volatility
21FX Options and Smile Risk , Antonio Castagna
The FX options market represents one of the most liquid and strongly competitive markets in the world, and features many technical subtleties that can seriously harm the uninformed and unaware… 10146.16 руб электронная книга22Trading VIX Derivatives. Trading and Hedging Strategies Using VIX Futures, Options, and Exchange Traded Notes , Russell Rhoads
A guide to using the VIX to forecast and trade markets Known as the fear index, the VIX provides a snapshot of expectations about future stock market volatility and generally moves inversely to the… 4877.96 руб электронная книга23The Heston Model and its Extensions in Matlab and C# , Steven Heston L.
Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has become a popular model for pricing equity… 8780.33 руб электронная книга24Financial Modelling. Theory, Implementation and Practice with MATLAB Source , Wetterau Daniel
Financial modelling Theory, Implementation and Practice with Matlab Source Jörg Kienitz and Daniel Wetterau Financial Modelling – Theory, Implementation and Practice with MATLAB Source is a unique… 10536.4 руб электронная книга25Foreign Exchange Option Pricing. A Practitioner's Guide , Iain Clark J.
This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedge fund would need to know about the… 9755.93 руб электронная книга26The SABR_LIBOR Market Model. Pricing, Calibration and Hedging for Complex Interest-Rate Derivatives , Riccardo Rebonato
This book presents a major innovation in the interest rate space. It explains a financially motivated extension of the LIBOR Market model which accurately reproduces the prices for plain vanilla… 9188.33 руб электронная книга27Handbook of High-Frequency Trading and Modeling in Finance , Ionut Florescu
Reflecting the fast pace and ever-evolving nature of the financial industry, the Handbook of High-Frequency Trading and Modeling in Finance details how high-frequency analysis presents new systematic… 11582.49 руб электронная книга28How to Calculate Options Prices and Their Greeks. Exploring the Black Scholes Model from Delta to Vega , Pierino Ursone
A unique, in-depth guide to options pricing and valuing their greeks, along with a four dimensional approach towards the impact of changing market circumstances on options How to Calculate Options… 4227.57 руб электронная книга29Fuel Hedging and Risk Management. Strategies for Airlines, Shippers and Other Consumers , Vishnu Gajjala N.
A hands-on guide to navigating the new fuel markets Fuel Hedging and Risk Management: Strategies for Airlines, Shippers and Other Consumers provides a clear and practical understanding of commodity… 6503.95 руб электронная книга30Handbook of Fixed-Income Securities , Pietro Veronesi
A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of… 11582.49 руб электронная книга