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Exotic Option Pricing And Advanced Lévy Models

topic of exotic option pricing and advanced Levy markets, written by leading scientists in this field. In recent years, Levy processes have;

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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 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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Levy Processes In Finance

. Covers a number of key topics, including option pricing, Monte Carlo simulations, stochastic volatility, exotic options and interest rate;

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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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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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Advanced Options Trading

and what doesn't work. Specific features include: exotic options; the factors influencing option pricing; advanced trading strategies such as;

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Computational Methods for Quantitative Finance: Finite Element Methods for Derivative Pricing

volume offers an introduction to deterministic algorithms for the fast and accurate pricing of derivative contracts in modern finance. This;

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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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Financial Modelling

-Madan method or Fourier-Space-Time Stepping. This is applied to pricing of European, Bermudan and exotic options as well as the calculation;

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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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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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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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Applications of Fourier Transform to Smile Modeling

transform in the option valuation, covering the most stochastic factors such as stochastic volatilities and interest rates, Poisson and Levy jumps;

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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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Nonlinear Option Pricing

New Tools to Solve Your Option Pricing Problems For nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods;

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Option Volatility and Pricing

theoretical pricing models work. And, best of all, you'll learn how to apply the principles of option evaluation to create strategies that, given a;

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Implementing Derivatives Models

Binomial methods. It is a source of practical pricing and hedging techniques for complex options, including interest rate exotics.;

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Options, Futures and Exotic Derivatives

pricing. The backgrounds of the authors of Options, Futures and Exotic Derivatives fit perfectly this pattern of combining theory and practice and;

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A Structural Framework for the Pricing of Corporate Securities

and Heston and Nandi (2000) on GARCH option pricing.;

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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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Trading And Investing In Bond Options

how options pricing and computer technologies are used in market-making, strategic trading, and value investing. After introducing standard;

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Asset Pricing

role of over-confidence in asset pricing modeling, relationship of the portfolio insurance with option and consumption-based asset pricing;

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Stochastic Models of Financial Mathematics

focus on the Black-Scholes and interest rate models. Other topics covered include self-financing strategies, option pricing, exotic options and;

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A Time Series Approach to Option Pricing

than on ad hoc tractable continuous time option pricing models. The reader then learns what it takes to understand and implement these option;

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Parameter Estimation in Stochastic Volatility Models

into the volatility process, these new methods will help better predict option pricing and stock market crash risk. Some simulation algorithms;

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