Interest Rate Derivatives Explained: Volume 2: Term Structure and Volatility Modelling, Kienitz Jцrg, Caspers Peter
Автор: Bauwens Название: Handbook of Volatility Models and Their Applications ISBN: 0470872519 ISBN-13(EAN): 9780470872512 Издательство: Wiley Рейтинг: Цена: 23594.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics.
Автор: Antonio Mele; Yoshiki Obayashi Название: The Price of Fixed Income Market Volatility ISBN: 3319265229 ISBN-13(EAN): 9783319265223 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Fixed income volatility and equityvolatility evolve heterogeneously over time, co-moving disproportionatelyduring periods of global imbalances and each reacting to events of differentnature.
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.
Trading Volatility Using Correlation, Term Structure and Skew: Learn to successfully trade VIX, UVXY, TVIX, VXXB & SVXY
If you wanted to learn more about Trading Volatility - tickers like UVXY, TVIX, VXXB & SVXY then this book is for you. The book discusses how the VIX related ETFs/ETNs are priced and introduces you to an innovative & logical strategy of portfolio carrying UVXY, VXXB & TVIX shorts long-term, and credit spreads with options. The book discusses why going long volatility is generally unwise.
The book explains "risk management."
One of the best resources out there for the volatility community.
About the Author
Seth Goldman is a portfolio manager within the Multi-Asset Strategy Group at Interactive Investment. Goldman has previously worked at Banco Santander as Head of Quantitative and Derivative Strategy, and Barclays Capital. Goldman studied Mathematics and Electrical Engineering and Finances at Stanford University.
Автор: G.P. Dwyer; R.W. Hafer Название: The Stock Market: Bubbles, Volatility, and Chaos ISBN: 9048157811 ISBN-13(EAN): 9789048157815 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the Thirteenth Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis
Автор: G.P. Dwyer; R.W. Hafer Название: The Stock Market: Bubbles, Volatility, and Chaos ISBN: 0792390296 ISBN-13(EAN): 9780792390299 Издательство: Springer Рейтинг: Цена: 23757.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Proceedings of the Thirteenth Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis
Автор: Adam S. Iqbal Название: Volatility: Practical Options Theory ISBN: 111950161X ISBN-13(EAN): 9781119501619 Издательство: Wiley Рейтинг: Цена: 7920.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Gain a deep, intuitive and technical understanding of practical options theory
The main challenges in successful options trading are conceptual, not mathematical. Volatility: Practical Options Theory provides financial professionals, academics, students and others with an intuitive as well as technical understanding of both the basic and advanced ideas in options theory to a level that facilitates practical options trading. The approach taken in this book will prove particularly valuable to options traders and other practitioners tasked with making pricing and risk management decisions in an environment where time constraints mean that simplicity and intuition are of greater value than mathematical formalism.
The most important areas of options theory, namely implied volatility, delta hedging, time value and the so-called options greeks are explored based on intuitive economic arguments alone before turning to formal models such as the seminal Black-Scholes-Merton model. The reader will understand how the model free approach and mathematical models are related to each other, their underlying theoretical assumptions and their implications to level that facilitates practical implementation.
There are several excellent mathematical descriptions of options theory, but few focus on a translational approach to convert the theory into practice. This book emphasizes the translational aspect, while first building an intuitive, technical understanding that allows market makers, portfolio managers, investment managers, risk managers, and other traders to work more effectively within--and beyond--the bounds of everyday practice.
Gain a deeper understanding of the assumptions underlying options theory
Translate theoretical ideas into practice
Develop a more accurate intuition for better time-constrained decision making
This book allows its readers to gain more than a superficial understanding of the mechanisms at work in options markets. Volatility gives its readers the edge by providing a true bedrock foundation upon which practical knowledge becomes stronger.
Автор: Hilpisch Yves Название: Listed Volatility and Variance Derivatives ISBN: 1119167914 ISBN-13(EAN): 9781119167914 Издательство: Wiley Рейтинг: Цена: 9979.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance Derivatives is a comprehensive treatment of all aspects of these increasingly popular derivatives products.
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