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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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Physics of Finance

of theoretical physics to financial economics to develop an altogether original method for pricing financial assets that steps outside the equilibrium;

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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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Monte Carlo Methods in Finance

dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management;

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An Introduction to Exotic Option Pricing

In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price;

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An Introduction to Exotic Option Pricing

In an easy-to-understand, nontechnical yet mathematically elegant manner, An Introduction to Exotic Option Pricing shows how to price;

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Advanced Finance Theories

selection and capital market theory, optimum consumption and intertemporal portfolio selection, option pricing theory, contingent claim analysis;

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Stochastic Dominance Option Pricing

pricing paradigm to the prevailing no arbitrage simultaneous equilibrium in the frictionless underlying and option markets. This new methodology;

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Stochastic Methods in Asset Pricing

connects them to the stochastic discount factors before offering a general definition. It covers concrete option pricing models (including;

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The Numerical Solution of the American Option Pricing Problem

problem arising in American option pricing, including the method of lines, the component wise splitting and the finite difference with PSOR. The;

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William F. Sharpe

William F Sharpe received the Nobel Prize in Economics in 1990 for his work on equilibrium pricing in capital markets. He was one of the;

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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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Economic Modeling and Inference

, option pricing, and optimal hedging * Describes labor applications including job search, equilibrium search, and retirement * Illustrates the;

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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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Financial Markets and Corporate Finance

importance of the field of finance over this period.The papers cover corporate finance, option pricing and derivative markets, international finance;

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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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Economic Dynamics

Economic dynamic theory includes dynamic games, dynamic general equilibrium theory, and empirical studies. The following topics are;

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Theory of Financial Decision Making

Intertemporal Capital Asset Pricing Model, the Black-Scholes option pricing model and contingent claims analysis, 'risk-neutral' pricing with;

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General Equilibrium Theory of Value

The concept of general equilibrium, one of the central components of economic theory, explains the behavior of supply, demand, and prices;

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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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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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Theory of Rational Option Pricing

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Theory of Rational Option Pricing

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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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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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