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Cover -- Title Page -- Copyright -- Contents -- Preface -- Acknowledgments -- About the Author -- Chapter 1 Volatility and Options -- 1.1 What Is an Option? -- 1.2 Options Are Bets on Volatility -- 1.3 Option Premiums and Breakevens -- 1.3.1 Understanding Option Premiums -- 1.3.2 Relation...
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option early -- 3.11 Comparison of put options, call options, and forwards -- Key Points -- Part Two: Pricing and Valuation … distribution function -- 4.8 The z-score -- Key Points -- Chapter 5: Introduction to Pricing and Valuation -- Introduction. …
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Written by an experienced trader and consultant, Frans de Weert's Exotic Options Trading offers a risk-focused approach to the pricing of exotic options. By giving readers the necessary tools to understand exotic options, this book serves as a manual to equip the reader with the skills to price...
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have replaced it. It is also a book about the principles of financial valuation and how to apply them." … or skew, which practitioners refer to as the smile, and which the model cannot explain. Option valuation is not a solved … it. It is also a book about the principles of financial valuation and how to apply them. Celebrated author and quant …
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"Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk managementTo an equity … to dealing with them from a valuation and risk management point of view. Describes a unique, quantitative approach to … hybrid valuation and risk management that uses new structural and multi-factor models Provides strategies for the full range …
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