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Options volatility trading, Warner, Adam

Options volatility trading

Автор: Warner, Adam
Название:  Options volatility trading
Издательство: McGraw-Hill
Классификация:
Финансы

ISBN: 0071629653
ISBN-13(EAN): 9780071629652
ISBN: 0-07-162965-3
ISBN-13(EAN): 978-0-07-162965-2
Обложка/Формат: Hardback
Страницы: 304
Вес: 0.566 кг.
Дата издания: 01.11.2009
Язык: ENG
Размер: 23.67 x 16.10 x 2.41 cm
Читательская аудитория: Professional & vocational
Подзаголовок: Strategies for profiting from market swings
Рейтинг:
Поставляется из: Англии
Описание: Research and floor-level knowledge of how volatile markets behave and how to best profit from them
Описание: Options Volatility Trading educates novice to intermediate investors on the nuances of the volatility index (VIX), the psychology behind it, and the best strategies to employ during dramatic market shifts. It provides a solid grounding in historical volatility patterns, distortions created by market noise, and how to use tools other than VIX.

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Склад Америка: 110шт.  
При оформлении заказа до: 6 окт 2017
Ориентировочная дата поставки: 25 окт 2017
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Handbook of Volatility Models and Their Applications

Автор: Bauwens
Название: Handbook of Volatility Models and Their Applications
ISBN: 0470872519 ISBN-13(EAN): 9780470872512
Издательство: Wiley
Цена: 12056 р.
Наличие на складе: Поставка под заказ.
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Financial models with levy processes and volatility clustering

Автор: Rachev, Svetlozar T. Kim, Young Shim Bianchi, Mich
Название: Financial models with levy processes and volatility clustering
ISBN: 0470482354 ISBN-13(EAN): 9780470482353
Издательство: Wiley
Цена: 7920 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.
Описание: In this book, authors Rachev, Kim, Bianchi, and Fabozzi present readers with the notions of risk and their corresponding performance measures.  They cover a wide range of applications to financial risk management and share with readers how to implement the applications they bring forth using professional software.  Further, they introduce statistical and econometric frameworks for readers to use in modeling asset returns for large financial portfolios, techniques absolutely necessary in todays volatile markets.  In addition to theory and application, the authors give readers a host of new approaches to portfolio optimization and trading strategies.  They provide methods for computational finance; methods that are extremely useful to financial risk analysts, portfolio managers, and finance professionals.  The authors fully cover Stochastic Processes, Continuous Market Models, Discrete Market Models with Volatility Clustering, Option Pricing in Exponential Tempered Stable Models, GARCH Models, Parameter Estimations, and much more.
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Semiparametric Modeling of Implied Volatility

Автор: Fengler Matthias R.
Название: Semiparametric Modeling of Implied Volatility
ISBN: 3540262342 ISBN-13(EAN): 9783540262343
Издательство: Springer
Цена: 4388 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.
Описание: The implied volatility surface is a key financial variable for the pricing and the risk management of plain vanilla and exotic options portfolios alike. Consequently, statistical models of the implied volatility surface are of immediate importance in practice: they may appear as estimates of the current surface or as fully specified dynamic models describing its propagation through space and time.This book fills a gap in the financial literature by bringing together both recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces: the first part of the book is devoted to smile-consistent pricing appoaches. The theory of implied and local volatility is presented concisely, and vital smile-consistent modeling approaches such as implied trees, mixture diffusion, or stochastic implied volatility models are discussed in detail. The second part of the book familiarizes the reader with estimation techniques that are natural candidates to meet the challenges in implied volatility modeling, such as the rich functional structure of observed implied volatility surfaces and the necessity for dimension reduction: non- and semiparametric smoothing techniques.The book introduces Nadaraya-Watson, local polynomial and least squares kernel smoothing, and dimension reduction methods such as common principle components, functional principle components models and dynamic semiparametric factor models. Throughout, most methods are illustrated with empirical investigations, simulations and pictures.
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Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition

Автор: Natenberg Sheldon
Название: Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition
ISBN: 0071818774 ISBN-13(EAN): 9780071818773
Издательство: McGraw-Hill
Цена: 5103 р.
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Inside Volatility Arbitrage: The Secrets of Skewness

Автор: Alireza Javaheri
Название: Inside Volatility Arbitrage: The Secrets of Skewness
ISBN: 0471733873 ISBN-13(EAN): 9780471733874
Издательство: Wiley
Цена: 5280 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.
Описание: A groundbreaking new work on assessing volatility using financial econometrics to trade against "skewness" scenarios
Today's traders want to know when volatility is a sign that the sky is falling (and they should stay out of the market), and when it is a sign of a possible trading opportunity. Inside Volatility Arbitrage can help them do this. Author and financial expert Alireza Javaheri uses the classic approach to evaluating volatilitytime series and financial econometricsin a way that he believes is superior to methods presently used by market participants. He also suggests that there may be "skewness" trading opportunities that can be used to trade the markets more profitably. Filled with in-depth insight and expert advice, Inside Volatility Arbitrage will help traders discover when "skewness" may present valuable trading opportunities as well as why it can be so profitable.
ALEZA JAVAHERI, (New York, NY) PhD, CFA is an adjunct researcher in the finance and economics department of Ecole des Mines de Paris. He has worked in the financial industry for many years including in Citigroup, Lehman Brothers and Goldman Sachs. He has written numerous articles in various financial journals.

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The Volatility Course

Автор: George A. Fontanills
Название: The Volatility Course
ISBN: 0471398160 ISBN-13(EAN): 9780471398165
Издательство: Wiley
Цена: 4620 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.
Описание: It takes a special set of trading skills to thrive in today's intensely volatile markets, where point swings of plus or minus 200 points can occur on a weekly, sometimes daily, basis. The Volatility Course arms stock and options traders with those skills. George Fontanills and Tom Gentile provide readers with a deeper understanding of market volatility and the forces that drive it. They develop a comprehensive road map detailing how to identify its ups and downs. And they describe proven strategies and tools for quantifying volatility and confidently developing plans tailored to virtually any given market condition. Thempanion workbook provides step--by--step exercises to help you master the strategies outlined in The Volatility Course before putting them into action in the markets.
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The Prudent Investor`s Guide to Hedge Funds: Profiting from Uncertainty and Volatility

Автор: James P. Owen
Название: The Prudent Investor`s Guide to Hedge Funds: Profiting from Uncertainty and Volatility
ISBN: 0471323365 ISBN-13(EAN): 9780471323365
Издательство: Wiley
Цена: 3740 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.
Описание: Hedge funds are typically thought of as highly risky investments. Not so. In fact, some hedge funds are among the most conservative investments you can make. While speculative, high-flying hedge funds make the headlines, others quietly go about the work of crafting unique investment strategies and hedging portfolios against market risk. This much-needed book shows why affluent investors who want to be financially secure through retirement should know about hedge funds. Its blend of facts, practical tips, and personal insights takes the mystery out of this often misunderstood investment vehicle and reveals the critical questions to ask before you invest. James P. Owen (Santa Barbara, CA) has more than 30 years of experience in the investment management industry and is Senior Vice President of Broadmark Asset Management. Previously he was President of JPO Inc. and a partner with NWQ Investment Management Company. He is co-founder of the Investment Management Consultants Associatn (IMCA); author of the financial bestseller, The Prudent Investor: The Definitive Guide to Professional Investment Management; and was associate producer of the PBS television series,Beyond Wall Street: The Art of Investing
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Keene on the Market + Video: Trade to Win Using Unusual Options Activity, Volatility, and Earnings

Автор: Keene Andrew
Название: Keene on the Market + Video: Trade to Win Using Unusual Options Activity, Volatility, and Earnings
ISBN: 1118590767 ISBN-13(EAN): 9781118590768
Издательство: Wiley
Цена: 5720 р.
Наличие на складе: Поставка под заказ.
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Risk On, Risk Off: Volatility Trading Strategies to Enhance Portfolio Performance

Автор: McCarty
Название: Risk On, Risk Off: Volatility Trading Strategies to Enhance Portfolio Performance
ISBN: 1118151410 ISBN-13(EAN): 9781118151419
Издательство: Wiley
Цена: 4400 р.
Наличие на складе: Поставка под заказ.
Описание: Trading and hedging volatility an increasingly important topic in the wake of the 2008 financial crisis. Trading Volatility in Risky Markets will discuss how active traders can profit from the profusion of new volatility-based products and how money managers can smooth their returns by hedging volatility risk. Author Michael McCarty explains traditional and new measures of volatility; the structure and mechanics of new volatility tools; and how these tools can be used by different levels of market participants to invest, trade, and hedge more effectively. While the history of trading of volatility-based instruments is brief, McCarty combines the historic data with and analysis to provide a taxonomy of how volatility measures reflect market sentiment and directional bias. Most importantly, he provides an in-depth explanation of how VIX options, futures, exchange-traded notes so that participants will be better prepared to use these tools confidently and avoid unexpected outcomes.
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Volatility Trading

Автор: Sinclair Euan
Название: Volatility Trading
ISBN: 1118347137 ISBN-13(EAN): 9781118347133
Издательство: Wiley
Цена: 5280 р.
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Basic Option Volatility Strategies - Understanding Popular Pricing Models

Автор: Natenberg
Название: Basic Option Volatility Strategies - Understanding Popular Pricing Models
ISBN: 159280344X ISBN-13(EAN): 9781592803446
Издательство: Wiley
Цена: 4400 р.
Наличие на складе: Поставка под заказ.
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Forecasting Volatility in the Financial Markets,

Автор: Stephen Satchell
Название: Forecasting Volatility in the Financial Markets,
ISBN: 075066942X ISBN-13(EAN): 9780750669429
Издательство: Elsevier Science
Цена: 6849 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.
Описание: Assuming that the reader has knowledge of the principles and methods of understanding volatility measurement, this book provides a survey of ways to measure risk and define the different models of volatility and return.
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