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High Performance Options Trading: Option Volatility & Pricing Strategies, Leonard Yates


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Варианты приобретения
Цена: 5748р.
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 919 шт.  Склад Америка: 75 шт.  
При оформлении заказа до: 21 авг 2020
Ориентировочная дата поставки: Начало - середина сентября

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Автор: Leonard Yates
Название:  High Performance Options Trading: Option Volatility & Pricing Strategies
Издательство: Wiley
Классификация:
Финансы

ISBN: 0471323659
ISBN-13(EAN): 9780471323655
ISBN: 0-471-32365-9
ISBN-13(EAN): 978-0-471-32365-5
Обложка/Формат: Hardback
Страницы: 218
Вес: 0.496 кг.
Дата издания: 15.08.2003
Серия: A marketplace book
Язык: ENG
Иллюстрации: Illustrations
Размер: 23.47 x 16.66 x 2.29 cm
Читательская аудитория: Professional & vocational
Подзаголовок: Option volatility and pricing strategies
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии
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.
Дополнительное описание: Кол-во стр.: 218
Формат: 237 x 161
Дата издания: 2003
Илюстрации: Illustrations
Вес: 482
Круг читателей: research, professional





Semiparametric Modeling of Implied Volatility

Автор: Fengler Matthias R.
Название: Semiparametric Modeling of Implied Volatility
ISBN: 3540262342 ISBN-13(EAN): 9783540262343
Издательство: Springer
Рейтинг:
Цена: 5609 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.

The Political Economy of Fiscal Policy / Public Deficits, Volatility, and Growth

Автор: Woo Jaejoon
Название: The Political Economy of Fiscal Policy / Public Deficits, Volatility, and Growth
ISBN: 3540296409 ISBN-13(EAN): 9783540296409
Издательство: Springer
Рейтинг:
Цена: 11219 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: One of the most striking macroeconomic developments during the last three decades is the rise and persistence of large fiscal deficits in a number of countries. Despite recent major fiscal reforms around the world, many countries suffer from recurrent large fiscal imbalances that often reflect lack of fiscal discipline. Why do some countries have recurrent fiscal deficit or volatility problems, while others do not? What factors are most important in explaining cross-country variation in fiscal outcomes? How are they related to growth or inflation? This book presents new, rigorous, theoretical and empirical studies on these fiscal issues, and highlights social polarization as an essential organizing principle in a political economy approach. Also, it discusses how institutional constraints may favourably affect fiscal dynamics in the presence of social polarization.

Option Trading: Pricing and Volatility Strategies and Techniques

Автор: Sinclair Euan
Название: Option Trading: Pricing and Volatility Strategies and Techniques
ISBN: 0470497106 ISBN-13(EAN): 9780470497104
Издательство: Wiley
Рейтинг:
Цена: 5748 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

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.

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
Рейтинг:
Цена: 7314 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The bestselling guide-updated to help traders capitalize on the latest developments and trends in option products and trading strategies

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
Рейтинг:
Цена: 5225 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.

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
Рейтинг:
Цена: 4964 р.
Наличие на складе: Поставка под заказ.

Trading Options Greeks: How Time Volatility and Other Pricing Factors Drive Profits, 2nd Edition

Автор: Passarelli
Название: Trading Options Greeks: How Time Volatility and Other Pricing Factors Drive Profits, 2nd Edition
ISBN: 1118133161 ISBN-13(EAN): 9781118133163
Издательство: Wiley
Рейтинг:
Цена: 7315 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: A top options trader details a practical approach for pricing and trading options in any market condition The options market is always changing, and in order to keep up with it you need the greeks--delta, gamma, theta, vega, and rho--which are the best techniques for valuing options and executing trades regardless of market conditions.

Options volatility trading

Автор: Warner, Adam
Название: Options volatility trading
ISBN: 0071629653 ISBN-13(EAN): 9780071629652
Издательство: McGraw-Hill
Рейтинг:
Цена: 3761 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Research and floor-level knowledge of how volatile markets behave and how to best profit from them

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
Рейтинг:
Цена: 3552 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.

Option Pricing Models and Volatility Using Excel- VBA +CD

Автор: Rouah
Название: Option Pricing Models and Volatility Using Excel- VBA +CD
ISBN: 0471794643 ISBN-13(EAN): 9780471794646
Издательство: Wiley
Рейтинг:
Цена: 9405 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Practitioners are aware that more advanced models are far better suited at pricing options, but they are intimidated by the mathematics of these models, and discouraged at having to write lengthy code to implement them. This book will provide them with the tools and understanding of how to implement these models.

Option Volatility and Pricing Workbook, Second Edition

Автор: Natenberg Sheldon
Название: Option Volatility and Pricing Workbook, Second Edition
ISBN: 0071819053 ISBN-13(EAN): 9780071819053
Издательство: McGraw-Hill
Цена: 3552 р.
Наличие на складе: Поставка под заказ.

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
Рейтинг:
Цена: 8883 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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