Option pricing

Ebook Finance: A quantitative introduction - Part 2 includes contents: Option pricing in discrete time, option pricing in continuous time, real options analysis, selected option applications, agency problems and governance,... and other contents.

241p longtimenosee03 01-02-2024 6 1   Download

Continued part 1, part 2 of ebook "Introduction to derivative financial instruments: Options, futures, forwards, swaps, and hedging" provides readers with contents including: options; risk control for options; futures, forwards, and swaps; the pricing of options; credit risk and market risk with options; interest rate risk management through derivatives;...

218p tuongnhuoclan 27-11-2023 12 5   Download

Continued part 1, part 2 of ebook "The virtual utility: Accounting, technology and competitive aspects of the emerging industry" provides readers with contents including: risk management, options and contracting for a virtual utility; integrating financial and physical contracting in electric power markets; capacity prices in a competitive power market; industrial organization, technological change and strategic response to deregulation; services in an unbundled and open electric services marketplace;...

265p mocthanhdao0210 19-11-2023 6 4   Download

Continued part 1, part 2 of ebook "Financial products: An introduction using Mathematics and Excel" provides readers with contents including: Chapter 5 - The forward rate, forward rate agreements, swaps, caps and floors; Chapter 6 - Options; Chapter 7 - Option pricing; Chapter 8 - Credit derivatives;...

215p mocthanhdao0210 20-11-2023 9 4   Download

In ebook "Irreversible decisions under uncertainty: Optimal stopping made easy" the authors present an alternative approach to optimal stopping problems. The basic ideas and techniques of the approach can be explained much simpler than the standard methods in the literature on optimal stopping problems. The monograph will teach the reader to apply the technique to many problems in economics and finance, including new ones. From the technical point of view, the method can be characterized as option pricing via the Wiener-Hopf factorization.

292p loivantrinh 29-10-2023 10 3   Download

Ebook "Introduction to stochastic calculus for finance: A new didactic approach" presents a quick (but by no means "dirty") road to the tools required for advanced finance in continuous time, including option pricing by martingale methods, term structure models in a HJM-framework and the Libor market model. The reader should be familiar with elementary real analysis and basic probability theory.

144p loivantrinh 29-10-2023 12 3   Download

Ebook "Stochastic calculus of variations in mathematical finance" demonstrating the relevance of Malliavin calculus for Mathematical Finance, starts with an exposition from scratch of this theory. Greeks (price sensitivities) are reinterpreted in terms of Malliavin calculus. Integration by parts formulae provide stable Monte Carlo schemes for numerical valuation of digital options.

148p loivantrinh 29-10-2023 6 3   Download

Ebook "Financial numerical recipes in C++" includes content: On C++ and programming, matrix tools, the mean variance frontier, binomial option pricing, futures algoritms, the term structure of interest rates and an object lesson, extending the black scholes formula, option pricing with binomial approximations,.... and other contents.

262p haojiubujain07 20-09-2023 8 4   Download

Part 1 of ebook "Financial management: Theory and practice" provides readers with contents including: fundamental concepts of financial management; securities and their valuation; projects and their valuation; corporate valuation and governance; financial options and applications in corporate finance;...

595p hanlinhchi 29-08-2023 8 4   Download

Lecture Intermediate accounting - Chapter 19: Share-based compensation and earnings per share. In this chapter we look at some common forms of compensation in which the amount of the compensation employees receive is tied to the market price of company stock. We will see that these share-based compensation plans-stock awards, stock options, and stock appreciation rights-create shareholders’ equity. The nature of this compensation will impact the way we calculate earnings per share, the topic of the second part of this chapter.

13p haojiubujain05 27-07-2023 6 3   Download

Continued part 1, part 2 of ebook "Currents in industrial mathematics: From concepts to research to education" provides readers with content including: virtual production of filaments and fleeces; modeling and simulation of filtration processes; maximal material yield in gemstone cutting; robust state estimation of complex systems; option pricing in practice — Heston’s stochastic volatility model;...

334p dieptieuung 19-07-2023 5 3   Download

Continued part 1, part 2 of ebook "Advances in quantitative analysis of finance and accounting (Volume 6)" has presents the following content: intraday volume — volatility relation of the DOW - a behavioral interpretation; the pricing of initial public offerings - an option approach; determinants of winner–loser effects in national stock markets; earnings management in corporate voting - evidence from antitakeover charter amendments; deterministic portfolio selection models, selection bias, and an unlikely hero;...

137p dieptieuung 20-07-2023 8 2   Download

Continued part 1, part 2 of ebook "Engineering economics and economic design for process engineers" has presents the following content: creating options - creating the list; option/alternate analysis; economic design case studies; optimum number of plants; chemical engineering plant cost index; compound interest tables; equipment pricing data; optimal catalyst usage in a reactor/filter system; estimate the production cost/expense differences;...

172p dieptieuung 20-07-2023 14 4   Download

Ebook Investments (Tenth edition): Part 2 presents the following content: Chapter 9 the capital asset pricing model, chapter 10 arbitrage pricing theory and multifactor models of risk and return, chapter 11 the efficient market hypothesis, chapter 12 behavioral finance and technical analysis, chapter 13 empirical evidence on security returns, chapter 14 bond prices and yields, chapter 15 the term structure of interest rates, chapter 16 managing bond portfolios, chapter 17 macroeconomic and industry analysis, chapter 18 equity valuation models, chapter 19 financial statement analysis, chapte...

761p haojiubujain01 06-06-2023 7 4   Download

Ebook Derivatives and risk management: Part 2 presents the following content: Interest Rate Derivatives and Euro-Dollar Derivatives; Credit Derivatives; Risk Management with Derivatives I; Risk Management with Derivatives II; Management of Derivatives Exposure;...Please refer to the documentation for more details.

96p chankora 16-06-2023 4 1   Download

Ebook Derivatives and risk management: Part 1 presents the following content: Evolution of Derivatives in India; Introduction to Derivatives; Forward Contracts; Future Contracts; Pricing of Future Contracts; Introduction to Options; Option Strategies and Pay-offs;...Please refer to the documentation for more details.

108p chankora 16-06-2023 1 0   Download

Ebook Financial derivatives: Part 1 presents the following content: Introduction to Derivatives; Derivatives Market in India; Introduction to Forward Contracts; Introduction to Future Contracts; Introduction to Options; Valuation and Pricing of Options;...Please refer to the documentation for more details.

124p chankora 16-06-2023 8 2   Download

Ebook Financial theory and corporate policy - Part 1 includes contents: Chapter 1 Introduction: Capital markets, consumption, and investment; Chapter 2 Investment decisions: The certainty case; Chapter 3 More advanced capital budgeting topics; Chapter 4 The theory of choice: Utility theory given uncertainty; Chapter 5 State-preference theory; Chapter 6 Objects of Choice: Mean-variance uncertainty; Chapter 7 Market equilibrium: CAPM and APT; Chapter 8 Pricing contingent claims: Option pricing theory and evidence; Chapter 9 Futures contracts and markets; Chapter 10 Efficient capital markets: ...

370p haojiubujain01 06-06-2023 5 2   Download

Ebook Copeland's financial theory and corporate policy: Part 1 presents the following content: Introduction: capital markets, consumption, and investment; investment decisions: the certainty case; more advanced capital budgeting topics; the theory of choice: utility theory given uncertainty; state-preference theory; objects of choice: mean-variance uncertainty; market equilibrium: CAPM and APT; pricing contingent claims: option pricing theory and evidence; futures contracts and markets; efficient capital markets: theory. Please refer to the documentation for more details.

370p runthenight03 07-12-2022 11 6   Download

This study aims to identify potential marketing solutions for promoting the consumption of safe Ban pork in the urban market. A total of 35 in-depth interviews were conducted with green food stores and consumers in Hanoi city, who have been consuming Ban pork, to understand constraints of buyers, potential marketing channels, and quality certification options for marketing Ban pork in the urban market. Results show that green food stores and consumers had major difficulties in Ban pork consumption due to high price and inability of distinguish pure and crossbred Ban pork.

7p vihennessey 26-09-2022 9 2   Download