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Option Pricing by Means of Genetic Programming

Option Pricing by Means of Genetic Programming is een boek van Andreas Heigl;

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Genetic Algorithms and Genetic Programming in Computational Finance

, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock;

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Genetic Algorithms and Genetic Programming in Computational Finance

, cash flow management, option pricing, portfolio management, volatility modeling, arbitraging, and agent-based simulations of artificial stock;

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Complete Gde To Option Pricing Formulas

Long-established as a definitive resource by Wall Street professionals, The Complete Guide to Option Pricing Formulas has been revised and;

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PDE and Martingale Methods in Option Pricing

This book offers an introduction to the mathematical, probabilistic and numerical methods used in the modern theory of option pricing. The;

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Mathematical Modeling And Methods Of Option Pricing

to the Black-Scholes-Merton's option pricing theory.A unified approach is used to model various types of option pricing as PDE problems, to;

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The Complete Guide to Option Pricing Formulas

When pricing options in todayOs fast-action markets, you need quick access to precise facts and market-tested information. The Complete;

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Option Volatility & Pricing Workbook: Practicing Advanced Trading Strategies and Techniques

& Pricing has been helping investors better understand the complexities of the option market with his clear and comprehensive explanation of trading;

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Mastering Mathematical Finance

option pricing by solving a linear complementarity problem. Further material, including solutions to all exercises and C++ code, is available;

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Numerical Methods In Finance With C++

option pricing by solving a linear complementarity problem. Further material, including solutions to all exercises and C++ code, is available;

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Mastering Mathematical Finance

option pricing by solving a linear complementarity problem. Further material, including solutions to all exercises and C++ code, is available;

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Stochastic Dominance Option Pricing

educators and sophisticated professionals working in the popular field of option pricing. It also features a foreword by George Constantinides, the;

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Road Pricing

Road pricing (tolls, etc.) as a means of generating revenue for infrastructure investment has become a major policy option in both Europe;

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Option Pricing and Estimation of Financial Models with R

time processes and numerical option pricing. Introduces the bases of probability theory and goes on to explain how to model financial times;

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Applications of Fourier Transform to Smile Modeling

than one decade, Fourier transform has triggered a technical revolution in option pricing theory. Almost all new developed option pricing;

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Derivatives, Risk Management And Value

and instruments, option pricing models, option pricing theory, exotic derivatives, second generation options, etc.Written in a simple manner;

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Introduction To Computational Finance, An

pricing algorithms by themselves. The basic methods of option pricing are presented in a self-contained and unified manner, and will hopefully;

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Options Under Transaction Costs

lending of cash. This is done by means of fair pricing and super-hedging. The fair price of an option is any market price for it that does not;

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Economic Modeling and Inference

, covering areas including job search models of the labor market, asset pricing, option pricing, marketing, and retirement planning. Ideal for;

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A Time Series Approach to Option Pricing

option prices. The Black Scholes framework is introduced and by underlining its shortcomings, an alternative approach is presented that has;

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Theory of Rational Option Pricing

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Theory of Rational Option Pricing

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Genetic Systems Programming

by an introductory chapter, in the remaining contributed chapters, the reader can easily learn about systems where genetic programming can be;

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Option Pricing

was awarded for the work that led to Black-Scholes Options-Pricing Theory. Black-Scholes has become the dominant way of understanding the;

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General Equilibrium Option Pricing Method

This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. First;

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Hedging & Pricing of Options Using Least Squares Through Simulation

work extends the pricing approach introduced by Longstaff and Schwartz to a stochastic volatility model, namely the Heston Model. The method;

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Option Volatility and Pricing

WHAT EVERY OPTION TRADER NEEDS TO KNOW. THE ONE BOOK EVERY TRADER SHOULD OWN.The bestselling Option Volatility & Pricing has made Sheldon;

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