Robust static super-replication of barrier options
Saved in:
主要作者: | Maruhn, Jan H. |
---|---|
企业作者: | Radon Institute for Computational and Applied Mathematics, ebrary, Inc |
格式: | 电子 电子书 |
语言: | 英语 |
出版: |
Berlin ; New York :
Walter de Gruyter,
c2009.
|
丛编: | Radon series on computational and applied mathematics ;
7. |
主题: | |
在线阅读: | An electronic book accessible through the World Wide Web; click to view |
标签: |
添加标签
没有标签, 成为第一个标记此记录!
|
相似书籍
Option valuation and Option tutor /
由: O'Brien, John, 1950-
出版: (1995)
由: O'Brien, John, 1950-
出版: (1995)
Option trading pricing and volatility strategies and techniques /
由: Sinclair, Euan, 1969-
出版: (2010)
由: Sinclair, Euan, 1969-
出版: (2010)
American-type options.
由: Silvestrov, Dmitrii S.
出版: (2015)
由: Silvestrov, Dmitrii S.
出版: (2015)
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
由: Rebonato, Riccardo
出版: (2009)
由: Rebonato, Riccardo
出版: (2009)
Nonlinear models in mathematical finance new research trends in option pricing /
出版: (2008)
出版: (2008)
Options on foreign exchange
由: DeRosa, David F.
出版: (2011)
由: DeRosa, David F.
出版: (2011)
The Heston model and its extensions in Matlab and C#
由: Rouah, Fabrice, 1964-
出版: (2013)
由: Rouah, Fabrice, 1964-
出版: (2013)
The Black-Scholes model
由: Capi�nski, Marek, 1951-
出版: (2012)
由: Capi�nski, Marek, 1951-
出版: (2012)
American-type options : stochastic approximation methods. Volume 1 /
由: Silvestrov, Dmitrii S.
出版: (2014)
由: Silvestrov, Dmitrii S.
出版: (2014)
Fourier transform methods in finance
出版: (2010)
出版: (2010)
The Heston model and its extensions in VBA + website /
由: Rouah, Fabrice, 1964-
出版: (2015)
由: Rouah, Fabrice, 1964-
出版: (2015)
Hedging derivatives
由: Rheinländer, Thorsten
出版: (2011)
由: Rheinländer, Thorsten
出版: (2011)
The Option-iPoD : the probability of default implied by option prices based on entropy /
由: Capuano, Christian
出版: (2008)
由: Capuano, Christian
出版: (2008)
The complete book of option spreads and combinations : strategies for income generation, directional moves, and risk reduction /
由: Nations, Scott
出版: (2014)
由: Nations, Scott
出版: (2014)
Forecasting volatility in the financial markets
出版: (2007)
出版: (2007)
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
由: Gregory, Jon
出版: (2014)
由: Gregory, Jon
出版: (2014)
Volatility trading
由: Sinclair, Euan, 1969-
出版: (2008)
由: Sinclair, Euan, 1969-
出版: (2008)
Volatility trading
由: Sinclair, Euan, 1969-
出版: (2013)
由: Sinclair, Euan, 1969-
出版: (2013)
The option trader handbook strategies and trade adjustments /
由: Jabbour, George (George Moussa)
出版: (2010)
由: Jabbour, George (George Moussa)
出版: (2010)
Create your own hedge fund increase profits and reduce risk with ETFs and options /
由: Wolfinger, Mark D.
出版: (2005)
由: Wolfinger, Mark D.
出版: (2005)
Your options handbook the practical reference and strategy guide to trading options /
由: Levy, Jared, 1976-
出版: (2011)
由: Levy, Jared, 1976-
出版: (2011)
The options course high profit & low stress trading methods /
由: Fontanills, George
出版: (2005)
由: Fontanills, George
出版: (2005)
FX option performance : an analysis of the value delivered by FX options since the start of the market /
由: James, Jessica, 1968-, et al.
出版: (2015)
由: James, Jessica, 1968-, et al.
出版: (2015)
Trading weekly options : pricing characteristics and short-term trading strategies /
由: Rhoads, Russell
出版: (2014)
由: Rhoads, Russell
出版: (2014)
Option strategies profit-making techniques for stock, stock index, and commodity options /
由: Smith, Courtney
出版: (2008)
由: Smith, Courtney
出版: (2008)
Binary options strategies for directional and volatility trading /
由: Nekritin, Alex, 1980-
出版: (2013)
由: Nekritin, Alex, 1980-
出版: (2013)
Exotic options trading
由: De Weert, Frans
出版: (2008)
由: De Weert, Frans
出版: (2008)
Visual guide to options
由: Levy, Jared, 1976-
出版: (2013)
由: Levy, Jared, 1976-
出版: (2013)
Options made simple a beginner's guide to trading options for success /
由: Clarke, Jacqueline
出版: (2012)
由: Clarke, Jacqueline
出版: (2012)
Frequently asked questions in quantitative finance including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers Ḿanifesto and lots more /
由: Wilmott, Paul
出版: (2009)
由: Wilmott, Paul
出版: (2009)
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
由: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
出版: (2013)
由: Svishchuk, A. V. (Anatoliĭ Vitalʹevich)
出版: (2013)
No-hype options trading myths, realities, and strategies that really work /
由: Given, Kerry W., 1948-
出版: (2011)
由: Given, Kerry W., 1948-
出版: (2011)
Exotic options and hybrids a guide to structuring, pricing and trading /
由: Bouzoubaa, Mohamed
出版: (2010)
由: Bouzoubaa, Mohamed
出版: (2010)
Trading options Greeks how time, volatility, and other pricing factors drive profits /
由: Passarelli, Dan, 1971-
出版: (2012)
由: Passarelli, Dan, 1971-
出版: (2012)
Optional law the structure of legal entitlements /
由: Ayres, Ian
出版: (2005)
由: Ayres, Ian
出版: (2005)
How to price and trade options : identify, analyze, and execute the best trade probabilities /
由: Sherbin, Al, 1956-
出版: (2015)
由: Sherbin, Al, 1956-
出版: (2015)
Macro-hedging for commodity exporters
由: Borensztein, Eduardo
出版: (2009)
由: Borensztein, Eduardo
出版: (2009)
Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
由: Tang, Yi
出版: (2007)
由: Tang, Yi
出版: (2007)
A currency options primer
由: Shamah, Shani
出版: (2004)
由: Shamah, Shani
出版: (2004)
The nature of informed option trading : evidence from the takeover market /
由: Klapper, Marco
出版: (2014)
由: Klapper, Marco
出版: (2014)
相似书籍
-
Option valuation and Option tutor /
由: O'Brien, John, 1950-
出版: (1995) -
Option trading pricing and volatility strategies and techniques /
由: Sinclair, Euan, 1969-
出版: (2010) -
American-type options.
由: Silvestrov, Dmitrii S.
出版: (2015) -
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
由: Rebonato, Riccardo
出版: (2009) -
Nonlinear models in mathematical finance new research trends in option pricing /
出版: (2008)