Advanced Option Pricing Models
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Advanced Option Pricing Models
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Author : Jeffrey Owen Katz
language : en
Publisher: McGraw Hill Professional
Release Date : 2005-03-21
Advanced Option Pricing Models written by Jeffrey Owen Katz and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-03-21 with Business & Economics categories.
Advanced Option Pricing Models details specific conditions under which current option pricing models fail to provide accurate price estimates and then shows option traders how to construct improved models for better pricing in a wider range of market conditions. Model-building steps cover options pricing under conditional or marginal distributions, using polynomial approximations and “curve fitting,” and compensating for mean reversion. The authors also develop effective prototype models that can be put to immediate use, with real-time examples of the models in action.
Advanced Option Pricing Models
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Author : Jeffrey Owen Katz
language : en
Publisher: McGraw Hill Professional
Release Date : 2005-02-04
Advanced Option Pricing Models written by Jeffrey Owen Katz and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-02-04 with Business & Economics categories.
Advanced Option Pricing Models details specific conditions under which current option pricing models fail to provide accurate price estimates and then shows option traders how to construct improved models for better pricing in a wider range of market conditions. Model-building steps cover options pricing under conditional or marginal distributions, using polynomial approximations and curve fitting, and compensating for mean reversion. The authors also develop effective prototype models that can be put to immediate use, with real-time examples of the models in action.
Option Pricing Models For The Everyday Trader
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Author : Pasquale De Marco
language : en
Publisher: Pasquale De Marco
Release Date : 2025-04-09
Option Pricing Models For The Everyday Trader written by Pasquale De Marco and has been published by Pasquale De Marco this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-04-09 with Business & Economics categories.
In the realm of financial markets, where calculated risks and strategic decision-making converge, options trading stands as a gateway to immense potential rewards. Yet, to unlock the true power of this financial instrument, a thorough understanding of option pricing models is essential. "Option Pricing Models For The Everyday Trader" is your comprehensive guide to mastering the intricacies of options pricing, empowering you to navigate the ever-changing landscape of financial markets with confidence and skill. This book is meticulously crafted for the everyday trader, providing a clear and concise roadmap to mastering this powerful financial instrument. Delve into the theoretical foundations of option pricing, exploring various models and their applications in real-world scenarios. Uncover the intricacies of Black-Scholes and binomial models, delve into advanced techniques like Monte Carlo simulation, and unveil the secrets of implied volatility and Greeks. Beyond the technical aspects, this book delves into the realm of options trading psychology, exploring the behavioral biases that can cloud judgment and hinder success. Learn to overcome emotional barriers, cultivate discipline, and develop a positive mindset that sets the stage for consistent profitability. With a comprehensive examination of options trading platforms and tools, you'll gain mastery over the technological landscape. Discover the intricacies of popular trading platforms, explore advanced software and charting tools, and harness the power of technical indicators and backtesting to optimize your trading strategies. Peer into the future of options trading, examining emerging trends, technological advancements, and regulatory changes that are shaping the industry. Gain insights into the role of artificial intelligence and machine learning in options trading, and explore the long-term outlook for this dynamic and ever-evolving financial instrument. Throughout this book, you'll find a wealth of practical examples, case studies, and actionable strategies that bring the concepts to life. With each chapter, you'll build upon your knowledge, gaining confidence and expertise in the art of options trading. Whether your goal is to generate consistent income, hedge against risk, or simply explore new investment opportunities, this book is your essential guide to unlocking the full potential of options trading. In "Option Pricing Models For The Everyday Trader," you'll discover: * The theoretical foundations of option pricing models, explained in a clear and accessible manner * Practical strategies for applying these models to real-world scenarios * Techniques for managing risk and maximizing reward in options trading * The latest advancements in options trading technology and platforms * Insights into the future of options trading and how to position yourself for success Whether you're a seasoned investor seeking to refine your strategies or a newcomer eager to delve into the intricacies of options trading, this book is your trusted companion on the path to financial success. If you like this book, write a review!
Exotic Option Pricing And Advanced L Vy Models
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Author : Andreas Kyprianou
language : en
Publisher: John Wiley & Sons
Release Date : 2006-06-14
Exotic Option Pricing And Advanced L Vy Models written by Andreas Kyprianou and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-06-14 with Business & Economics categories.
Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion, by a Lévy process. Working with Lévy processes allows one to capture desirable distributional characteristics in the stock returns. In addition, recent work on Lévy processes has led to the understanding of many probabilistic and analytical properties, which make the processes attractive as mathematical tools. At the same time, exotic derivatives are gaining increasing importance as financial instruments and are traded nowadays in large quantities in OTC markets. The current volume is a compendium of chapters, each of which consists of discursive review and recent research on the topic of exotic option pricing and advanced Lévy markets, written by leading scientists in this field. In recent years, Lévy processes have leapt to the fore as a tractable mechanism for modeling asset returns. Exotic option values are especially sensitive to an accurate portrayal of these dynamics. This comprehensive volume provides a valuable service for financial researchers everywhere by assembling key contributions from the world's leading researchers in the field. Peter Carr, Head of Quantitative Finance, Bloomberg LP. This book provides a front-row seat to the hottest new field in modern finance: options pricing in turbulent markets. The old models have failed, as many a professional investor can sadly attest. So many of the brightest minds in mathematical finance across the globe are now in search of new, more accurate models. Here, in one volume, is a comprehensive selection of this cutting-edge research. Richard L. Hudson, former Managing Editor of The Wall Street Journal Europe, and co-author with Benoit B. Mandelbrot of The (Mis)Behaviour of Markets: A Fractal View of Risk, Ruin and Reward
Option Pricing Models And Volatility Using Excel Vba
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Author : Fabrice D. Rouah
language : en
Publisher: John Wiley & Sons
Release Date : 2012-06-15
Option Pricing Models And Volatility Using Excel Vba written by Fabrice D. Rouah and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-06-15 with Business & Economics categories.
This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website includes data files, such as options prices, stock prices, or index prices, as well as all of the codes needed to use the option and volatility models described in the book. Praise for Option Pricing Models & Volatility Using Excel-VBA "Excel is already a great pedagogical tool for teaching option valuation and risk management. But the VBA routines in this book elevate Excel to an industrial-strength financial engineering toolbox. I have no doubt that it will become hugely successful as a reference for option traders and risk managers." —Peter Christoffersen, Associate Professor of Finance, Desautels Faculty of Management, McGill University "This book is filled with methodology and techniques on how to implement option pricing and volatility models in VBA. The book takes an in-depth look into how to implement the Heston and Heston and Nandi models and includes an entire chapter on parameter estimation, but this is just the tip of the iceberg. Everyone interested in derivatives should have this book in their personal library." —Espen Gaarder Haug, option trader, philosopher, and author of Derivatives Models on Models "I am impressed. This is an important book because it is the first book to cover the modern generation of option models, including stochastic volatility and GARCH." —Steven L. Heston, Assistant Professor of Finance, R.H. Smith School of Business, University of Maryland
Option Pricing A Step By Step Guide
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Author : Pasquale De Marco
language : en
Publisher: Pasquale De Marco
Release Date : 2025-07-13
Option Pricing A Step By Step Guide written by Pasquale De Marco and has been published by Pasquale De Marco this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-07-13 with Business & Economics categories.
In the dynamic realm of finance, options stand as versatile instruments that empower investors with the ability to manage risk, speculate on price movements, and optimize portfolio returns. "Option Pricing: A Step-by-Step Guide" serves as an invaluable resource, guiding readers through the intricacies of option pricing models, practical applications, and advanced techniques that shape this ever-evolving financial landscape. Delve into the fundamental concepts of option pricing, grasping the intricacies of call and put options, payoff structures, and the key factors that influence their values. Discover the cornerstone of option pricing, the Black-Scholes model, and explore its assumptions, limitations, and the significance of the Greeks in measuring option sensitivities. Move beyond the theoretical foundations and delve into the practical applications of option pricing. Learn how options can be strategically employed for risk management, hedging against adverse price movements, and safeguarding portfolios from market downturns. Witness the transformative role of options in portfolio management, enabling investors to optimize returns, diversify holdings, and mitigate risks. Uncover the complexities of advanced option pricing models, venturing into the realm of binomial and finite difference methods. Comprehend the power of Monte Carlo simulation in valuing intricate options and capturing market uncertainties. Explore exotic options, such as barrier, Asian, lookback, compound, and digital options, and delve into their unique payoff structures and applications. Enter the world of corporate finance, where options serve as strategic tools for employee incentives, capital raising, and facilitating mergers and acquisitions. Witness how options introduce flexibility and strategic advantages, shaping corporate decision-making and influencing financial outcomes. Navigate the ever-changing landscape of option pricing, staying abreast of emerging trends, technological advancements, and regulatory shifts that continue to reshape this dynamic financial domain. Gain insights into the challenges and opportunities that lie ahead, and equip yourself with the knowledge to thrive in the ever-evolving world of option pricing. If you like this book, write a review!
Advanced Options Trading
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Author : Robert T. Daigler
language : en
Publisher: McGraw Hill Professional
Release Date : 1994
Advanced Options Trading written by Robert T. Daigler and has been published by McGraw Hill Professional this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Business & Economics categories.
This book thoroughly explains the options markets. Moreover, the work contains several unique features, including computer codes to calculate changes in options properties and a historic evaluation of options strategies and pricing theories. As a result, traders learn what works and what doesn't wor
Computational Intelligence Applications To Option Pricing Volatility Forecasting And Value At Risk
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Author : Fahed Mostafa
language : en
Publisher: Springer
Release Date : 2017-02-28
Computational Intelligence Applications To Option Pricing Volatility Forecasting And Value At Risk written by Fahed Mostafa and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-02-28 with Technology & Engineering categories.
This book demonstrates the power of neural networks in learning complex behavior from the underlying financial time series data. The results presented also show how neural networks can successfully be applied to volatility modeling, option pricing, and value-at-risk modeling. These features mean that they can be applied to market-risk problems to overcome classic problems associated with statistical models.
Option Strategies
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Author : Courtney Smith
language : en
Publisher: John Wiley & Sons
Release Date : 2008-10-24
Option Strategies written by Courtney Smith and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-10-24 with Business & Economics categories.
Updated and revised to include a decade of growth in the scope and complexity of options, Options Strategies: Profit-Making Techniques for Stock, Stock Index, and Commodity Options, 3rd Edition is a comprehensive guide to options trading strategies written in clear, non-technical language. In addition to insight into options issues like carrying changes, strike prices, commissions, interest rates, and break-even points, new chapters show how to predict the direction of implied volatility. Accessible examples, charts, and graphs will help you obtain the information you need to succeed in the high-risk, high-profit world of options.
Option Market Making
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Author : Allen Jan Baird
language : en
Publisher: John Wiley & Sons
Release Date : 1992-11-11
Option Market Making written by Allen Jan Baird and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-11-11 with Business & Economics categories.
Approaches trading from the viewpoint of market makers and the part they play in pricing, valuing and placing positions. Covers option volatility and pricing, risk analysis, spreads, strategies and tactics for the options trader, focusing on how to work successfully with market makers. Features a special section on synthetic options and the role of synthetic options market making (a role of increasing importance on the trading floor). Contains numerous graphs, charts and tables.