Option Pricing
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Option Pricing
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Author : Robert A. Jarrow
language : en
Publisher: McGraw-Hill/Irwin
Release Date : 1983
Option Pricing written by Robert A. Jarrow and has been published by McGraw-Hill/Irwin this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with Business & Economics categories.
Option Volatility Pricing Advanced Trading Strategies And Techniques
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Author : Sheldon Natenberg
language : en
Publisher: McGraw Hill Professional
Release Date : 1994-08-22
Option Volatility Pricing Advanced Trading Strategies And Techniques written by Sheldon Natenberg 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 1994-08-22 with Business & Economics categories.
One of the most widely read books among active option traders around the world, Option Volatility & Pricing has been completely updated to reflect the most current developments and trends in option products and trading strategies. Featuring: Pricing models Volatility considerations Basic and advanced trading strategies Risk management techniques And more! Written in a clear, easy-to-understand fashion, Option Volatility & Pricing points out the key concepts essential to successful trading. Drawing on his experience as a professional trader, author Sheldon Natenberg examines both the theory and reality of option trading. He presents the foundations of option theory explaining how this theory can be used to identify and exploit trading opportunities. Option Volatility & Pricing teaches you to use a wide variety of trading strategies and shows you how to select the strategy that best fits your view of market conditions and individual risk tolerance. New sections include: Expanded coverage of stock option Strategies for stock index futures and options A broader, more in-depth discussion volatility Analysis of volatility skews Intermarket spreading with options
Option Pricing And Investment Strategies
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Author : Richard M. Bookstaber
language : en
Publisher: McGraw-Hill Companies
Release Date : 1991
Option Pricing And Investment Strategies written by Richard M. Bookstaber and has been published by McGraw-Hill Companies this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991 with Business & Economics categories.
The Complete Guide To Option Pricing Formulas
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Author : Espen Gaarder Haug
language : en
Publisher: McGraw Hill Professional
Release Date : 1998
The Complete Guide To Option Pricing Formulas written by Espen Gaarder Haug 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 1998 with Business & Economics categories.
Acts as a reference manual on options pricing formulas. This work, containing numerical examples and explanations, is a useful supplement for anyone working with financial options. It offers formulas used by some of the best talent on Wall Street, and is useful for professional options traders and institutional money managers.
Option Pricing
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Author : Menachem Brenner
language : en
Publisher: Free Press
Release Date : 1983
Option Pricing written by Menachem Brenner and has been published by Free Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1983 with Options (Finance) categories.
Foreign Exchange Option Pricing
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Author : Iain J. Clark
language : en
Publisher: John Wiley & Sons
Release Date : 2011-10-20
Foreign Exchange Option Pricing written by Iain J. Clark 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 2011-10-20 with Business & Economics categories.
This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedge fund would need to know about the mathematics of foreign exchange—not just the theoretical mathematics covered in other books but also comprehensive coverage of implementation, pricing and calibration. With content developed with input from traders and with examples using real-world data, this book introduces many of the more commonly requested products from FX options trading desks, together with the models that capture the risk characteristics necessary to price these products accurately. Crucially, this book describes the numerical methods required for calibration of these models – an area often neglected in the literature, which is nevertheless of paramount importance in practice. Thorough treatment is given in one unified text to the following features: Correct market conventions for FX volatility surface construction Adjustment for settlement and delayed delivery of options Pricing of vanillas and barrier options under the volatility smile Barrier bending for limiting barrier discontinuity risk near expiry Industry strength partial differential equations in one and several spatial variables using finite differences on nonuniform grids Fourier transform methods for pricing European options using characteristic functions Stochastic and local volatility models, and a mixed stochastic/local volatility model Three-factor long-dated FX model Numerical calibration techniques for all the models in this work The augmented state variable approach for pricing strongly path-dependent options using either partial differential equations or Monte Carlo simulation Connecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace.
Option Pricing Website
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Author : Jerry Marlow
language : en
Publisher: John Wiley & Sons
Release Date : 2001-10-29
Option Pricing Website written by Jerry Marlow 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 2001-10-29 with Business & Economics categories.
This text and CD-ROM tutorial provides traders with an accessible, interactive approach to understanding and using the Black-Scholes approach to options pricing. Integrating text and interactive computer animation, it teaches readers the basics of good options trading.
Option Pricing And Strategies In Investing
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Author : Richard M. Bookstaber
language : en
Publisher:
Release Date : 1981
Option Pricing And Strategies In Investing written by Richard M. Bookstaber and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Business & Economics categories.
Black Scholes And Beyond Option Pricing Models
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Author : Neil Chriss
language : en
Publisher: McGraw-Hill
Release Date : 1997
Black Scholes And Beyond Option Pricing Models written by Neil Chriss and has been published by McGraw-Hill this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Business & Economics categories.
An unprecedented book on option pricing! For the first time, the basics on modern option pricing are explained ``from scratch'' using only minimal mathematics. Market practitioners and students alike will learn how and why the Black-Scholes equation works, and what other new methods have been developed that build on the success of Black-Shcoles. The Cox-Ross-Rubinstein binomial trees are discussed, as well as two recent theories of option pricing: the Derman-Kani theory on implied volatility trees and Mark Rubinstein's implied binomial trees. Black-Scholes and Beyond will not only help the reader gain a solid understanding of the Balck-Scholes formula, but will also bring the reader up to date by detailing current theoretical developments from Wall Street. Furthermore, the author expands upon existing research and adds his own new approaches to modern option pricing theory. Among the topics covered in Black-Scholes and Beyond: detailed discussions of pricing and hedging options; volatility smiles and how to price options ``in the presence of the smile''; complete explanation on pricing barrier options.
Stochastic Dominance Option Pricing
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Author : Stylianos Perrakis
language : en
Publisher: Springer
Release Date : 2019-05-03
Stochastic Dominance Option Pricing written by Stylianos Perrakis and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-05-03 with Business & Economics categories.
This book illustrates the application of the economic concept of stochastic dominance to option markets and presents an alternative option pricing paradigm to the prevailing no arbitrage simultaneous equilibrium in the frictionless underlying and option markets. This new methodology was developed primarily by the author, working independently or jointly with other co-authors, over the course of more than thirty years. Among others, it yields the fundamental Black-Scholes-Merton option value when markets are complete, presents a new approach to the pricing of rare event risk, and uncovers option mispricing that leads to tradeable strategies in the presence of transaction costs. In the latter case it shows how a utility-maximizing investor trading in the market and a riskless bond, subject to proportional transaction costs, can increase his/her expected utility by overlaying a zero-net-cost portfolio of options bought at their ask price and written at their bid price, irrespective of the specific form of the utility function. The book contains a unified presentation of these methods and results, making it a highly readable supplement for educators and sophisticated professionals working in the popular field of option pricing. It also features a foreword by George Constantinides, the Leo Melamed Professor of Finance at the Booth School of Business, University of Chicago, USA, who was a co-author in several parts of the book.