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Option Trading: Pricing and Volatility Strategies and Techniques, Sinclair Euan

Option Trading: Pricing and Volatility Strategies and Techniques

Автор: Sinclair Euan
Название:  Option Trading: Pricing and Volatility Strategies and Techniques
Издательство: Wiley
Классификация:
Финансы

ISBN: 0470497106
ISBN-13(EAN): 9780470497104
ISBN: 0-470-49710-6
ISBN-13(EAN): 978-0-470-49710-4
Обложка/Формат: Hardback
Страницы: 336
Вес: 0.518 кг.
Дата издания: 30.06.2010
Серия: Wiley trading
Язык: ENG
Иллюстрации: Illustrations
Размер: 22.86 x 16.00 x 2.79 cm
Читательская аудитория: Professional & vocational
Подзаголовок: Pricing and volatility strategies and techniques
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии
Описание: * Option Trading, is the first comprehensive guide to trading options covering historical background, to contract types and market structure, to volatility measurement and forecasting, options strategies, and hedging techniques.

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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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The Swing Trader`s Bible: Strategies to Profit from Market Volatility

Автор: McCall Smith Alexander
Название: The Swing Trader`s Bible: Strategies to Profit from Market Volatility
ISBN: 0470308265 ISBN-13(EAN): 9780470308264
Издательство: Wiley
Цена: 4180 р.
Наличие на складе: Поставка под заказ.
Описание: The majority of the time, most markets move sideways, with no discernible long-term up or down trend. The key to making money in these kinds of markets is to sell when the market is near the top of its range and buy when it`s near the bottom of its range. This book provides traders with different strategies to capitalize on market fluctuations.
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Options volatility trading

Автор: Warner, Adam
Название: Options volatility trading
ISBN: 0071629653 ISBN-13(EAN): 9780071629652
Издательство: McGraw-Hill
Цена: 2551 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.
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Volatility Trading

Автор: Sinclair Euan
Название: Volatility Trading
ISBN: 1118347137 ISBN-13(EAN): 9781118347133
Издательство: Wiley
Цена: 5280 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.
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Multifractal Volatility,

Автор: Laurent E. Calvet
Название: Multifractal Volatility,
ISBN: 0121500136 ISBN-13(EAN): 9780121500139
Издательство: Elsevier Science
Цена: 5386 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.
Описание: Offers a technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a treatment of the use of multifractal techniques in finance. This book aims to popularize the approach by presenting these developments to a wider audience.
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Volatility-based technical analysis

Автор: Northington, Kirk
Название: Volatility-based technical analysis
ISBN: 0470387548 ISBN-13(EAN): 9780470387542
Издательство: Wiley
Цена: 5280 р.
Наличие на складе: Поставка под заказ.
Описание: Offers a framework for creating volatility-based technical analysis and trading it for profit. This book teaches you how to build your own indicators, test them, and incorporate your original components into your specific trading methods. It illustrates volatility-based entries and exits with over 170 descriptive chart examples.
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Stock Market Volatility

Название: Stock Market Volatility
ISBN: 142009954X ISBN-13(EAN): 9781420099546
Издательство: Taylor&Francis
Цена: 6511 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.
Описание: Taking into account the worldwide financial crisis, this book provides insight to understand volatility in various stock markets. It includes many stock market volatility charts and tables, enabling readers to examine the volatility patterns in different markets around the world.
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Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

Автор: Fouque
Название: Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives
ISBN: 0521843588 ISBN-13(EAN): 9780521843584
Издательство: Cambridge Academ
Цена: 6311 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.
Описание: Building upon the ideas introduced in their previous book, Derivatives in Financial Markets with Stochastic Volatility, the authors study the pricing and hedging of financial derivatives under stochastic volatility in equity, interest-rate, and credit markets. They present and analyze multiscale stochastic volatility models and asymptotic approximations. These can be used in equity markets, for instance, to link the prices of path-dependent exotic instruments to market implied volatilities. The methods are also used for interest rate and credit derivatives. Other applications considered include variance-reduction techniques, portfolio optimization, forward-looking estimation of CAPM 'beta', and the Heston model and generalizations of it. 'Off-the-shelf' formulas and calibration tools are provided to ease the transition for practitioners who adopt this new method. The attention to detail and explicit presentation make this also an excellent text for a graduate course in financial and applied mathematics.
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High Performance Options Trading: Option Volatility & Pricing Strategies

Автор: Leonard Yates
Название: High Performance Options Trading: Option Volatility & Pricing Strategies
ISBN: 0471323659 ISBN-13(EAN): 9780471323655
Издательство: Wiley
Цена: 5060 р.
Наличие на складе: Есть у поставщика.Поставка под заказ.
Описание: Leonard Yates has written this book based on 25 years of experience as an options trader and software programmer. Accompanied by a helpful OptionVue Software CD, this hands-on guide to the options market is a thorough resource for any trader looking to increase their practical knowledge of options.
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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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Trading Options in Turbulent Markets: Master Uncertainty Through Active Volatility Management

Автор: Shover Larry
Название: Trading Options in Turbulent Markets: Master Uncertainty Through Active Volatility Management
ISBN: 1576603601 ISBN-13(EAN): 9781576603604
Издательство: Wiley
Цена: 2991 р.
Наличие на складе: Поставка под заказ.
Описание: Shover shows how to shape and optimize trades through practical option strategies that deliver both yield enhancement and downside protection. Light on math, the book instead emphasizes an understanding of the concepts to use options effectively. Using real-life examples and anecdotes from his experience as a trader and teacher, Shover fully engages readers in learning about options trading.
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