Black Scholes and Beyond: Option Pricing Models
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: 05.05.2007||ISBN: 0786310251||Pages: 496||Price: £ 34,84||Lang.: English|Commodity Options: Trading and Hedging Volatility in the World's Most Lucrative Market
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: 30.12.2008||ISBN: 0137142862||Pages: 288||Price: £ 19,54||Lang.: English|Complete Guide to Options Pricing Formulas
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: 05.05.2007||ISBN: 0786312408||Pages: 232||Price: £ 34,99||Lang.: English|Covered Calls and LEAPS: A Wealth Option (Wiley Trading)
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: 05.05.2007||ISBN: 0470044705||Pages: 240||Price: £ 68,00||Lang.: English|DeMark on Day Trading Options: Using Options to Cash in on the Day Trading Phenomenon
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: 05.05.2007||ISBN: 0071350594||Pages: 358||Price: £ 22,79||Lang.: English|Derivatives Demystified: A Step-by-Step Guide to Forwards, Futures, Swaps and Options (The…
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: 10.05.2007||ISBN: 047009382X||Pages: 250||Price: £ 36,75||Lang.: English|Financial Derivatives: An Introduction to Futures, Forwards, Options and Swaps
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 material provides students with the opportunity to further apply and critically evaluate the key principles. The book should be useful in undergraduate and postgraduate introductory modules in financial derivatives (core) or financial markets, institutions and investments (supplementary), and in professional body courses in financial deri…
|Added: 10.05.2007||ISBN: 013241399X||Pages: 390||Price: £ 28,99||Lang.: English|Options Classic Approaches: Modelling and Pricing Risk
* 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 writing from Black and Scholes, Samuelson, Hull and White and Margrabe as well as other leading theoreticians * An invaluable reference tool on options pricing and modelling
|Added: 04.05.2007||ISBN: 1899332669||Pages: 475||Price: £ 76,00||Lang.: English|Options Explained (Finance & capital markets series)
Unlike most books on derivative products, Options Explained 2 is a practical guide, covering theoretical concepts only where they are essential to applying options on a wide variety of assets. Written with the emphasis on a practical, straightforward approach, Options Explained succeeds in demystifying what has traditionally been treated as a highly complex product. The second edition also includes over 100 pages of new material, with sections on exotic options, worldwide accounting practices and issues in volatility estimation.
|Added: 04.05.2007||ISBN: 0333628071||Pages: 621||Price: £ 118,75||Lang.: English|Options, Futures and Other Derivatives
How do you bring real world scenarios into your course? Or would you like to?
Business Snapshots (about 60 in total, found in almost all chapters)—Carefully thought out and integrated into the main material in chapters.
Describe real world situations and interesting issues that are highlighted to illustrate points being made throughout the text.
Completely revised chapters on credit risk and credit derivatives (Ch 20 and 21)—Reflects market developments.
Makes these chapters in this edition more straightforward and easier to teach.
|Added: 04.05.2007||ISBN: 0131499084||Pages: 816||Price: £ 82,44||Lang.: English|