: 0131467441Pages: 272Price: £ 35,14Lang.: English 
DeMark on Day Trading Options: Using Options to Cash in on the Day Trading Phenomenon
DeMark on Day Trading Options: Using Options to Cash in on the Day Trading Phenomenon
Author: Thomas DeMark, Thomas, Jr. DeMark | Publisher: McGraw-Hill Education
Use elite day trading strategies for impressive options trading results. Electronic day trading of Internet stocks may be making the headlines...but the entire field of day trading has exploded! "DeMark on Day Trading Options" is the first book to combine two of today's hottest trading phenomena - day trading and options trading - into one exciting blueprint for making money in volatile markets. After first reviewing the basics of options, Tom DeMark, renowned as a pioneer in technical analysis breaks new ground by introducing methods and techn
Added: 05.05.2007ISBN: 0071350594Pages: 358Price: £ 22,79Lang.: EnglishRecommended
Derivatives Demystified: A Step-by-Step Guide to Forwards, Futures, Swaps and Options (The
Derivatives Demystified: A Step-by-Step Guide to Forwards, Futures, Swaps and Options (The Wiley Finance Series)
Author: Andrew M. Chisholm | Publisher: John Wiley & Sons
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, focusing on applications and intuitive explanations wherever possible. Case studies and examples of how the products are used to solve real-world problems, as well as an extensive glossary and material on the latest derivative products make this book a must have for anyone working with derivative products.
Added: 10.05.2007ISBN: 047009382XPages: 250Price: £ 36,75Lang.: EnglishRecommended
Derivatives: A Comprehensive Resource for Options, Futures, Interest Rate Swaps and Mortga
Derivatives: A Comprehensive Resource for Options, Futures, Interest Rate Swaps and Mortgage Securities (Financial Management Association Survey  &  Synthesis Series)
Author: Fred D. Arditti | Publisher: Harvard Business School Press
This work discusses derivatives, covering all four major categories. It contains information on institutional procedure and market practice, explaining complicated subjects using numerical examples.
Added: 10.05.2007ISBN: 0875845606Pages: 394Price: £ 40,99Lang.: English 
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The Art of Trade: What I L
The Art of Trade: What I Learned (and Lost) Trading the Chicago Futures Markets
Pages: 208
Price: £ 16,99
Lang.: English
The Art of the Trade is a searing portrait of the futures and options industry as seen through the eyes of someone who has participated in this arena for more than twenty years. On one level, its a brutally hon
Black Scholes and Beyond:
Black Scholes and Beyond: Option Pricing Models
Pages: 496
Price: £ 34,84
Lang.: English
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
Valuation of Fixed Income
Valuation of Fixed Income Securities and Derivatives (Frank J. Fabozzi Series)
Pages: 288
Price: £ 51,00
Lang.: English
A resource for understanding and practising valuation of both common fixed income investment vehicles and complex derivative instruments. The book provides a framework for evaluating any fixed income product, v
Financial Derivatives: An
Financial Derivatives: An Introduction to Futures, Forwards, Options and Swaps
Pages: 390
Price: £ 28,99
Lang.: English
A broad-based introduction to financial derivatives which covers both the technical aspects of these instruments and the markets in which they are traded, and the underlying concepts. End-of-chapter assessment
Options Classic Approaches
Options Classic Approaches: Modelling and Pricing Risk
Pages: 475
Price: £ 76,00
Lang.: English
* Selected 'classic' options papers from the 1960's to the 1990's, each of which as brought a truly innovative approach to the business of financial engineering * A unique compilation of papers brings together
DeMark on Day Trading Opti
DeMark on Day Trading Options: Using Options to Cash in on the Day Trading Phenomenon
Pages: 358
Price: £ 22,79
Lang.: English
Use elite day trading strategies for impressive options trading results. Electronic day trading of Internet stocks may be making the headlines...but the entire field of day trading has exploded! "DeMark on Day