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Essays In Option Pricing
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Book Synopsis Essays in Derivatives by : Don M. Chance
Download or read book Essays in Derivatives written by Don M. Chance and published by John Wiley & Sons. This book was released on 2011-07-05 with total page 403 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the updated second edition of Don Chance’s well-received Essays in Derivatives, the author once again keeps derivatives simple enough for the beginner, but offers enough in-depth information to satisfy even the most experienced investor. This book provides up-to-date and detailed coverage of various financial products related to derivatives and contains completely new chapters covering subjects that include why derivatives are used, forward and futures pricing, operational risk, and best practices.
Book Synopsis Essays in option pricing and interest rate models by : Irina Slinko
Download or read book Essays in option pricing and interest rate models written by Irina Slinko and published by . This book was released on 2006 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Volatilities Implied by Option Prices by : Aamir Mohammad Sheikh
Download or read book Essays on Volatilities Implied by Option Prices written by Aamir Mohammad Sheikh and published by . This book was released on 1987 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Vinzenz Bronzin's Option Pricing Models by : Wolfgang Hafner
Download or read book Vinzenz Bronzin's Option Pricing Models written by Wolfgang Hafner and published by Springer Science & Business Media. This book was released on 2009-11-18 with total page 553 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1908, Vinzenz Bronzin, a professor of mathematics at the Accademia di Commercio e Nautica in Trieste, published a booklet in German entitled Theorie der Prämiengeschäfte (Theory of Premium Contracts) which is an old type of option contract. Almost like Bachelier’s now famous dissertation (1900), the work seems to have been forgotten shortly after it was published. However, almost every element of modern option pricing can be found in Bronzin’s book. He derives option prices for an illustrative set of distributions, including the Normal. - This volume includes a reprint of the original German text, a translation, as well as an appreciation of Bronzin's work from various perspectives (economics, history of finance, sociology, economic history) including some details about the professional life and circumstances of the author. The book brings Bronzin's early work to light again and adds an almost forgotten piece of research to the theory of option pricing.
Book Synopsis Essays On Trading Strategy by : Graham L Giller
Download or read book Essays On Trading Strategy written by Graham L Giller and published by World Scientific. This book was released on 2023-08-17 with total page 217 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book directly focuses on finding optimal trading strategies in the real world and supports that with a well-defined theoretical foundation that allows trading strategy problems to be solved. Critically, it also delivers a menu of actual solutions that can be applied by traders with various risk profiles and objectives in markets that exhibit substantial tail risk. It shows how the Markowitz approach leads to excessive risk taking, and trader underperformance, in the real world. It summarizes the key features of Utility Theory, the deficiencies of the Sharpe Ratio as a statistic, and develops an optimal decision theory with fully developed examples for both 'Normal' and leptokurtotic distributions.
Book Synopsis Essays in Honor of James A. Graaskamp: Ten Years After by : James R. DeLisle
Download or read book Essays in Honor of James A. Graaskamp: Ten Years After written by James R. DeLisle and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt: As the title indicates, Essays in Honor of James A. Graaskamp: Ten Years After, is a collection of essays written to honor Graaskamp's major contributions to the field of real estate education and practice over the course of three decades. Upon his death in 1988, the industry lost a major influence for advancing the real estate discipline, both as an academic field and a professional field. The authors in this volume seek to extend Graaskamp's contributions and move the real estate discipline forward. The papers address the challenges posed by the market to return our attention to real estate fundamentals, and to strike a proper balance between Main Street and Wall Street. The authors and editors hope that this book will influence the industry to incorporate many of Grasskamp's ideas into mainstream real estate education and practice. Over the course of his career, Graaskamp made many noteworthy contributions to real estate theory and practice, ideas that if resurrected could offset some of the pressure in the industry to move away from market fundamentals. The authors try to capture the essence of Graaskamp's messages, and intend that the papers serve as a point of departure for discussing the future role and nature of real estate education. Part I focuses on the major contributions to the real estate discipline made by Graaskamp and the Wisconsin Real Estate Program. Part II contains some personal recollections and photos of Graaskamp, and also a summary of the groups that make up the Wisconsin Real Estate Program, a major co-sponsor of this volume. The rest of the book's three main parts are structured around major topics that reflect the multidisciplinary nature of real estate as espoused by Graaskamp. Part III treats real estate feasibility and development, Part IV concentrates on real estate valuation, and Part V discusses institutional economics.
Book Synopsis Essays on Market Microstructure and Options by : Stkewart James Mayhew
Download or read book Essays on Market Microstructure and Options written by Stkewart James Mayhew and published by . This book was released on 1996 with total page 180 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Deposit Insurance written by and published by . This book was released on 2000 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Derivatives Pricing Theory by : Ronald C. Heynen
Download or read book Essays on Derivatives Pricing Theory written by Ronald C. Heynen and published by . This book was released on 1995 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis An Introduction to Exotic Option Pricing by : Peter Buchen
Download or read book An Introduction to Exotic Option Pricing written by Peter Buchen and published by CRC Press. This book was released on 2012-02-03 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price exotic options, including complex ones, without performing complicated integrations or formally solving partial differential equations (PDEs). The author incorporates much of his own unpublished work, including ideas
Book Synopsis Essays in Honor of Peter C. B. Phillips by : Thomas B. Fomby
Download or read book Essays in Honor of Peter C. B. Phillips written by Thomas B. Fomby and published by Emerald Group Publishing. This book was released on 2014-11-21 with total page 772 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume honors Professor Peter C.B. Phillips' many contributions to the field of econometrics. The topics include non-stationary time series, panel models, financial econometrics, predictive tests, IV estimation and inference, difference-in-difference regressions, stochastic dominance techniques, and information matrix testing.
Book Synopsis Essays on congruence theory in marketing by : Robér Rollin
Download or read book Essays on congruence theory in marketing written by Robér Rollin and published by Springer Nature. This book was released on 2022-09-30 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: Digital products are intangible goods, mainly presented visually and acoustically to consumers in the form of videos, images, texts, and music that can be bought, downloaded, or streamed via various web stores. Their consumption primarily fulfills hedonic needs. Before purchasing, a consumer's interaction with a digital product is always mediated by technology. Therefore, consumers cannot directly judge the quality through "touch and feel" experiences. This book diminishes the ability to evaluate digital products. Therefore his thesis seeks to answer which product attributes have an impact on consumers' product evaluation, and purchase intention.
Book Synopsis Mergers & Acquisitions - a Real Option valuation approach of investment decision under uncertainty by : Marc Zajicek
Download or read book Mergers & Acquisitions - a Real Option valuation approach of investment decision under uncertainty written by Marc Zajicek and published by diplom.de. This book was released on 2004-01-06 with total page 78 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inhaltsangabe:Abstract: The objective of this dissertation is to examine the application of Real Options for the evaluation of companies with regard to acquisitions. There has been an intensive scientific discussion in the past years about the Real Options method for the evaluation of investments and mergers & acquisitions as in practice usually the management tries to capture future developments with static methods of capital budgeting. For example, future cash-flows are discounted with a fixed risk-adjusted discount rate. Therefore, the Real Options approach has been applied very rarely as it has the reputation of high complexity and poor practicability in daily business. However, the use of present values and capitalized values may produce pitfalls in acquisition decisions as strategic investment decisions might be characterized by a wide range of possibilities to react flexibly to a fast changing environment. In chapter 1, the term Mergers & Acquisitions (M&A) is defined and the motives as well as the relevance of M&A transactions for different branches are described in detail. Furthermore, the process and the different phases of a merger or an acquisition are explained. Chapter 2 presents traditional evaluation methods of static net present value, sensitivity analysis, Monte Carlo and decision tree. These classic methods are discussed and a comparison is drawn among these techniques in regard to practicability. At the end of this chapter, a evaluation is presented in regard to specific situations with the mayor parameter of uncertainty and flexibility for the application of these classic methods. The basic concept of option pricing is described in chapter 3. In addition, the Black-Scholes equation and the underlying assumptions are explained in detail in order to understand financial options, which are the basic for the Real Options approach. At the end of the chapter, an example of a call and put option is discussed in order to understand the functioning of options. Chapter 4 presents an introduction and definition of the Real Options method. Furthermore, the value drivers and the value creation due to the application of Real Options are discussed and analyzed in detail. After the discussion of the functioning of Real Options, a comparison of the analogy between financial Options and Real Options is done in order to possible differences. In this context, the limitations of the analogy of financial and Real Options are presented. Finally, [...]
Book Synopsis Pricing of Some Path-dependent Options on Equities and Commodities by : Mats Kjaer
Download or read book Pricing of Some Path-dependent Options on Equities and Commodities written by Mats Kjaer and published by Goteborg University. This book was released on 2006 with total page 130 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Essays on Ayn Rand's Atlas Shrugged by : Robert Mayhew
Download or read book Essays on Ayn Rand's Atlas Shrugged written by Robert Mayhew and published by Lexington Books. This book was released on 2009-04-16 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: While the fiction of novelist-philosopher Ayn Rand is extremely popular and enduring, little has been written on it so far. This book consists of essays, most of which are new, by top Rand scholars on Atlas Shrugged, her magnum opus. The essays deal with historical, literary, and philosophical topics, surpassing related writings in breadth and depth of analysis. The historical essays cover the writing of Atlas Shrugged, its publication history, and its reception. The literary essays cover analysis of the novel's plot, theme, and characterization; comparisons with other works, such as the novels of Hugo, Dostoyevsky, and Joyce; and the proper approach to adapting Atlas Shrugged to film. The philosophical essays cover a vast range of topics, including the place of Galt's speech in the novel, the role of the mind in human life, and the evil of non-objective law. Some of the essays make use of previously unpublished material from the Ayn Rand Archives.
Book Synopsis Essays on Volatility and Risk in Financial Markets by : Kwanho Kim
Download or read book Essays on Volatility and Risk in Financial Markets written by Kwanho Kim and published by . This book was released on 1993 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Essays of Warren Buffett by : Lawrence A. Cunningham
Download or read book The Essays of Warren Buffett written by Lawrence A. Cunningham and published by Carolina Academic Press. This book was released on 2013-03-15 with total page 281 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the third edition of this international best seller, Lawrence Cunningham brings you the latest wisdom from Warren Buffett’s annual letters to Berkshire Hathaway shareholders. New material addresses: the financial crisis and its continuing implications for investors, managers and society; the housing bubble at the bottom of that crisis; the debt and derivatives excesses that fueled the crisis and how to deal with them; controlling risk and protecting reputation in corporate governance; Berkshire’s acquisition and operation of Burlington Northern Santa Fe; the role of oversight in heavily regulated industries; investment possibilities today; and weaknesses of popular option valuation models. Some other material has been rearranged to deepen the themes and lessons that the collection has always produced: Buffett’s “owner-related business principles” are in the prologue as a separate subject and valuation and accounting topics are spread over four instead of two sections and reordered to sharpen their payoff. Media coverage is available at the following links: Interviews/Podcasts: Motley Fool, click here. Money, Riches and Wealth, click here. Manual of Ideas, click here. Corporate Counsel, click here. Reviews: William J. Taylor, ABA Banking Journal, click here. Bob Morris, Blogging on Business, click here. Pamela Holmes, Saturday Evening Post, click here. Kevin M. LaCroix, D&O Diary, click here. Blog Posts: On Finance issues (Columbia University), click here. On Berkshire post-Buffett (Manual of Ideas), click here. On Publishing the book (Value Walk), click here. On Governance issues (Harvard University blog), click here. Featured Stories/Recommended Reading: Motley Fool, click here. Stock Market Blog, click here. Motley Fool Interviews with LAC at Berkshire's 2013 Annual Meeting Berkshire Businesses: Vastly Different, Same DNA, click here. Is Berkshire's Fat Wallet an Enemy to Its Success?, click here. Post-Buffett Berkshire: Same Question, Same Answer, click here. How a Disciplined Value Approach Works Across the Decades, click here. Through the Years: Constant Themes in Buffett's Letters, click here. Buffett's Single Greatest Accomplishment, click here. Where Buffett Is Finding Moats These Days, click here. How Buffett Has Changed Through the Years, click here. Speculating on Buffett's Next Acquisition, click here. Buffett Says “Chief Risk Officers” Are a Terrible Mistake, click here. Berkshire Without Buffett, click here.
