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Option pricing applications

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  • (bq) part 2 book “capital investment & financing - a practical guide to financial evaluation” has contents: straight bond pricing, forward pricing, basic option pricing, option pricing applications, interest rate and currency options.

    pdf219p tieu_vu15 07-09-2018 13 0   Download

  • The following will be discussed in this chapter: Value options using historical vol, moving average vol (MAV), exponentially weighted moving average (EWMA), and generalized autoregressive conditional heteroskedasticity (GARCH); calculate option model implied volatility surfaces -- time skew (a.k.a. terms structure of volatility), and strike skew (Smiles and Smirks); understand what volatility surfaces reveal about option prices, volatility, and the models.

    ppt25p shiwo_ding8 25-06-2019 9 0   Download

  • (bq) part 1 book "java methods for financial engineering applications in finance and investment" has contents: interest rate calculations, bonds, futures, duration, options, modelling stock prices, the binomial model, analytical option pricing methods, sensitivity measures, interest rate derivatives.

    pdf285p bautroibinhyen21 14-03-2017 25 0   Download

  • (BQ) Continued part 1, part 2 of the document Finance a quantitative introduction has contents: Option pricing in discrete time, option pricing in continuous time, real options analysis, selected option applications, agency problems and governance,... and other contents.

    pdf241p thiendiadaodien_10 08-01-2019 11 0   Download

  • Worse, because the consumer fails to see that she will pay a large penalty and back-load repayment—and not because she has a taste for immediate gratification with respect to consumption— she underestimates the cost of credit and borrows too much. Due to this combination of decisions, a nonsophisticated consumer, no matter how close to sophisticated, has discontinuously lower welfare than a sophisticated consumer.

    pdf27p enter1cai 12-01-2013 34 2   Download

  • The Affordable Care Act establishes Affordable Insurance Exchanges (Exchanges) to provide individuals and small business employees with access to health insurance coverage beginning January 1, 2014. 1 An Exchange is an entity that both facilitates the purchase of Qualified Health Plans (QHP) by qualified individuals and provides for the establishment of a Small Business Health Options Program (SHOP), consistent with Affordable Care Act 1311(b) and 45 CFR 155.20.

    pdf0p thangbienthai 27-11-2012 47 5   Download

  • .Page i Valuation Measuring and Managing the Value of Companies .Page ii WILEY FINANCE Advanced Fixed-Income Valuation Tools, Narasimham Jegadeesh and Bruce Tuckman Beyond Value at Risk, Kevin Dowd Buying and Selling Volatility, Kevin B. Connolly Chaos and Order in the Capital Markets: New View of Cycles, Prices, and Market Volatility, Second Edition, Edgar E. Peters Corporate Financial Distress and Bankruptcy, Second Edition, Edward I.

    pdf508p leetinh 29-10-2012 142 72   Download

  • The goal of this book is to develop robust, accurate and efficient numerical methods to price a number of derivative products in quantitative finance.We focus on one-factor and multi-factor models for a wide range of derivative products such as options, fixed income products, interest rate products and ‘real’ options. Due to the complexity of these products it is very difficult to find exact or closed solutions for the pricing functions. Even if a closed solution can be found it may be very difficult to compute. For this and other reasons we need to resort to approximate methods.

    pdf442p luckystar909 12-12-2009 142 58   Download

  • Programming languages used in the 1990s to program many personal computer and UNIX based applications. Call option: An asset which gives the owner the right but not the obligation to purchase some other asset for a set price on or up to a specified date. Capital asset pricing model (CAPM): A model in which the cost of capital for any security or portfolio of securities equals a risk-free rate plus a risk premium that is proportionate to the systematic risk of the security or portfolio. Capital loss carryover: The excess of capital losses over capital gains that may not...

    pdf10p anhheomap 13-12-2010 121 46   Download

  • Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples include pricing of the main exotic derivatives (barrier, basket, rainbow options) as well as risk management issues. Particular focus is given to the pricing of asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions....

    pdf308p tieungot 24-01-2013 74 23   Download

  • Dialog is the premier online retrieval service with the most comprehensive content collection and most powerful search language available. From concept testing, to clinical trials, to product launches, to patent protection, Dialog delivers accurate, relevant, trustworthy results with amazing speed. Choose web, text or customized interfaces, or integrate just the content you need into your own applications.

    pdf67p nhacsihuytuan 13-04-2013 33 3   Download

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