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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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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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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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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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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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Option Pricing and Estimation of Financial Models with R

time processes and numerical option pricing. Introduces the bases of probability theory and goes on to explain how to model financial times;

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Basic Black-Scholes

This new book gives extremely clear explanations of Black-Scholes option pricing theory, and discusses direct applications of the theory to;

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Basic Black-Scholes

This new book gives extremely clear explanations of Black-Scholes option pricing theory, and discusses direct applications of the theory to;

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Generalized Optimal Stopping Problems and Financial Markets

Provides mathematicians and applied researchers with a well-developed framework in which option pricing can be formulated, and a natural;

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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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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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The Numerical Solution of the American Option Pricing Problem

vast literature on this topic. In The Numerical Solution of the American Option Pricing Problem, Carl Chiarella, Boda Kang and Gunter Meyer;

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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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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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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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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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Derivatives Trading and Option Pricing

This title aims to help the reader manage the risk involved in pricing and trading derivatives and options. Detailed guidance allows the;

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Option Market Making

Approaches trading from the viewpoint of market makers and the part they play in pricing, valuing and placing positions. Covers option;

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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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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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The Complete Guide to Option Pricing Formulas

When pricing options in todayOs fast-action markets, you need quick access to precise facts and market-tested information. The Complete;

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Hedging & Pricing of Options Using Least Squares Through Simulation

The enormous growth of derivatives markets necessitates the pricing and hedging of derivative contracts accurately and efficiently. This;

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