Assessment Of Options Investments By Ranking Analysis
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Assessment Of Options Investments By Ranking Analysis
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Author : Sergey Izraylevich Ph.D.
language : en
Publisher: Pearson Education
Release Date : 2010-07-29
Assessment Of Options Investments By Ranking Analysis written by Sergey Izraylevich Ph.D. and has been published by Pearson Education this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-07-29 with Business & Economics categories.
A powerful new technique for evaluating the profit potential of complex option combinations with nonlinear payoffs. Why is an additional analytic tool needed? Generally, evaluation of investment decisions is based on comparing realized profits (variability, drawdown, and other risk measures) with their corresponding expected values. While such an approach is appropriate for financial instruments possessing linear payoff functions, it has numerous drawbacks when applied to evaluating complex option combinations with nonlinear payoffs....
Assessment Of Options Investments By Ranking Analysis
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Author : Sergey
language : en
Publisher:
Release Date : 2010
Assessment Of Options Investments By Ranking Analysis written by Sergey and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Investments categories.
The Economic Appraisal Of Investment Projects At The Eib 2nd Edition
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Author : European Investment Bank
language : en
Publisher: European Investment Bank
Release Date : 2023-05-03
The Economic Appraisal Of Investment Projects At The Eib 2nd Edition written by European Investment Bank and has been published by European Investment Bank this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-05-03 with Business & Economics categories.
The EIB performs economic appraisals of the projects it considers for investment. Thereby, it ensures that projects add sufficient value to society to merit support. Beyond considerations of financial profitability to investors, the economic appraisal also addresses the wider value generated by the project to society. This comprises benefits and costs to project final users, the taxpayer and third parties, allowing for all applicable market failures, such as environmental externalities. Since the publication of the first edition of this document in 2013, the EIB has been transformed into the EU Climate Bank. The way it values carbon emissions has been updated, as have various other elements of economic appraisal, in keeping with developments in the specialist literature, policy and practice. This second edition of the document gives the reader an updated view of how economic appraisal is currently conducted at the Bank. It also mentions the areas on which the EIB is currently working to ensure that it is at the forefront of economic appraisal practice.
Risk Evaluation And Financial Crises
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Author : Vadim Tsudikman
language : en
Publisher: Pearson Education
Release Date : 2011-07-13
Risk Evaluation And Financial Crises written by Vadim Tsudikman and has been published by Pearson Education this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-07-13 with Business & Economics categories.
The classification, measurement, and management of risk are central problems in the investment process. Over the past 25 years, Value at Risk (VaR) became the common universal standard in risk measurement. However, the financial crisis of 2007/2009 clearly demonstrated great discrepancies in risk estimates based on this indicator. In this report, three of the field’s leading experts objectively consider each key criticism of VaR in recent professional literature, including VaR’s underestimation of the magnitude and frequency of extreme outcomes, the difficulty of obtaining reliable VaR estimates for complex portfolios, the limited value of historical data, imperfections in the effective market hypothesis that underlies VaR, and several more. Next, the authors carefully review refinements and alternatives that have been proposed as potential replacements or complements, including Conditional VaR (Expected Shortfall), Shock VaR, modifications in the handling of parameters uncertainty, liquidity adjustment, higher moments, and more. They conclude by discussing why a sound risk management system continues to require deep understanding of complex adaptive and often irrational market mechanisms and still cannot be reduced to a mere combination of indicators, no matter how sophisticated they are.
Timing Volatility
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Author : Steven Place
language : en
Publisher: FT Press
Release Date : 2011-11-02
Timing Volatility written by Steven Place and has been published by FT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-11-02 with Business & Economics categories.
In recent years, capital markets have undergone repeated periods of extraordinary volatility, creating and destroying massive amounts of wealth with stunning rapidity. In response to accelerating volatility, many investors have adopted hedging via options and other derivatives; tools that were once limited to specialists can now be used by retail traders with the click of a mouse. As these tools become increasingly prevalent, investors must learn a crucial new skill: how to use their prices to accurately gauge market perception of risk. In Timing Volatility, expert options trader Steven Place helps you develop a far deeper understanding of risk markets, including risk premia, implied volatility, and the VIX index. You’ll learn how to identify signals of shifting risk perception in the markets and transform them into actionable ideas that put you a step ahead of other traders and investors. Next, Place guides you through the elements of a successful volatility timing model and presents a detailed example based on the classic trader’s axiom “buy the blood”—showing how to capture opportunities that arise only when others are panicking. Place concludes by introducing an extensive list of timing tools for more effective analysis and model development, including Bollinger Bands, moving averages, price/volatility divergences, volatility pivots, volatility term structure, volatility skew, and much more.
Engineering Economic Analysis Practices For Highway Investment
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Author : Michael J. Markow
language : en
Publisher: Transportation Research Board
Release Date : 2012
Engineering Economic Analysis Practices For Highway Investment written by Michael J. Markow and has been published by Transportation Research Board this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Technology & Engineering categories.
TRB’s National Cooperative Highway Research Program (NCHRP) Synthesis 424: Engineering Economic Analysis Practices for Highway Investment explores how U.S. transportation agencies have applied engineering economics--benefit–cost analyses and similar procedures--to decisions on highway investments.
Pmi Pba Exam Practice Test And Study Guide
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Author : Brian Williamson
language : en
Publisher: CRC Press
Release Date : 2017-11-07
Pmi Pba Exam Practice Test And Study Guide written by Brian Williamson and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-11-07 with Business & Economics categories.
The PMI-PBA® Exam Practice Test and Study Guide attempts to address all your questions and concerns by providing two of the most sought-after study aids: memory maps and practice questions. The systematic use of memory maps helps aid in the efficient recall of information and can boost confidence during the exam. Well-crafted practice questions are fantastic study aids that can be used to track your progress as you learn new concepts, introduce you to the complex sentence structure that is likely to appear on the exam, and concentrate your studies by domain, essentially preparing you to pass the very challenging PMI-PBA® Exam in the allotted four hours. In addition to study hints and exam topics, this book provides references to tools and techniques that should be incorporated into your work immediately. For each of the five domains outlined in the PMI Professional in Business Analysis (PMI-PBA)® Examination Content Outline 2013 (the ECO), twenty practice questions test your knowledge. Also included is a challenging 200-question practice exam, which is representative of the actual exam. To enhance your studies, a timed, online simulated exam is also provided. At the end of the simulated exam, you can see your score per the number of questions you answered correctly. These exam questions are crafted to foster learning and reinforce content; they are not obscure or overly complicated, but rather are representative of the actual exam. Knowing what to do must be translated into doing what you know. This book helps you prepare for the PMI-PBA® exam by instilling knowledge and encouraging critical thinking. As a result, the skills attained can lead to improved project success and outcomes, and you’ll have a much stronger understanding of the material, along with the tools and techniques of business analysis. PMI-PBA® is a registered trademark of the Project Management Institute.
Portfolio Analysis Methods For Assessing Capability Options
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Author : Paul K. Davis
language : en
Publisher: Rand Corporation
Release Date : 2008-02-19
Portfolio Analysis Methods For Assessing Capability Options written by Paul K. Davis and has been published by Rand Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-02-19 with Political Science categories.
An analytical framework and methodology for capability-area reviews is described, along with new tools to support capabilities analysis and strategic-level defense planning in the Defense Department and the Services. BCOT generates and screens preliminary options, and the Portfolio-Analysis Tool (PAT) is used to evaluate options that pass screening. The concepts are illustrated with applications to Global Strike and Ballistic Missile Defense. Recommendations are made for further defense-planning research.
International Development Project Appraisal Execution Planning And Monitoring
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Author : Joseph Martial Ribeiro
language : en
Publisher: Presses inter Polytechnique
Release Date : 2011
International Development Project Appraisal Execution Planning And Monitoring written by Joseph Martial Ribeiro and has been published by Presses inter Polytechnique this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Business & Economics categories.
Systematic Options Trading
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Author : Vadim Tsudikman
language : en
Publisher: FT Press
Release Date : 2010-08-11
Systematic Options Trading written by Vadim Tsudikman and has been published by FT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-08-11 with Business & Economics categories.
Sophisticated options traders need systematic, reliable approaches for identifying the best option combinations, underlying assets, and strategies. This book makes these approaches available for the first time. Leading-edge traders and researchers Sergey Izraylevich and Vadim Tsudikman treat the option market as a whole: an unlimited set of trading variants composed of all option combinations that can be constructed at any specific time moment (using all possible strategies and underlying assets). They introduce a system that permits thorough analysis and comparison of many option combinations in terms of both expected profitability and potential risk. For the first time, they formalize and classify more than a dozen criteria intended to select preferable trading alternatives from a vast quantity of potential opportunities, and show how to apply multiple valuation criteria concurrently to select the best possible trades. By applying these principles consistently, traders can systematically identify subtle price distortions using proven statistical parameters. They can gain a clear and consistent advantage over competing traders, transforming option trading into a continuous process of profit generation with tightly controllable parameters of risk and profitability.