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The Valuation Of Option Contracts And A Test Of Market Efficiency
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Book Synopsis The Valuation of Option Contracts and a Test of Market Efficiency by : Der-Ann Hsu
Download or read book The Valuation of Option Contracts and a Test of Market Efficiency written by Der-Ann Hsu and published by . This book was released on 1975 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Valuation of Vacant Land Option Contracts and a Test of Market Efficiency by : James D. Shilling
Download or read book The Valuation of Vacant Land Option Contracts and a Test of Market Efficiency written by James D. Shilling and published by . This book was released on 1985 with total page 21 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Option Pricing by : Menachem Brenner
Download or read book Option Pricing written by Menachem Brenner and published by Free Press. This book was released on 1983 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis The Efficient Market Theory and Evidence by : Andrew Ang
Download or read book The Efficient Market Theory and Evidence written by Andrew Ang and published by Now Publishers Inc. This book was released on 2011 with total page 99 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Efficient Market Hypothesis (EMH) asserts that, at all times, the price of a security reflects all available information about its fundamental value. The implication of the EMH for investors is that, to the extent that speculative trading is costly, speculation must be a loser's game. Hence, under the EMH, a passive strategy is bound eventually to beat a strategy that uses active management, where active management is characterized as trading that seeks to exploit mispriced assets relative to a risk-adjusted benchmark. The EMH has been refined over the past several decades to reflect the realism of the marketplace, including costly information, transactions costs, financing, agency costs, and other real-world frictions. The most recent expressions of the EMH thus allow a role for arbitrageurs in the market who may profit from their comparative advantages. These advantages may include specialized knowledge, lower trading costs, low management fees or agency costs, and a financing structure that allows the arbitrageur to undertake trades with long verification periods. The actions of these arbitrageurs cause liquid securities markets to be generally fairly efficient with respect to information, despite some notable anomalies.
Book Synopsis Theory of Rational Option Pricing by : Robert C Merton
Download or read book Theory of Rational Option Pricing written by Robert C Merton and published by Legare Street Press. This book was released on 2022-10-27 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work is in the "public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Download or read book S. Ganesan, Justin Paul written by and published by Allied Publishers. This book was released on with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Test of Market Efficiency of Gold Option Pricing Based on Put-call Parity Model by : Wee Kwang Han
Download or read book Test of Market Efficiency of Gold Option Pricing Based on Put-call Parity Model written by Wee Kwang Han and published by . This book was released on 1988 with total page 90 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Understanding Options by : Rob Quail
Download or read book Understanding Options written by Rob Quail and published by John Wiley & Sons. This book was released on 1995-02-28 with total page 420 pages. Available in PDF, EPUB and Kindle. Book excerpt: It's not hard to understand why options trading continues to growin popularity, especially among sophisticated investors with largestock portfolios. Options are a cheaper and therefore, inherentlyless risky way of speculating on the price movements of stocks orother under-lying goods, yet, due to their volatility, they providemore price action per dollar than do stocks. And, when traded inconjunction with stock portfolios, options can significantlyenhance an investor's ability to manipulate the risk and returncharacteristics of their entire investment. Yet, despite these andother advantages of options, many investors shy away from thishighly lucrative type of speculation because of the seemingimpenetrability of many of its underlying concepts and technicalprinciples. Now in a book that demystifies options for financial professionals,Professor Robert W. Kolb, one of the nation's leading authoritieson the subject, provides readers with a solid grounding in theprinciples and practices of options trading. An excellent resourcefor investors who need to quickly get up to speed in options,Understanding Options offers a balanced presentation that buildsswiftly from the most basic concepts and terms to advanced tradingstrategies and techniques. Written in plain English and filled withreal-life examples and case studies, it schools readers in: * All essential terms, concepts, principles, and practices * Popular trading techniques and their payoffs * Option strategies * Option hedging * Formal trading models, including the Binomial and Merton models * Options on stock indexes, foreign currency, and futures * Option pricing in both the American and European markets * The options approach to corporate securities * And much more Concise yet comprehensive, authoritative yet highly accessible,Understanding Options gives you everything you need to feel rightat home in the lucrative world of options. Comprehensive, practical, authoritative--the fastest, mostaccessible route to the lucrative world of options From the basics of what an option is to advanced techniques forprofiting from options in a variety of markets, UnderstandingOptions covers all the bases. Written by a leading internationalauthority on options trading, this practical, hands-on guide offersdetailed, step-by-step coverage of option trading techniques andtheir payoffs, option strategies, European and American optionpricing, option hedging, and much more. It also explores options onstock indexes, foreign currency, and futures, and takes a closelook at the options approach to corporate securities. A concise, yet comprehensive, introduction to options for financialprofessionals * Gets you quickly up and running with all the essential knowledgeyou need to break into the options markets * Featuring a balanced presentation that moves swiftly from basicterms and concepts to advanced trading models * Packed with easy-to-follow examples and case studies that lucidlyillustrate all points covered
Book Synopsis Handbook of the Economics of Finance by : G. Constantinides
Download or read book Handbook of the Economics of Finance written by G. Constantinides and published by Elsevier. This book was released on 2003-11-04 with total page 698 pages. Available in PDF, EPUB and Kindle. Book excerpt: Volume 1B covers the economics of financial markets: the saving and investment decisions; the valuation of equities, derivatives, and fixed income securities; and market microstructure.
Download or read book Derivatives written by Keith Cuthbertson and published by John Wiley & Sons. This book was released on 2019-10-10 with total page 1086 pages. Available in PDF, EPUB and Kindle. Book excerpt: Three experts provide an authoritative guide to the theory and practice of derivatives Derivatives: Theory and Practice and its companion website explore the practical uses of derivatives and offer a guide to the key results on pricing, hedging and speculation using derivative securities. The book links the theoretical and practical aspects of derivatives in one volume whilst keeping mathematics and statistics to a minimum. Throughout the book, the authors put the focus on explanations and applications. Designed as an engaging resource, the book contains commentaries that make serious points in a lighthearted manner. The authors examine the real world of derivatives finance and include discussions on a wide range of topics such as the use of derivatives by hedge funds and the application of strip and stack hedges by corporates, while providing an analysis of how risky the stock market can be for long-term investors, and more. To enhance learning, each chapter contains learning objectives, worked examples, details of relevant finance blogs technical appendices and exercises.
Book Synopsis Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk by : Fahed Mostafa
Download or read book Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk written by Fahed Mostafa and published by Springer. This book was released on 2017-02-28 with total page 177 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book demonstrates the power of neural networks in learning complex behavior from the underlying financial time series data. The results presented also show how neural networks can successfully be applied to volatility modeling, option pricing, and value-at-risk modeling. These features mean that they can be applied to market-risk problems to overcome classic problems associated with statistical models.
Book Synopsis Risk Neutral Pricing and Financial Mathematics by : Peter M. Knopf
Download or read book Risk Neutral Pricing and Financial Mathematics written by Peter M. Knopf and published by Elsevier. This book was released on 2015-07-29 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: Risk Neutral Pricing and Financial Mathematics: A Primer provides a foundation to financial mathematics for those whose undergraduate quantitative preparation does not extend beyond calculus, statistics, and linear math. It covers a broad range of foundation topics related to financial modeling, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, and term structure models, along with related valuation and hedging techniques. The joint effort of two authors with a combined 70 years of academic and practitioner experience, Risk Neutral Pricing and Financial Mathematics takes a reader from learning the basics of beginning probability, with a refresher on differential calculus, all the way to Doob-Meyer, Ito, Girsanov, and SDEs. It can also serve as a useful resource for actuaries preparing for Exams FM and MFE (Society of Actuaries) and Exams 2 and 3F (Casualty Actuarial Society). Includes more subjects than other books, including probability, discrete and continuous time and space valuation, stochastic processes, equivalent martingales, option pricing, term structure models, valuation, and hedging techniques Emphasizes introductory financial engineering, financial modeling, and financial mathematics Suited for corporate training programs and professional association certification programs
Book Synopsis Financial Engineering and Computation by : Yuh-Dauh Lyuu
Download or read book Financial Engineering and Computation written by Yuh-Dauh Lyuu and published by Cambridge University Press. This book was released on 2002 with total page 654 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.
Book Synopsis Technology Buyouts by : Tilmann Pohlhausen
Download or read book Technology Buyouts written by Tilmann Pohlhausen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt: Tilman E. Pohlhausen explains why buyouts of companies in the technology sector have barely taken place and why this is changing. He shows how the attractiveness of a buyout target can be estimated, what makes analyzing technology buyouts different from traditional buyouts, and why there might be opportunities for private equity investors in the European technology markets.
Book Synopsis Business Economics and Finance with MATLAB, GIS, and Simulation Models by : Patrick L. Anderson
Download or read book Business Economics and Finance with MATLAB, GIS, and Simulation Models written by Patrick L. Anderson and published by CRC Press. This book was released on 2004-07-27 with total page 499 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book takes recent theoretical advances in Finance and Economics and shows how they can be implemented in the real world. It presents tactics for using mathematical and simulation models to solve complex tasks of forecasting income, valuing businesses, predicting retail sales, and evaluating markets and tax and regulatory problems. Busine
Download or read book Corporate Finance written by Pascal Quiry and published by John Wiley & Sons. This book was released on 2011-09-26 with total page 1027 pages. Available in PDF, EPUB and Kindle. Book excerpt: Rev. ed. of: Corporate finance: theory and practice / Pierre Vernimmen. 2005.
Book Synopsis The Blackwell Cultural Economy Reader by : Ash Amin
Download or read book The Blackwell Cultural Economy Reader written by Ash Amin and published by John Wiley & Sons. This book was released on 2008-04-15 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Reader brings together the exciting and innovative work that has appeared in the last 10 years in the growing field of cultural economy. Brings together exciting and innovative work from the last ten years in the emerging field of cultural economy. Contains a substantial introduction by the editors on the main strands and history of the cultural economy approach. Shows how the pursuit of prosperity always involves multiple and hybrid orderings that cannot be reduced to either the terms culture or economy. Shows that thinking about cultural economy is both a substantive task and a valuable contribution to knowledge. Material is organised around different links in the value chain.