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Valuation Of Early Exercise Premium On Currency Options
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Book Synopsis A Currency Options Primer by : Shani Shamah
Download or read book A Currency Options Primer written by Shani Shamah and published by John Wiley & Sons. This book was released on 2004-04-21 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt: A quick and concise guide to currency options An understanding of currency options is essential for those working in investment and foreign exchange. A Currency Options Primer sets out to give readers a clear guide to how the currency option market functions, offering practical advice on mastering the necessary components and concepts for fully understanding the workings of this market.
Book Synopsis Valuing Early Stage and Venture-Backed Companies by : Neil J. Beaton
Download or read book Valuing Early Stage and Venture-Backed Companies written by Neil J. Beaton and published by John Wiley & Sons. This book was released on 2010-03-29 with total page 229 pages. Available in PDF, EPUB and Kindle. Book excerpt: Valuing Early Stage and Venture-Backed Companies Unique in the overall sphere of business valuation, the valuing of early stage and venture-backed companies lacks the traditional metrics of cash flow, earnings, or even revenue at times. But without these metrics, traditional discounted cash flow models and comparison to public markets or private transactions take on less relevance, calling for a more "experiential" valuation approach. In a straightforward, no-nonsense manner, the mystique surrounding the valuation of early stage and venture-backed companies is now unveiled. With an emphasis on applications and models, Valuing Early Stage and Venture-Backed Companies shows the most effective way for your company to prepare and present its valuations. Featuring contributed chapters by a panel of top valuation experts, this book dispels improper valuation techniques promulgated by unknowing business appraisers and answers your key questions about valuation theory and which tools you need to successfully apply in your specific situation. Here, you'll find out more about various valuation techniques, including: "Back solving" valuation Modified cost approach Option pricing model Probability-weighted expected returns model Asian puts New data on discounts for lack of marketability Detailed and hands-on, Valuing Early Stage and Venture-Backed Companies equips you with broad foundational data on the venture capital industry, as well as in-depth analyses of distinct early stage company valuation approaches. Performing valuations for your early stage company requires an understanding of the special circumstances faced by your organization. With ample examples of generally accepted allocation models with complex capital structures common to early stage companies, Valuing Early Stage and Venture-Backed Companies mixes real-life experience with deep technical expertise to equip you with the complete, user-friendly resource you'll turn to often in valuing your early stage or venture-backed company.
Author :Christian Pierdzioch Publisher :Springer Science & Business Media ISBN 13 :9783540427452 Total Pages :232 pages Book Rating :4.4/5 (274 download)
Book Synopsis Noise Trading, Central Bank Interventions, and the Informational Content of Foreign Currency Options by : Christian Pierdzioch
Download or read book Noise Trading, Central Bank Interventions, and the Informational Content of Foreign Currency Options written by Christian Pierdzioch and published by Springer Science & Business Media. This book was released on 2001-12-06 with total page 232 pages. Available in PDF, EPUB and Kindle. Book excerpt: A flexible instrument to insure against adverse exchange rate movements are options on foreign currency. Often a relatively simple foreign currency option valuation model is used to address issues related to the pricing and hedging of such options. The results of many empirical studies document that real-world foreign currency option premia deviate from those predicted by the baseline model. In the first part of the book, it is shown that a noise trader model can help to explain the observed mispricing of the baseline foreign currency option pricing model. In the second part of the book, it is studied how policymakers can exploit the pricing errors of the baseline model. In particular, it is examined how option pricing theory can be applied to assess the effectiveness of central bank interventions in the foreign exchange market. To this end, a model is constructed to analyze the effectiveness of the interventions conducted by the Deutsche Bundesbank during the Louvre period.
Book Synopsis Currency Derivatives by : David F. DeRosa
Download or read book Currency Derivatives written by David F. DeRosa and published by John Wiley & Sons. This book was released on 1998-09-07 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mit über einer Billion US Dollar Umsatz stellt der Devisenhandel weltweit den größten Markt dar. In diesem Markt sind Währungsderivate zu einem bevorzugten Handelsinstrument geworden, das von Großbanken, Brokerhäusern, Hedge Funds (spekulativ ausgerichteter Fonds, der mit Hilfe von Derivaten seine Gewinne zu optimieren versucht) und Handelsberatern eingesetzt wird. Zwar sind diese Instrumente heute komplexer denn je, aber sie sind ein unverzichtbares Mittel des Risikomanagements im Devisenhandel. Herausgegeben von führenden Devisenhändlern und Analysten, ist dieses Buch Basislektüre für jeden, der sich in diesem Bereich bewegt. Eine Sammlung der 20 besten und meist zitierten Beiträge zu Währungsderivaten, Preistheorie und Anwendungen von Hedging-Methoden (10/98)
Book Synopsis American Put Options by : Donna Salopek
Download or read book American Put Options written by Donna Salopek and published by CRC Press. This book was released on 1997-03-15 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: An American put option gives its owner the right to sell a share of stock at a given specified price on or before a given date. This book provides a detailed comparison of recent works on the American put option from both theoretical and computational approaches.
Book Synopsis Risk Management, Speculation, and Derivative Securities by : Geoffrey Poitras
Download or read book Risk Management, Speculation, and Derivative Securities written by Geoffrey Poitras and published by Academic Press. This book was released on 2002-06-10 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presenting an integrated explanation of speculative trading and risk management from the practitioner's point of view, "Risk Management, Speculation, and Derivative Securities" is a standard text on financial risk management that departs from the perspective of an agent whose main concerns are pricing and hedging derivatives.
Book Synopsis Mathematical Methods for Foreign Exchange by : Alexander Lipton
Download or read book Mathematical Methods for Foreign Exchange written by Alexander Lipton and published by World Scientific. This book was released on 2001 with total page 702 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive book presents a systematic and practically oriented approach to mathematical modeling in finance, particularly in the foreign exchange context. It describes all the relevant aspects of financial engineering, including derivative pricing, in detail. The book is self-contained, with the necessary mathematical, economic, and trading background carefully explained. In addition to the lucid treatment of the standard material, it describes many original results. The book can be used both as a text for students of financial engineering, and as a basic reference for risk managers, traders, and academics.
Book Synopsis Trading in Oil Futures and Options by : Sally Clubley
Download or read book Trading in Oil Futures and Options written by Sally Clubley and published by Elsevier. This book was released on 1998-09-14 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt: Trading in oil futures and options is an introduction to price risk management in the worldwide oil industry. With numerous practical examples, it requires no prior knowledge and should be read by everyone involved in the industry.Although aimed primarily at those new to risk management it will also provide a useful theoretical background to more experienced managers and it will show those in other markets how the oil industry uses futures and other derivatives.This book concentrates on all the risk management tools available to everyone from crude oil producer to refined product consumer and explains the theory of futures, exchange options and over the counter trading.
Book Synopsis Handbook of Short Selling by : Greg N. Gregoriou
Download or read book Handbook of Short Selling written by Greg N. Gregoriou and published by Academic Press. This book was released on 2011-09-28 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive examination of short selling, which is a bet on stocks declining in value, explores the ways that this strategy drives financial markets. Its focus on short selling by region, its consideration of the history and regulations of short selling, and its mixture of industry and academic perspectives clarify the uses of short selling and dispel notions of its destructive implications. With contributions from around the world, this volume sheds new light on the ways short selling uncovers market forces and can yield profitable trades. Combines academic and professional research on short selling in all major financial markets Emphasizes details about strategies, implementations, regulation, and tax advantages Chapters provide summaries for readers who want up-to-date maps of subject landscapes
Book Synopsis Derivatives, Risk Management & Value by : Mondher Bellalah
Download or read book Derivatives, Risk Management & Value written by Mondher Bellalah and published by World Scientific. This book was released on 2010 with total page 996 pages. Available in PDF, EPUB and Kindle. Book excerpt: 19.1. Numerical analysis and simulation techniques : an introduction to finite difference methods. 19.2. Application to European options on non-dividend paying stocks. 19.3. Valuation of American options with a composite volatility. 19.4. Simulation methods : Monte-Carlo method. ch. 20. Numerical methods and partial differential equations for European and American derivatives with complete and incomplete information. 20.1. Valuation of American calls on dividend-paying stocks. 20.2. American puts on dividend-paying stocks. 20.3. Numerical procedures in the presence of information costs : applications. 20.4. Convertible bonds. 20.5. Two-factor interest rate models and bond pricing within information uncertainty. 20.6. CBs pricing within information uncertainty -- pt. VIII. Exotic derivatives. ch. 21. Risk management : exotics and second-generation options. 21.1. Exchange options. 21.2. Forward-start options. 21.3. Pay-later options. 21.4. Simple chooser options. 21.5. Complex choosers. 21.6. Compound options. 21.7. Options on the maximum (minimum). 21.8. Extendible options. 21.9. Equity-linked foreign exchange options and quantos. 21.10. Binary barrier options. 21.11. Lookback options. ch. 22. Value at risk, credit risk, and credit derivatives. 22.1. VaR and riskmetrics : definitions and basic concepts. 22.2. Statistical and probability foundation of VaR. 22.3. A more advanced approach to VaR. 22.4. Credit valuation and the creditmetrics approach. 22.5. Default and credit-quality migration in the creditmetrics approach. 22.6. Credit-quality correlations. 22.7. Portfolio management of default risk in the Kealhofer, McQuown and Vasicek (KMV) approach. 22.8. Credit derivatives : definitions and main concepts. 22.9. The rating agencies models and the proprietary models.
Book Synopsis The Dark Side of Valuation by : Aswath Damodaran
Download or read book The Dark Side of Valuation written by Aswath Damodaran and published by FT Press. This book was released on 2001 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: Concurrent with the rise of technology companies, particularly dot.coms. there has been a disquiet among investors. Just what is their worth? How do you assess them as an investor? This book, by Damodaran, who is considered the world's leading authority on valuation, answers these questions and more.
Book Synopsis Trading in the Global Currency Markets by : Cornelius Luca
Download or read book Trading in the Global Currency Markets written by Cornelius Luca and published by Penguin. This book was released on 2007 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: An expert in the field of international investment furnishes an updated guide to the lucrative but complex world of foreign currency exchange markets for investors of all levels that covers such topics as different types of currency, market forces, emerging technologies, and more.
Book Synopsis International Financial Markets by : Alan L. Tucker
Download or read book International Financial Markets written by Alan L. Tucker and published by . This book was released on 1991 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Pricing Options with Futures-Style Margining by : Alan White
Download or read book Pricing Options with Futures-Style Margining written by Alan White and published by Routledge. This book was released on 2014-02-04 with total page 224 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book examines the applicability of a relatively new and powerful tool, genetic adaptive neural networks, to the field of option valuation. A genetic adaptive neural network model is developed to price option contracts with futures-style margining. This model is capable of estimating complex, non-linear relationships without having prior knowledge of the specific nature of the relationships. Traditional option pricing models require that the researcher or practitioner specify the distribution of the underlying asset. In addition, the methodology is able to easily accommodate additional inputs(something that cannot be preformed with existing models. Since 1973, options on stock have been traded on organized exchanges in the United States. An option on a stock gives the option owner the right to buy or sell the stock for a pre-set price.. Since the introduction of stock options, the options market has experienced tremendous growth and has spawned even more exotic types of derivative securities. Obviously, valuing these securities is an issue of great importance to investors and hedgers in the financial marketplace. Existing pricing models produce systematic pricing errors and new models have to be developed for options with differing characteristics. The genetic adaptive neural network is found to provide more accurate valuation than a traditional option pricing model when applied to the 3-month Eurodollar futures-option contract traded on the London International Financial Futures and Options Exchange.
Book Synopsis FUNDAMENTALS OF INTERNATIONAL FINANCIAL MANAGEMENT, SECOND EDITION by : KEVIN, S.
Download or read book FUNDAMENTALS OF INTERNATIONAL FINANCIAL MANAGEMENT, SECOND EDITION written by KEVIN, S. and published by PHI Learning Pvt. Ltd.. This book was released on 2022-10-01 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Second Edition of the book explains, with precision and clarity, the basic concepts, theories and practices of international financial management. As international transactions form an integral part of economic activities in the modern globalized economic environment, practising managers need to know the fundamentals of international finance. And this book, written by Professor S. Kevin, who has a rich and long experience in teaching international finance, eminently fulfils this need. The book begins with an explanation of the exchange rate mechanism of foreign currencies, factors influencing exchange rate fluctuations, and the trading mechanism in foreign exchange markets. As currency forwards, futures, options and swaps are the instruments of currency derivatives used as hedging and speculative tools, the book goes on to give a detailed description of the use of currency derivatives for hedging as well as speculative functions. It contains an analysis of international financial institutions and their functioning, the participants and instruments of global financial markets where international funds are raised, the many uses of international funds in the form of portfolio investments, and direct investments in host countries. The book is primarily intended as a text for postgraduate students of commerce and management, chartered accountancy (CA) and chartered financial analysis (CFA). It would also be of immense value to practising professionals in the field of international finance. KEY FEATURES • Illustrates the concepts with the help of examples, figures and tables. • Clearly explains risk management tools and techniques. • Discusses the role of international financial institutions in the global financial market. • Is a handy text for self-study. ADDITIONS IN SECOND EDITION • Exchange rates have been revised to current levels • Two new chapters on ‘International Projects and Portfolios’ and ‘ Practices and Problems of International Financial Management’ have been added
Book Synopsis Mathematical Methods for Financial Markets by : Monique Jeanblanc
Download or read book Mathematical Methods for Financial Markets written by Monique Jeanblanc and published by Springer Science & Business Media. This book was released on 2009-10-13 with total page 754 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematical finance has grown into a huge area of research which requires a large number of sophisticated mathematical tools. This book simultaneously introduces the financial methodology and the relevant mathematical tools in a style that is mathematically rigorous and yet accessible to practitioners and mathematicians alike. It interlaces financial concepts such as arbitrage opportunities, admissible strategies, contingent claims, option pricing and default risk with the mathematical theory of Brownian motion, diffusion processes, and Lévy processes. The first half of the book is devoted to continuous path processes whereas the second half deals with discontinuous processes. The extensive bibliography comprises a wealth of important references and the author index enables readers quickly to locate where the reference is cited within the book, making this volume an invaluable tool both for students and for those at the forefront of research and practice.
Book Synopsis Trading and Pricing Financial Derivatives by : Patrick Boyle
Download or read book Trading and Pricing Financial Derivatives written by Patrick Boyle and published by Walter de Gruyter GmbH & Co KG. This book was released on 2018-12-17 with total page 273 pages. Available in PDF, EPUB and Kindle. Book excerpt: Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Investors who are interested in deepening their knowledge of derivatives of all kinds will find this book to be an invaluable resource. The book is also useful in a very applied course on derivative trading. The authors delve into the history of options pricing; simple strategies of options trading; binomial tree valuation; Black-Scholes option valuation; option sensitivities; risk management and interest rate swaps in this immensely informative yet easy to comprehend work. Using their vast working experience in the financial markets at international investment banks and hedge funds since the late 1990s and teaching derivatives and investment courses at the Master's level, Patrick Boyle and Jesse McDougall put forth their knowledge and expertise in clearly explained concepts. This book does not presuppose advanced mathematical knowledge, though it is presented for completeness for those that may benefit from it, and is designed for a general audience, suitable for beginners through to those with intermediate knowledge of the subject.
