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General Equilibrium Option Pricing Method

, volatility smile and smirk is the famous puzzle in option pricing. Different from no arbitrage method, this book applies the general equilibrium;

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

. Filled with hands-on exercises designed to dramatically increase your knowledge and build your confidence, The Option Volatility and Pricing;

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Volatility Trading & Website 2nd Ed

, he guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. This new;

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Option Pricing Models and Volatility Using ExcelVBA

Praise for Option Pricing Models & Volatility Using Excel-VBA Excel is already a great pedagogical tool for teaching option valuation and;

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Mathematical Modeling And Methods Of Option Pricing

qualitative and quantitative analysis of American option pricing is treated based on free boundary problems, and the implied volatility as an inverse;

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The Option Volatility and Pricing Value Pack

Option Volatility and Pricing-which offers the information, background, and investing techniques you need to navigate the market-along with his;

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Rubinstein on Derivatives

An introduction to modern derivatives pricing and hedging theory and practice. It includes discussion of binomial option pricing, futures;

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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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Option Pricing with Long Memory Stochastic Volatility Models

effect to that of volatility of volatility parameter. We also find that long memory models can accommodate the short term options and the decay;

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Advanced Equity Derivatives

In Advanced Equity Derivatives: Volatility and Correlation, Sebastien Bossu reviews and explains the advanced concepts used for pricing and;

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Option Trading

. It contains information essential to anyone in this field, including option pricing and price forecasting, the Greeks, implied volatility;

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Option Market Making

volatility and pricing, risk analysis, spreads, strategies and tactics for the options trader, focusing on how to work successfully with market;

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Option Pricing

relationships among options prices, stock forecasts, and expected stock-market volatility. Option Pricing: Black-Scholes Made Easy, a book and;

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Analysis, Geometry, and Modeling in Finance

Analysis, Geometry, and Modeling in Finance: Advanced Methods in Option Pricing is the first book that applies advanced analytical and;

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Analytically Tractable Stochastic Stock Price Models

stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing;

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Option Pricing and Estimation of Financial Models with R

models, Levy models and other models with jumps (e.g. the telegraph process); Topics other than option pricing include: volatility and;

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FX Options & Smile Risk

to build FX volatility surfaces in robust and consistent ways and how to use them in the pricing of vanilla and exotic options. It enables;

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Nonlinear Option Pricing

regression methods and dual methods for pricing chooser options, Monte Carlo approaches for pricing in the uncertain volatility model and the;

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A Practical Guide To Forecasting Financial Market Volatility

, option pricing, and financial market regulation. While many books address financial market modelling, no single book is devoted primarily to the;

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Volatility And Correlation

developed. --Professor Ian Cooper, London Business School Volatility and correlation are at the very core of all option pricing and hedging;

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Hidden Markov Models In Finance

offers the first systematic application of these methods to specialized financial problems: option pricing, credit risk modeling, volatility;

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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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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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Advances in Pacific Basin Financial Markets, Volume 3

volatility estimates in option pricing, the risk behaviour of Hong Kong firms approaching bankruptcy, and the time value of futures options;

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The Predictive Power of Options

in option trading techniques, covering hedging, volatility, and pricing concepts, plus his own options philosophy. You will learn how to incorporate;

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An Introduction to Exotic Option Pricing

on applications to exotic option pricing, including dual-expiry, multi-asset rainbow, barrier, lookback, and Asian options. Pushing Black;

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An Introduction to Exotic Option Pricing

on applications to exotic option pricing, including dual-expiry, multi-asset rainbow, barrier, lookback, and Asian options. Pushing Black;

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