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The Mathematics of Options : Quantifying Derivative Price, Payoff, Probability, and Risk
Thomsett, Michael C. - 2017
world that demands quantification. It serves as a valuable reference for advanced methods of evaluating issues of pricing … Fundamental and Technical Analysis -- Chapter3 Pricing of the Option -- Chapter 4 The Dividend Effect -- Chapter5 Return … Payoff: Saddles -- Chapter9 Probability and Risk -- Chapter10 Option Pricing Models -- Chapter11 Alternatives to Pricing …
Persistent link: https://www.econbiz.de/10012397291
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A Time Series Approach to Option Pricing : Models, Methods and Empirical Performances
Chorro, Christophe - 2015
pricing models. The reader then learns what it takes to understand and implement these option pricing models based on time …
Persistent link: https://www.econbiz.de/10012401993
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Handbook of Quantitative Finance and Risk Management
Lee, Cheng F. - 2010
and Option Pricing Theory -- Risk Management -- Theory, Methodology, and Applications …. Volume 2 covers options and option pricing theory and risk management. Volume 3 presents a wide variety of models and … Strategies - Review of Theory and Empirical Studies" Gurdip Bakshi, Charles Cao, and Zhiwu Chen on "Option Pricing and Hedging …
Persistent link: https://www.econbiz.de/10013522707
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Relational Supply Contracts : Optimal Concessions in Return Policies for Continuous Quality Improvements
Höhn, Michaela Isabel - 2010
Literature Review on Supply Chain Contracts -- Relational Contracts -- Relational Contracts and Optimal Quantity Flexibility -- Relational Contracts and Optimal Buy-Back Price -- QF vs. Buy-Back Contract in Buyer-Supplier Relationships -- Case Study: Supplier Relationship Management at...
Persistent link: https://www.econbiz.de/10013521303
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Options Installment Strategies : Long-Term Spreads for Profiting from Time Decay
Thomsett, Michael C. - 2018
An “installment strategy” in its most basic form, combines two options, one long-term position and one short-term. This strategy is designed as a conservative, no-cost method to either eliminate risk for future trading when stock is owned; or to fix the price for a future purchase of the...
Persistent link: https://www.econbiz.de/10012397015
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The Complete Options Trader : A Strategic Reference for Derivatives Profits
Thomsett, Michael C. - 2018
Options traders rely on a vast array of information concerning probability, risk, strategy components, calculations, and trading rules. Traders at all levels, as well as portfolio managers, must refer to numerous print and online sources, each source only providing part of the information they...
Persistent link: https://www.econbiz.de/10012397614
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Energy Investments : An Adaptive Approach to Profiting from Uncertainties
Barcelona, Ricardo G. - 2017
‘Ricardo Barcelona addresses the thornier issues of energy strategy. In this book he moves from the certainties assured by financial modelling to explore the tough questions that astute practitioners ask themselves - why do things never turn out as they were projected? Is energy strategy...
Persistent link: https://www.econbiz.de/10012397767
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Advanced Simulation-Based Methods for Optimal Stopping and Control : With Applications in Finance
Belomestny, Denis; Schoenmakers, John - 2018
This is an advanced guide to optimal stopping and control, focusing on advanced Monte Carlo simulation and its application to finance. Written for quantitative finance practitioners and researchers in academia, the book looks at the classical simulation based algorithms before introducing some...
Persistent link: https://www.econbiz.de/10012398321
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Derivate auf Alternative Investments : Konstruktion und Bewertungsmöglichkeiten
Hoppe, Christian - 2005 - Gabler Edition Wissenschaft
Alternative Investments, die sich durch ihr Streben nach marktphasenunabhängigen, absoluten Renditen auszeichnen, sind in den letzten Jahren verstärkt in den Fokus institutioneller Investoren gerückt. Damit erhalten auch die angebotenen Produktstrukturen auf Hedgefonds und Private Equity...
Persistent link: https://www.econbiz.de/10013517349
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Pricing of Bond Options : Unspanned Stochastic Volatility and Random Field Models
Repplinger, Detlef (contributor); Fandel, G. (contributor);  … - 2008
deterministic correlation structure between bond prices of different terms. Then the pricing of bond options is done either by …
Persistent link: https://www.econbiz.de/10013521005