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Theory of Rational Option Pricing

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Theory of Rational Option Pricing

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Generalized Optimal Stopping Problems and Financial Markets

stopping theory, a unifying approach to option pricing is presented.;

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Stochastic Methods in Economics and Finance

, pricing, job search, stochastic capital theory, stochastic economic growth, the rational expectations hypothesis, a stochastic macroeconomic model;

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Basic Black-Scholes

This new book gives extremely clear explanations of Black-Scholes option pricing theory, and discusses direct applications of the theory to;

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Basic Black-Scholes

This new book gives extremely clear explanations of Black-Scholes option pricing theory, and discusses direct applications of the theory to;

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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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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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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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Introduction to Option Pricing Theory

pertaining to option pricing theory. Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting;

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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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Option Pricing by Means of Genetic Programming

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

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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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Asset Pricing

Modern asset pricing models play a central role in finance and economic theory and applications. This book introduces a structural theory;

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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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Theory of Financial Decision Making

-variance analysis and the Capital Asset Pricing Model, the Arbitrage Pricing Theory, complete markets, multiperiod portfolio problems and the;

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Financial Derivatives Pricing

three parts, Part I concerns option pricing theory and its foundations. The papers here deal with the famous Black-Scholes-Merton model;

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Theory and Econometrics of Financial Asset Pricing

bubbles. It concentrates on analyses of stock, credit, and option pricing. Existing highly cited finance models in pricing of these assets are;

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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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Nonlinear Economic Dynamics and Financial Modelling

-rate products, futures price volatility and American option pricing with stochastic volatility to evaluation of risk and derivatives;

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Option Theory

A unified development of the subject, presenting the theory of options in each of the different forms and stressing the equivalence between;

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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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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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The Option Volatility and Pricing Value Pack

need to enroll in an expensive investing course to get the theory, instruction, and practice you need to conquer the options market. This;

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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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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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Weak Convergence of Financial Markets

of view. The main problems, which include portfolio optimization, option pricing and hedging are examined, especially when considering discrete;

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