Описание: The essential resource for the successful option trader High Performance Options Trading offers a fresh perspective on trading options from a seasoned options trader programmer/engineer, Leonard Yates. Drawing on twenty-five years of experience as an options trader and software programmer, Yates has written this straightforward guide.
Автор: Warner, Adam Название: Options volatility trading ISBN: 0071629653 ISBN-13(EAN): 9780071629652 Издательство: McGraw-Hill Рейтинг: Цена: 8578.00 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
Автор: Fengler Matthias R. Название: Semiparametric Modeling of Implied Volatility ISBN: 3540262342 ISBN-13(EAN): 9783540262343 Издательство: Springer Рейтинг: Цена: 8384.00 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.
Автор: Harvey Название: Dynamic Models for Volatility and Heavy Tails ISBN: 1107034728 ISBN-13(EAN): 9781107034723 Издательство: Cambridge Academ Рейтинг: Цена: 15682.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents a statistical theory for a class of nonlinear time-series models. It has particular relevance for the modeling of volatility in financial time series but the overall approach will be of interest to econometricians and statisticians in a variety of disciplines.
Автор: Mele, Antonio, Fornari, Fabio Название: Stochastic Volatility in Financial Markets ISBN: 1461370450 ISBN-13(EAN): 9781461370451 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts.
Автор: Derman Emanuel Название: The Volatility Smile ISBN: 1118959167 ISBN-13(EAN): 9781118959169 Издательство: Wiley Рейтинг: Цена: 10771.00 р. Наличие на складе: Поставка под заказ.
Описание: The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance.
Описание: A leading expert unveils his unique methodology for options trading Options provide a high leverage approach to trading that can significantly limit the overall risk of a trade or provide additional income.
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