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Hedging & Pricing of Options Using Least Squares Through Simulation

employed is also used to compute the Option Greeks extending the approach of the paper Hedging using simulation: a least squares approach by;

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An Option Greeks Primer: Building Intuition with Delta Hedging and Monte Carlo Simulation Using Excel

This book provides a hands-on, practical guide to understanding derivatives pricing. Aimed at the less quantitative practitioner, it;

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Engineering BGM

construction, change of measure, correlation, calibration, simulation, timeslicing, pricing, delta hedging, barriers, callable exotics (Bermudans), and;

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Engineering BGM

construction, change of measure, correlation, calibration, simulation, timeslicing, pricing, delta hedging, barriers, callable exotics (Bermudans), and;

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FX Options & Smile Risk

aspects of the pricing and hedging of the typical risks of an FX options desk and deals with the momentous issues of building consistent;

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Volatility Trading & Website 2nd Ed

, he guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. This new;

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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 Stochastic Calculus Applied to Finance

hedging, and the computer simulation of financial models. They succeed in producing a solid introduction to stochastic approaches used in the;

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Introduction to Stochastic Calculus Applied to Finance

risk modeling An extension of the chapter on simulation with numerical experiments that illustrate variance reduction techniques and hedging;

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Derivatives, Risk Management And Value

This book covers fundamental concepts in financial markets and asset pricing such as hedging, arbitrage, speculation in different markets;

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Option Hedging

theoretical premises and through comparative performance tests built over simulated data using a proposed simulation method for data generation. An;

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Options Under Transaction Costs

This book is aimed at researchers and PhD students in mathematical finance. It studies the pricing and hedging of options in nancial;

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The Predictive Power of Options

in option trading techniques, covering hedging, volatility, and pricing concepts, plus his own options philosophy. You will learn how to incorporate;

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Trading and Hedging with Agricultural Futures and Options

Diagrams of basic hedging and trading strategies ... Discussions of volatility and advanced option pricing topics ... The role of delta;

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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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Supremum & Stability of Weighted Pseudoinverses & Weighted Least Squares Problems

of weighted pseudoinverses, weighted least squares problems and constrained weighted least squares problems, and stable methods for solving weighted;

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Market Risk Analysis

Written by leading market risk academic, Professor Carol Alexander, Pricing, Hedging and Trading Financial Instruments forms part three;

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The Mathematics of Derivatives Securities with Applications in MATLAB

reader through the fundamental theorem of asset pricing using the Black and Scholes Economy and Formula, Options Pricing through European and;

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Stochastic Simulation And Applications In Finance With Matla

through the basic concepts, covering the most recent research and problems in the area, including: the quadratic re-sampling technique, the Least;

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Real Options Analysis

of real options analysis, including the valuation of oil and gas reserves using cointegrated prices and least-squares Monte Carlo; flexibility;

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Hull-White on Derivatives

This text provides an in-depth look at the impact of stochastic volatility on the pricing and hedging of options. It also examines how;

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Valuation and Hedging in Insurance

introduces the systematic mortality risk. He studies the valuation and hedging of life insurance contracts in such context as well as the pricing;

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Pricing and Hedging of Derivative Securities

in finance; the general theory of trading, pricing, and hedging in continuous time, using the martingale approach; and a detailed look at the;

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Monte Carlo Library Least-Squares Approach to EDXRF Elemental Analysis

The Monte Carlo library Least-Squares (MCLLS) approach essentially consists of using Monte Carlo simulation to generate the libraries;

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Foreign Exchange Option Pricing

finite differences on nonuniform grids * Fourier transform methods for pricing European options using characteristic functions * Stochastic and;

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Financial Engineering

interest rate options for speculation and hedging. Pricing of options using numerical methods such as lattices (BOPM), Mone Carlo simulation and;

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Option Greeks Primer

This book provides a hands-on, practical guide to understanding derivatives pricing. Aimed at the less quantitative practitioner, it;

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