Essays On Option Pricing And Portfolio Planning With Derivatives

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Essays in Derivatives

Author : Don M. Chance
Publisher : John Wiley & Sons
ISBN 13 : 1118160649
Total Pages : 403 pages
Book Rating : 4.1/5 (181 download)

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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.

Essays on the Future

Author : Siegfried Hecker
Publisher : Springer Science & Business Media
ISBN 13 : 1461207770
Total Pages : 284 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Essays on the Future by : Siegfried Hecker

Download or read book Essays on the Future written by Siegfried Hecker and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection represents a unique undertaking in scientific publishing to honor Nick Metropolis, the last survivor of the World War II Manhattan Project in Los Alamos. In this volume, some of the leading scientists and humanists of our time have contributed essays related to their respective disciplines, exploring various aspects of future developments in science and society, philosophy, national security, nuclear power, pure and applied mathematics, physics and biology, particle physics, computing, and information science.

Efficient pricing algorithms for exotic derivatives

Author : Roger Lord
Publisher : Rozenberg Publishers
ISBN 13 : 9051709099
Total Pages : 211 pages
Book Rating : 4.0/5 (517 download)

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Book Synopsis Efficient pricing algorithms for exotic derivatives by : Roger Lord

Download or read book Efficient pricing algorithms for exotic derivatives written by Roger Lord and published by Rozenberg Publishers. This book was released on 2008 with total page 211 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Derivatives and Equity Portfolio Management

Author : Bruce M. Collins
Publisher : John Wiley & Sons
ISBN 13 : 9781883249601
Total Pages : 246 pages
Book Rating : 4.2/5 (496 download)

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Book Synopsis Derivatives and Equity Portfolio Management by : Bruce M. Collins

Download or read book Derivatives and Equity Portfolio Management written by Bruce M. Collins and published by John Wiley & Sons. This book was released on 1999-01-15 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: Frank Fabozzi and Bruce Collins fully outline the ins and outs of the derivatives process for equity investors in Derivatives and Equity Portfolio Management. A significant investment tool of growing interest, derivatives offer investors options for managing risk in a diversified portfolio. This in-depth guide integrates the derivatives process into portfolio management and is replete with applications from authors with extensive Wall Street experience. Whether you're and individual investor or portfolio manager seeking to improve investment returns, you'll quickly learn about listed equity contracts, using listed options in equity portfolio management, risk management with stock index futures, OTC equity derivatives-and profit from your new found knowledge.

Essays on Derivatives Pricing Theory

Author : Ronald C. Heynen
Publisher :
ISBN 13 :
Total Pages : 228 pages
Book Rating : 4.3/5 ( download)

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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:

Security Analysis, Portfolio Management, And Financial Derivatives

Author : Cheng Few Lee
Publisher : World Scientific Publishing Company
ISBN 13 : 9814458902
Total Pages : 1190 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Security Analysis, Portfolio Management, And Financial Derivatives by : Cheng Few Lee

Download or read book Security Analysis, Portfolio Management, And Financial Derivatives written by Cheng Few Lee and published by World Scientific Publishing Company. This book was released on 2012-10-01 with total page 1190 pages. Available in PDF, EPUB and Kindle. Book excerpt: Security Analysis, Portfolio Management, and Financial Derivatives integrates the many topics of modern investment analysis. It provides a balanced presentation of theories, institutions, markets, academic research, and practical applications, and presents both basic concepts and advanced principles. Topic coverage is especially broad: in analyzing securities, the authors look at stocks and bonds, options, futures, foreign exchange, and international securities. The discussion of financial derivatives includes detailed analyses of options, futures, option pricing models, and hedging strategies. A unique chapter on market indices teaches students the basics of index information, calculation, and usage and illustrates the important roles that these indices play in model formation, performance evaluation, investment strategy, and hedging techniques. Complete sections on program trading, portfolio insurance, duration and bond immunization, performance measurements, and the timing of stock selection provide real-world applications of investment theory. In addition, special topics, including equity risk premia, simultaneous-equation approach for security valuation, and Itô's calculus, are also included for advanced students and researchers.

Professional Perspectives on Fixed Income Portfolio Management, Volume 1

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 9781883249779
Total Pages : 280 pages
Book Rating : 4.2/5 (497 download)

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Book Synopsis Professional Perspectives on Fixed Income Portfolio Management, Volume 1 by : Frank J. Fabozzi

Download or read book Professional Perspectives on Fixed Income Portfolio Management, Volume 1 written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2000-06-15 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the turbulent marketplace of the New Economy, portfolio managers must expertly control risk for investors who demand better and better returns even from the safest investments. Finance and investing expert Frank Fabozzi leads a team of experts in the discussion of the key issues of fixed income portfolio management in the latest Perspectives title from his best-selling library. Perspectives on Fixed Income Portfolio Management covers topics on the frontiers of fixed income portfolio management with a focus on risk control, volatility framework for the corporate market, risk management for fixed income asset management, and credit derivatives in portfolio management. Other important topics include: attribution of portfolio performance relative to an index; quantitative analysis of fixed income portfolios; value-at-risk for fixed-income portfolios; methodological trade-offs. The book also provides a variety of illustrations.

Valuation of Interest Rate Swaps and Swaptions

Author : Gerald W. Buetow
Publisher : John Wiley & Sons
ISBN 13 : 9781883249892
Total Pages : 258 pages
Book Rating : 4.2/5 (498 download)

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Book Synopsis Valuation of Interest Rate Swaps and Swaptions by : Gerald W. Buetow

Download or read book Valuation of Interest Rate Swaps and Swaptions written by Gerald W. Buetow and published by John Wiley & Sons. This book was released on 2000-06-15 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: Among the major innovations in the financial markets have been interest rate swaps and swapations, instruments which entail having an arrangement to barter differently structured payment flows for a particular period of time. These instruments have furnished portfolio and risk managers and corporate treasurers with a better tool for controlling interest rate risk. Valuation of Interest Rate Swaps and Swapations explains how interest rate swaps are valued and the factors that affect their value-an ideal way to manage interest or income payments. Various valuations approaches and models are covered, with special end-of-chapter questions and solutions included.

Investing in the New Economy

Author : James Sagner
Publisher : John Wiley & Sons
ISBN 13 : 9781883249984
Total Pages : 160 pages
Book Rating : 4.2/5 (499 download)

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Book Synopsis Investing in the New Economy by : James Sagner

Download or read book Investing in the New Economy written by James Sagner and published by John Wiley & Sons. This book was released on 2001-06 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt: Investors depending on obsolete, "old economy" strategies are often unprepared for the challenges of today’s eCommerce, quarterly results-driven environment. Investing in the New Economy is an essential guide for anyone holding or considering investing in stocks, as it shows why old economy practices will not work and why conceptions of rational stock market analysis must be altered. Author James Sagner demonstrates how to use updated techniques and methods to analyze stock market theories, determine winners and losers, and compile a lifetime portfolio built for optimum success.

FINANCIAL DERIVATIVES

Author : S. S. S. KUMAR
Publisher : PHI Learning Pvt. Ltd.
ISBN 13 : 9788120330740
Total Pages : 432 pages
Book Rating : 4.3/5 (37 download)

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Book Synopsis FINANCIAL DERIVATIVES by : S. S. S. KUMAR

Download or read book FINANCIAL DERIVATIVES written by S. S. S. KUMAR and published by PHI Learning Pvt. Ltd.. This book was released on 2007-01-21 with total page 432 pages. Available in PDF, EPUB and Kindle. Book excerpt: Designed as a text for postgraduate students of management, commerce, and financial studies, this compact text clearly explains the subject without the mathematical complexities one comes across in many textbooks. The book deals with derivatives and their pricing, keeping the Indian regulatory and trading environment as the backdrop. What’s more, each product is explained in detail with illustrative examples so as to make it easier for comprehension. The book first introduces the readers to the derivatives market and the quantitative foundations. Then it goes on to give a detailed description of the Forward Agreements, Interest Rate Futures, and Stock Index Futures and Swaps. The text also focuses on Options—Option Pricing, Option Hedging and Option Trading Strategies. It concludes with a discussion on OTC derivatives. KEY FEATURES : The application of each derivative product is illustrated with the help of solved examples. Practice problems are given at the end of each chapter. A detailed glossary, important formulae and major website addresses are included in the book. This book would also be of immense benefit to students pursuing courses in CA, ICWA and CFA.

Perspectives on Equity Indexing

Author : Frank J. Fabozzi, CFA
Publisher : John Wiley & Sons
ISBN 13 : 9781883249823
Total Pages : 286 pages
Book Rating : 4.2/5 (498 download)

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Book Synopsis Perspectives on Equity Indexing by : Frank J. Fabozzi, CFA

Download or read book Perspectives on Equity Indexing written by Frank J. Fabozzi, CFA and published by John Wiley & Sons. This book was released on 2000-06-15 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second edition of Professional Perspectives on Indexing. Contents include the active versus passive debate, Standard and Poor's U.S. equity indexes, medium and small capitalization indexing, global equity index families, investing in index mutual funds, and more.

Bond Credit Analysis

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
ISBN 13 : 9781883249915
Total Pages : 580 pages
Book Rating : 4.2/5 (499 download)

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Book Synopsis Bond Credit Analysis by : Frank J. Fabozzi

Download or read book Bond Credit Analysis written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2001-04-15 with total page 580 pages. Available in PDF, EPUB and Kindle. Book excerpt: Credit analysis is an important factor in judging investment value. Fundamentally sound credit analysis can offer more insight into the value of an investment and lead to greater profits. This study presents a professional framework for understanding and managing a successful corporate or municipal bond analysis, while providing informative case studies from well-known private and government organizations.

Investment Analysis and Portfolio Management

Author : M. Ranganatham
Publisher : Pearson Education India
ISBN 13 : 8131785726
Total Pages : 746 pages
Book Rating : 4.1/5 (317 download)

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Book Synopsis Investment Analysis and Portfolio Management by : M. Ranganatham

Download or read book Investment Analysis and Portfolio Management written by M. Ranganatham and published by Pearson Education India. This book was released on 2006 with total page 746 pages. Available in PDF, EPUB and Kindle. Book excerpt: The world of investment is fascinating and, at the same time, enigmatic. The investor’s behaviour the world over had oscillated between panic and enthusiasm, guided by the psychological forces of fear and greed. What investment should be held? When should an investment be bought? How long an investment should be held? When is the right time to dispose an investment? How can a profit be made through investments? There is no magic mantra that assures investors on these issues. Only knowledgeable investors can minimize investment-related risks through systematic planning and efficient and effective management of their investments. Investment Analysis and Portfolio Management helps you gain that knowlegde. It will be useful to academicians and practitioners and offers a scientific approach to investment management, comprehensive coverage of theory, tools, and techniques of investments, a focus on stock market instruments and is richly illustrated to help understand methods of processing investment information.

Essays on Trading Strategy

Author : Graham L Giller
Publisher : Giller Investments (New Jersey), LLC
ISBN 13 :
Total Pages : 83 pages
Book Rating : 4./5 ( download)

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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 Giller Investments (New Jersey), LLC. This book was released on 2021-12-31 with total page 83 pages. Available in PDF, EPUB and Kindle. Book excerpt: Following on from his Adventures in Financial Data Science, Graham Giller, one of Wall Streets original data scientists, collects together a set of pieces on optimal trading strategy design. These address the key issue not answered in the first volume of the series on Financial Data Science, how to go from an alpha to a trade. The division of topics is shaped by what Graham calls "Peter Muller's Rule": the analysis of systems to predict prices and systems to trade from predictions should be separated. This makes trading strategy agnostic as to the origins of the information contained within the alpha and clarifies the analytical methodology developed.

Introduction to Fixed Income Analytics

Author : Frank J. Fabozzi, CFA
Publisher : John Wiley & Sons
ISBN 13 : 9781883249946
Total Pages : 354 pages
Book Rating : 4.2/5 (499 download)

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Book Synopsis Introduction to Fixed Income Analytics by : Frank J. Fabozzi, CFA

Download or read book Introduction to Fixed Income Analytics written by Frank J. Fabozzi, CFA and published by John Wiley & Sons. This book was released on 2001-05-15 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: The expanding variety of fixed income vehicles, in addition to their increasing intricacy, has generated difficulties for finance managers and investors in determining accurate valuations and analyses. Introduction to Fixed Income Analytics has proven to be today's most complete reference on the subject through its revolutionary insights into the time value of money and its techniques for estimating yield volatility, as well as for analyzing valuations, yield measures, return, risk, and more.

Accounting and Tax Rules for Derivatives

Author : Mark J. P. Anson
Publisher : John Wiley & Sons
ISBN 13 : 9781883249694
Total Pages : 202 pages
Book Rating : 4.2/5 (496 download)

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Book Synopsis Accounting and Tax Rules for Derivatives by : Mark J. P. Anson

Download or read book Accounting and Tax Rules for Derivatives written by Mark J. P. Anson and published by John Wiley & Sons. This book was released on 1999-11-09 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: Derivatives and credit derivatives have emerged as significant areas of interest in portfolio planning and risk management. In this book, Mark Anson examines the accounting and taxation implications of these instruments, including the new accounting rules for derivative instruments promulgated by the financial Accounting Standards in the United States, the Accounting Standards Board in Great Britain, and the International Accounting Standards Committee. Regulatory requirements for disclosing derivatives and tax considerations for derivative instruments are discussed (including TRA-97.) Additionally, the book reviews the regulatory accounting deadlines introduced by the Securities and Exchange Commission and the Commodity Futures Trading Commission.

Mean-Variance Analysis in Portfolio Choice and Capital Markets

Author : Harry M. Markowitz
Publisher : John Wiley & Sons
ISBN 13 : 9781883249755
Total Pages : 404 pages
Book Rating : 4.2/5 (497 download)

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Book Synopsis Mean-Variance Analysis in Portfolio Choice and Capital Markets by : Harry M. Markowitz

Download or read book Mean-Variance Analysis in Portfolio Choice and Capital Markets written by Harry M. Markowitz and published by John Wiley & Sons. This book was released on 2000-02-15 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 1952, Harry Markowitz published "Portfolio Selection," a paper which revolutionized modern investment theory and practice. The paper proposed that, in selecting investments, the investor should consider both expected return and variability of return on the portfolio as a whole. Portfolios that minimized variance for a given expected return were demonstrated to be the most efficient. Markowitz formulated the full solution of the general mean-variance efficient set problem in 1956 and presented it in the appendix to his 1959 book, Portfolio Selection. Though certain special cases of the general model have become widely known, both in academia and among managers of large institutional portfolios, the characteristics of the general solution were not presented in finance books for students at any level. And although the results of the general solution are used in a few advanced portfolio optimization programs, the solution to the general problem should not be seen merely as a computing procedure. It is a body of propositions and formulas concerning the shapes and properties of mean-variance efficient sets with implications for financial theory and practice beyond those of widely known cases. The purpose of the present book, originally published in 1987, is to present a comprehensive and accessible account of the general mean-variance portfolio analysis, and to illustrate its usefulness in the practice of portfolio management and the theory of capital markets. The portfolio selection program in Part IV of the 1987 edition has been updated and contains exercises and solutions.