The Volatility Smile

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1118959167
Total Pages : 528 pages
Book Rating : 4.1/5 (189 download)

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Book Synopsis The Volatility Smile by : Emanuel Derman

Download or read book The Volatility Smile written by Emanuel Derman and published by John Wiley & Sons. This book was released on 2016-09-06 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Despite this success, the model is fundamentally at odds with the observed behavior of option markets: a graph of implied volatilities against strike will typically display a curve or skew, which practitioners refer to as the smile, and which the model cannot explain. Option valuation is not a solved problem, and the past forty years have witnessed an abundance of new models that try to reconcile theory with markets. The Volatility Smile presents a unified treatment of the Black-Scholes-Merton model and the more advanced models that have replaced it. It is also a book about the principles of financial valuation and how to apply them. Celebrated author and quant Emanuel Derman and Michael B. Miller explain not just the mathematics but the ideas behind the models. By examining the foundations, the implementation, and the pros and cons of various models, and by carefully exploring their derivations and their assumptions, readers will learn not only how to handle the volatility smile but how to evaluate and build their own financial models. Topics covered include: The principles of valuation Static and dynamic replication The Black-Scholes-Merton model Hedging strategies Transaction costs The behavior of the volatility smile Implied distributions Local volatility models Stochastic volatility models Jump-diffusion models The first half of the book, Chapters 1 through 13, can serve as a standalone textbook for a course on option valuation and the Black-Scholes-Merton model, presenting the principles of financial modeling, several derivations of the model, and a detailed discussion of how it is used in practice. The second half focuses on the behavior of the volatility smile, and, in conjunction with the first half, can be used for as the basis for a more advanced course.

Jump Attack

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Publisher : Simon and Schuster
ISBN 13 : 1476714452
Total Pages : 272 pages
Book Rating : 4.4/5 (767 download)

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Book Synopsis Jump Attack by : Tim S. Grover

Download or read book Jump Attack written by Tim S. Grover and published by Simon and Schuster. This book was released on 2014-06-03 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: Legendary trainer Tim Grover’s internationally acclaimed training program used by the pros, including Michael Jordan and Kobe Bryant—now completely revised, updated, and expanded, with 100 new photos. Since 1989 when Tim Grover began training Michael Jordan, hundreds of elite competitors have turned to Grover to become stronger, faster, and more powerful, both physically and mentally. From Jordan to Kobe Bryant to Dwyane Wade and countless other superstars, Grover’s revolutionary methods have made the best even better, year after year. In Jump Attack, Grover shares the revolutionary program he uses to train the pros. A fitness bible for athletes around the world, this three-phase, twelve-week program has been completely updated with new exercises and workouts as well as cutting-edge information on training, nutrition, longevity, injury prevention, and more. Devised for explosive power, quickness, endurance, and agility, this intensely challenging workout pushes athletes out of their comfort zones, tests their capacity to go harder, and turns “I can’t” into “Just try and stop me.” You don’t have to be an elite athlete to benefit from Grover’s program—but you can attain the mindset of a champion through the physical program outlined in this complete plan. Says Grover: “This is how my pros do it. If you want to become more explosive, stronger, and faster, if you want to jump higher and improve your overall athletic performance in any sport, this is exactly how we do it today: This program is the difference between jumping and taking flight.”

Marx Girl

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Author :
Publisher : Tl Swan
ISBN 13 :
Total Pages : 363 pages
Book Rating : 4./5 ( download)

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Book Synopsis Marx Girl by : Tl Swan

Download or read book Marx Girl written by Tl Swan and published by Tl Swan. This book was released on 2024-09-03 with total page 363 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ben We met five years ago when I was her family’s bodyguard. Our time together was a secret. Her touch was different…. addictive. I fell hard and fast and then I left. I’ve thought about her every day since. As I sit here at a wedding watching her with her new boyfriend……I have regrets. Regrets for the past things I’ve done. But I won’t regret what I’m about to do. I need her beneath me. I’m having her tonight. Bridget. It’s the little things I remember about Ben. His smile and the icing sugar he had on his pancakes. What started out as private jokes between us soon turned into private visits. The quiet man at the back of the crowd. His dry wit made me laugh. His dominant body ruined me forever He never told me he loved me, until he was leaving. That was five years ago. Things are looking up for me. I met someone, someone special. But Ben is back. I find myself thinking about him ......more than I should. No matter how hard my heart is freefalling from my chest. I will never go back there. You only get to break my heart once. This is a stand alone, Contemporary romance.

Freedom Stone

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Author :
Publisher : Penguin
ISBN 13 : 1101475374
Total Pages : 187 pages
Book Rating : 4.1/5 (14 download)

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Book Synopsis Freedom Stone by : Jeffrey Kluger

Download or read book Freedom Stone written by Jeffrey Kluger and published by Penguin. This book was released on 2011-01-06 with total page 187 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lillie's papa believed in freedom-for him, his family, and all the slaves on the Greenfog plantation. So when the Confederate Army promised freedom to the family of every slave who served in the Civil War-whether they came home or not-Lillie's papa decided he had to take the chance. But when Lillie's family got the news that her papa was killed, they weren't freed. The army claimed that Lillie's papa was a thief. Lillie knew that couldn't be true! Even worse, the master started making plans to sell off Lillie's little brother, Plato. With the help of an old slave, Bett, who bakes bread that bends time, Lillie travels to the battle during which her father died to find out the true story. Using a little magic of her own, Lillie rights a few wrongs and buys her family their freedom. This is a beautiful tale filled with magic and hope and love.

Smile and Jump High!

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Author :
Publisher :
ISBN 13 : 9780967388724
Total Pages : 0 pages
Book Rating : 4.3/5 (887 download)

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Book Synopsis Smile and Jump High! by : Donald J. Lloyd

Download or read book Smile and Jump High! written by Donald J. Lloyd and published by . This book was released on 2001 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

What's So Funny?

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Author :
Publisher : Penguin
ISBN 13 : 1101664843
Total Pages : 99 pages
Book Rating : 4.1/5 (16 download)

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Book Synopsis What's So Funny? by : Donna Jackson

Download or read book What's So Funny? written by Donna Jackson and published by Penguin. This book was released on 2011-06-09 with total page 99 pages. Available in PDF, EPUB and Kindle. Book excerpt: Everyone loves to laugh, and to hear and see funny things-but what makes something funny in the first place? What is humor? This book explains why our brains think something is funny, what happens to us physically when we laugh, why you can tickle your friend but not yourself, and so much more. Plenty of jokes and silly anecdotes are included, and hilarious line drawings appear on almost every page.

Me, My Smiles and I

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Author :
Publisher : Xlibris Corporation
ISBN 13 : 1469128497
Total Pages : 39 pages
Book Rating : 4.4/5 (691 download)

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Book Synopsis Me, My Smiles and I by : Dwayne S. Henson

Download or read book Me, My Smiles and I written by Dwayne S. Henson and published by Xlibris Corporation. This book was released on 2008-01-21 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mr. Sunny Sunshine Me my smiles and I. This book is one of a variety of books within this inspiring children's book series featuring Mr. Sunny Sunshine. In this imaginative journey adventure Mr. Sunny Sunshine shares with us some of the things that he likes to do, when there's no one around, except for just him and his smiles. Mr. Sunny Sunshine welcomes and invites you along in this fascinating journey adventure. You may be surprised with what you can do when you use a little imagination and a smile or two to create fun and entertainment.

Volatility and Correlation

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 0470091398
Total Pages : 869 pages
Book Rating : 4.4/5 (7 download)

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Book Synopsis Volatility and Correlation by : Riccardo Rebonato

Download or read book Volatility and Correlation written by Riccardo Rebonato and published by John Wiley & Sons. This book was released on 2004-09-03 with total page 869 pages. Available in PDF, EPUB and Kindle. Book excerpt: In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatility and correlation. With both practical and theoretical applications, this is a thorough update of the highly successful Volatility & Correlation – with over 80% new or fully reworked material and is a must have both for practitioners and for students. The new and updated material includes a critical examination of the ‘perfect-replication’ approach to derivatives pricing, with special attention given to exotic options; a thorough analysis of the role of quadratic variation in derivatives pricing and hedging; a discussion of the informational efficiency of markets in commonly-used calibration and hedging practices. Treatment of new models including Variance Gamma, displaced diffusion, stochastic volatility for interest-rate smiles and equity/FX options. The book is split into four parts. Part I deals with a Black world without smiles, sets out the author’s ‘philosophical’ approach and covers deterministic volatility. Part II looks at smiles in equity and FX worlds. It begins with a review of relevant empirical information about smiles, and provides coverage of local-stochastic-volatility, general-stochastic-volatility, jump-diffusion and Variance-Gamma processes. Part II concludes with an important chapter that discusses if and to what extent one can dispense with an explicit specification of a model, and can directly prescribe the dynamics of the smile surface. Part III focusses on interest rates when the volatility is deterministic. Part IV extends this setting in order to account for smiles in a financially motivated and computationally tractable manner. In this final part the author deals with CEV processes, with diffusive stochastic volatility and with Markov-chain processes. Praise for the First Edition: “In this book, Dr Rebonato brings his penetrating eye to bear on option pricing and hedging.… The book is a must-read for those who already know the basics of options and are looking for an edge in applying the more sophisticated approaches that have recently been developed.” —Professor Ian Cooper, London Business School “Volatility and correlation are at the very core of all option pricing and hedging. In this book, Riccardo Rebonato presents the subject in his characteristically elegant and simple fashion…A rare combination of intellectual insight and practical common sense.” —Anthony Neuberger, London Business School

Runners

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Author :
Publisher : AuthorHouse
ISBN 13 : 1418475270
Total Pages : 323 pages
Book Rating : 4.4/5 (184 download)

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Book Synopsis Runners by : John C. Pelkey

Download or read book Runners written by John C. Pelkey and published by AuthorHouse. This book was released on 2005-01 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: Shy Jon Perone is just getting by when an incident introduces him to the world of running. When he meets pretty Jennifer Carling, a new student in his school, he falls for her, hard. Overcoming his fear of everyone and everything to be in her life, he joins the track team and excels. Jennifer rewards his effort when she asks him to teach her how to run. However, a web of deceit and neglect rules Jennifer's life and snares Jon, ill equipped to handle both his emotions and the downward spiraling situations. Can Jon overcome the barriers of innocence, youth, and fear to succeed in life and find happiness with Jennifer? You'll have to read RUNNERS to find out.

Welcoming Children with Special Needs

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Author :
Publisher : Unitarian Universalist Association of Congregations
ISBN 13 : 9781558964792
Total Pages : 308 pages
Book Rating : 4.9/5 (647 download)

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Book Synopsis Welcoming Children with Special Needs by : Sally Patton

Download or read book Welcoming Children with Special Needs written by Sally Patton and published by Unitarian Universalist Association of Congregations. This book was released on 2004 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt:

LeBron James

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Publisher : LernerClassroom
ISBN 13 : 0822529548
Total Pages : 36 pages
Book Rating : 4.8/5 (225 download)

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Book Synopsis LeBron James by : Jeff Savage

Download or read book LeBron James written by Jeff Savage and published by LernerClassroom. This book was released on 2005-09-01 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduces the life and accomplishments of basketball star LeBron James.

Hard Time

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Publisher : Simon and Schuster
ISBN 13 : 1628739312
Total Pages : 320 pages
Book Rating : 4.6/5 (287 download)

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Book Synopsis Hard Time by : Shaun Attwood

Download or read book Hard Time written by Shaun Attwood and published by Simon and Schuster. This book was released on 2014-02-18 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Shaun Attwood was a millionaire day trader in Phoenix, Arizona, but his hedonistic lifestyle of drugs and parties came to an abrupt end in 2002 when a SWAT team broke down his door. Attwood found himself on remand in Maricopa Jail with a $750,000 cash bond and all of his assets seized. The nightmare was only just beginning as he was submerged in a jail in which rival gangs vied for control, crystal meth was freely available, and where breaking rules could result in beatings or death. Sheriff Joe Arpaio’s jails have the highest death rate in the United States. Hard Time is the harrowing yet darkly humorous account of the time Attwood spent submerged in a nightmarish world of gang violence and insect-infested cells, eating food unfit for animals. His remarkable story provides a revealing glimpse into the tragedy, brutality, comedy, and eccentricity of prison life.

Psychotherapy for Families after Brain Injury

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Publisher : Springer Science & Business
ISBN 13 : 1489980830
Total Pages : 499 pages
Book Rating : 4.4/5 (899 download)

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Book Synopsis Psychotherapy for Families after Brain Injury by : Pamela S. Klonoff

Download or read book Psychotherapy for Families after Brain Injury written by Pamela S. Klonoff and published by Springer Science & Business. This book was released on 2014-04-18 with total page 499 pages. Available in PDF, EPUB and Kindle. Book excerpt: Whether caused by illness, accident, or incident, brain injury requires multi-tiered resources for the patient and considerable external care and support. When recovery is sidelined by depression, anger, grief, or turmoil, family members and the support network have critical roles to play and need their own guidance and compassionate therapeutic interventions. Psychotherapy for Families after Brain Injury offers theoretical frameworks and eclectic techniques for working effectively with adult patients and their families at the initial, active and post-treatment phases of rehabilitation. This practical reference clarifies roles and relationships of the support network in interfacing with the loved one and addresses the understandably devastating and sometimes derailing emotions and psychosocial adversities. The content promotes psychoeducation and guided exercises, delineates “helpful hints” and coping tools and proffers multimedia resources to overcome hurdles. Constructs of awareness, acceptance and realism for all parties are woven throughout, along with ideas to enhance the support network’s commitment, adjustment, positivity, hope and longevity. Case excerpts, instructive quotes from caregivers and nuggets of clinical advice assist in analyzing these and other topics in salient detail: The impact of brain injury on different family members. Treatment themes in early family sessions. Family therapy for moderate to severe brain injury, concussion and postconcussion syndrome. Family therapy after organic brain injury: stroke, anoxia, tumor, seizure disorders. Family group treatment during active rehabilitation. End-of-life and existential considerations and positive aspects of care giving. Aftercare group therapy for long-term needs. The hands-on approach demonstrated in Psychotherapy for Families after Brain Injury will enhance the demanding work of a range of professionals, including neuropsychologists, clinical psychologists, rehabilitation psychologists, family therapists, marriage and family counselors, psychiatrists, behavioral/mental health counselors, clinical social workers, rehabilitation specialists such as speech-language pathologists, physical and occupational therapists, and graduate students in the helping professions.

Songman

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Publisher : iUniverse
ISBN 13 : 0595001629
Total Pages : 570 pages
Book Rating : 4.5/5 (95 download)

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Book Synopsis Songman by : Marilyn Wriede

Download or read book Songman written by Marilyn Wriede and published by iUniverse. This book was released on 2000-04 with total page 570 pages. Available in PDF, EPUB and Kindle. Book excerpt: “Let me in, let me in,” the Songman pleaded. What did these words mean? Kidnapped and tortured, Mary Meyers had no idea. Her only thought was to escape from the lyrical miscreant and his fiendish henchman, Dobson. When the opportunity came, Mary slipped away and traveled back home. Yet her house was cold, deserted. Too exhausted to leave, she huddled in a corner and fell asleep. Read McClaine discovered Mary’s frozen body late at night, and his only thought was to rush her to Bridgeport Hospital. However, upon reviving in the warmth of Read’s truck, Mary blatantly refused medical attention. What choice did he have but to take her to his cabin? Now Mary was warm, well-fed. If she could spend a few months in Read’s home and grow stronger, enhance her strange power, she could face the Songman again. Was there another reason she didn’t want to leave? Was she falling in love with Read McClaine, a man who detested marriage? It was time. The Songman was calling to her, willing her to return. Was she strong enough to defeat him? If she failed, her newfound friends would die, including the man she loved, Read McClaine.

The Judge

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Author :
Publisher :
ISBN 13 :
Total Pages : 960 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis The Judge by :

Download or read book The Judge written by and published by . This book was released on 1921 with total page 960 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Dandelions for Dinner

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Author :
Publisher : iUniverse
ISBN 13 : 1462056768
Total Pages : 443 pages
Book Rating : 4.4/5 (62 download)

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Book Synopsis Dandelions for Dinner by : Sam P. Stamatis

Download or read book Dandelions for Dinner written by Sam P. Stamatis and published by iUniverse. This book was released on 2011-12-22 with total page 443 pages. Available in PDF, EPUB and Kindle. Book excerpt: What happens to a family already on the brink of disaster when the world around them crumbles? Dandelions for Dinner presents a memoir set in the sleepy town of Gargaliani, Greece, spanning the last quarter of the nineteenth century through the Greek Civil War of the 1940s. Told through the eyes of a thirteen-year-old boy, it is an epic tale of youth, family, poverty, war, and unjust loss. It is also an uplifting story of how in the midst of calamity, survival is possible by using your head, taking your hits, and maintaining an undying faith. Though it is the tale of a family that is by all standards poor, Dandelions for Dinner demonstrates just how rich the poor can be when they have hope, faith, and love for one anotherwhen they maintain the lessons of their parents and forefathers, nurture a love of education, and never let up on their hope for freedom. This memoir is, above all, a story about the importance of Americanot only for those who live there, but also for all those who reside in the dark corners of faraway lands and dream of a better life. Over the course of their life together, any family will most assuredly experience both want and plenty, suffering and joy. Dandelions for Dinner is the surprising story of what remains when everything else is lost.

High Heels

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Publisher : Lulu.com
ISBN 13 : 1105441725
Total Pages : 309 pages
Book Rating : 4.1/5 (54 download)

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Book Synopsis High Heels by : Patricia Anne Healey

Download or read book High Heels written by Patricia Anne Healey and published by Lulu.com. This book was released on 2012-05-01 with total page 309 pages. Available in PDF, EPUB and Kindle. Book excerpt: Set in the 1950's in Westchester County, New York, High Heels begins as sixth-grader Dolores Morgan escapes from her tormented childhood at home by visiting the town library. Almost every afternoon, behind the stacks and all the way into the dimly backroom, she is not alone. It is in books that she finds friends from all over the world - David Copperfield, The Pathfinder, The Great Gatsby, The Count of Monte Cristo, and her little friend, Huw, as he works in the coal mines with his dad in How Green Was My Valley. She goes with Master David when he receives his beatings and he comes with her when she receives hers, and together, they learn endurance. From The Count of Monte Cristo, she learns the power that comes with being on time, and, from each of her fictional friends she takes solace, feels less alone and less afraid. Are fictional mentors and glorious daydreams enough to nurture her spirit through a family life filled with trauma? They have to be. She must prevail.