The Option-iPoD : the probability of default implied by option prices based on entropy /
Sábháilte in:
| Príomhchruthaitheoir: | |
|---|---|
| Formáid: | Leictreonach Ríomhleabhar |
| Teanga: | Béarla |
| Foilsithe / Cruthaithe: |
[Washington, District of Columbia] :
International Monetary Fund,
2008.
|
| Sraith: | IMF working paper ;
WP/08/194 |
| Ábhair: | |
| Rochtain ar líne: | An electronic book accessible through the World Wide Web; click to view |
| Clibeanna: |
Cuir clib leis
Níl clibeanna ann, Bí ar an gcéad duine le clib a chur leis an taifead seo!
|
Míreanna comhchosúla
Is systematic default risk priced in equity returns? a cross-sectional analysis using credit derivatives prices /
de réir: Chan-Lau, Jorge A.
Foilsithe / Cruthaithe: (2006)
de réir: Chan-Lau, Jorge A.
Foilsithe / Cruthaithe: (2006)
Option trading pricing and volatility strategies and techniques /
de réir: Sinclair, Euan, 1969-
Foilsithe / Cruthaithe: (2010)
de réir: Sinclair, Euan, 1969-
Foilsithe / Cruthaithe: (2010)
Fundamentals-based estimation of default probabilities a survey /
de réir: Chan-Lau, Jorge A.
Foilsithe / Cruthaithe: (2006)
de réir: Chan-Lau, Jorge A.
Foilsithe / Cruthaithe: (2006)
Option valuation and Option tutor /
de réir: O'Brien, John, 1950-
Foilsithe / Cruthaithe: (1995)
de réir: O'Brien, John, 1950-
Foilsithe / Cruthaithe: (1995)
Nonlinear models in mathematical finance new research trends in option pricing /
Foilsithe / Cruthaithe: (2008)
Foilsithe / Cruthaithe: (2008)
The option trader handbook strategies and trade adjustments /
de réir: Jabbour, George (George Moussa)
Foilsithe / Cruthaithe: (2010)
de réir: Jabbour, George (George Moussa)
Foilsithe / Cruthaithe: (2010)
Distance-to-default in banking a bridge too far? /
de réir: Chan-Lau, Jorge A.
Foilsithe / Cruthaithe: (2006)
de réir: Chan-Lau, Jorge A.
Foilsithe / Cruthaithe: (2006)
The costs of sovereign default /
de réir: Borensztein, Eduardo
Foilsithe / Cruthaithe: (2008)
de réir: Borensztein, Eduardo
Foilsithe / Cruthaithe: (2008)
Robust static super-replication of barrier options
de réir: Maruhn, Jan H.
Foilsithe / Cruthaithe: (2009)
de réir: Maruhn, Jan H.
Foilsithe / Cruthaithe: (2009)
Foreign exchange option pricing a practitioner's guide /
de réir: Clark, Iain J.
Foilsithe / Cruthaithe: (2011)
de réir: Clark, Iain J.
Foilsithe / Cruthaithe: (2011)
The Black-Scholes model
de réir: Capi�nski, Marek, 1951-
Foilsithe / Cruthaithe: (2012)
de réir: Capi�nski, Marek, 1951-
Foilsithe / Cruthaithe: (2012)
The Heston model and its extensions in Matlab and C#
de réir: Rouah, Fabrice, 1964-
Foilsithe / Cruthaithe: (2013)
de réir: Rouah, Fabrice, 1964-
Foilsithe / Cruthaithe: (2013)
Macro-hedging for commodity exporters
de réir: Borensztein, Eduardo
Foilsithe / Cruthaithe: (2009)
de réir: Borensztein, Eduardo
Foilsithe / Cruthaithe: (2009)
The Heston model and its extensions in VBA + website /
de réir: Rouah, Fabrice, 1964-
Foilsithe / Cruthaithe: (2015)
de réir: Rouah, Fabrice, 1964-
Foilsithe / Cruthaithe: (2015)
The pricing of credit default swaps during distress
de réir: Andritzky, Jochen R.
Foilsithe / Cruthaithe: (2006)
de réir: Andritzky, Jochen R.
Foilsithe / Cruthaithe: (2006)
Forecasting volatility in the financial markets
Foilsithe / Cruthaithe: (2007)
Foilsithe / Cruthaithe: (2007)
Fourier transform methods in finance
Foilsithe / Cruthaithe: (2010)
Foilsithe / Cruthaithe: (2010)
American-type options.
de réir: Silvestrov, Dmitrii S.
Foilsithe / Cruthaithe: (2015)
de réir: Silvestrov, Dmitrii S.
Foilsithe / Cruthaithe: (2015)
Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
de réir: Gregory, Jon
Foilsithe / Cruthaithe: (2014)
de réir: Gregory, Jon
Foilsithe / Cruthaithe: (2014)
Option pricing and estimation of financial models with R
de réir: Iacus, Stefano M. (Stefano Maria)
Foilsithe / Cruthaithe: (2011)
de réir: Iacus, Stefano M. (Stefano Maria)
Foilsithe / Cruthaithe: (2011)
The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
de réir: Rebonato, Riccardo
Foilsithe / Cruthaithe: (2009)
de réir: Rebonato, Riccardo
Foilsithe / Cruthaithe: (2009)
Trading weekly options : pricing characteristics and short-term trading strategies /
de réir: Rhoads, Russell
Foilsithe / Cruthaithe: (2014)
de réir: Rhoads, Russell
Foilsithe / Cruthaithe: (2014)
How to price and trade options : identify, analyze, and execute the best trade probabilities /
de réir: Sherbin, Al, 1956-
Foilsithe / Cruthaithe: (2015)
de réir: Sherbin, Al, 1956-
Foilsithe / Cruthaithe: (2015)
Your options handbook the practical reference and strategy guide to trading options /
de réir: Levy, Jared, 1976-
Foilsithe / Cruthaithe: (2011)
de réir: Levy, Jared, 1976-
Foilsithe / Cruthaithe: (2011)
FX option performance : an analysis of the value delivered by FX options since the start of the market /
de réir: James, Jessica, 1968-, et al.
Foilsithe / Cruthaithe: (2015)
de réir: James, Jessica, 1968-, et al.
Foilsithe / Cruthaithe: (2015)
American-type options : stochastic approximation methods. Volume 1 /
de réir: Silvestrov, Dmitrii S.
Foilsithe / Cruthaithe: (2014)
de réir: Silvestrov, Dmitrii S.
Foilsithe / Cruthaithe: (2014)
Option strategies profit-making techniques for stock, stock index, and commodity options /
de réir: Smith, Courtney
Foilsithe / Cruthaithe: (2008)
de réir: Smith, Courtney
Foilsithe / Cruthaithe: (2008)
The options course high profit & low stress trading methods /
de réir: Fontanills, George
Foilsithe / Cruthaithe: (2005)
de réir: Fontanills, George
Foilsithe / Cruthaithe: (2005)
Exotic options and hybrids a guide to structuring, pricing and trading /
de réir: Bouzoubaa, Mohamed
Foilsithe / Cruthaithe: (2010)
de réir: Bouzoubaa, Mohamed
Foilsithe / Cruthaithe: (2010)
Exotic options trading
de réir: De Weert, Frans
Foilsithe / Cruthaithe: (2008)
de réir: De Weert, Frans
Foilsithe / Cruthaithe: (2008)
Visual guide to options
de réir: Levy, Jared, 1976-
Foilsithe / Cruthaithe: (2013)
de réir: Levy, Jared, 1976-
Foilsithe / Cruthaithe: (2013)
Options made simple a beginner's guide to trading options for success /
de réir: Clarke, Jacqueline
Foilsithe / Cruthaithe: (2012)
de réir: Clarke, Jacqueline
Foilsithe / Cruthaithe: (2012)
Trading options Greeks how time, volatility, and other pricing factors drive profits /
de réir: Passarelli, Dan, 1971-
Foilsithe / Cruthaithe: (2012)
de réir: Passarelli, Dan, 1971-
Foilsithe / Cruthaithe: (2012)
Binary options strategies for directional and volatility trading /
de réir: Nekritin, Alex, 1980-
Foilsithe / Cruthaithe: (2013)
de réir: Nekritin, Alex, 1980-
Foilsithe / Cruthaithe: (2013)
The complete book of option spreads and combinations : strategies for income generation, directional moves, and risk reduction /
de réir: Nations, Scott
Foilsithe / Cruthaithe: (2014)
de réir: Nations, Scott
Foilsithe / Cruthaithe: (2014)
Counterparty risk in the over-the-counter derivates market /
de réir: Segoviano Basurto, Miguel A.
Foilsithe / Cruthaithe: (2008)
de réir: Segoviano Basurto, Miguel A.
Foilsithe / Cruthaithe: (2008)
Why do prices in Sierra Leone change so often? a case study using micro-level price data /
de réir: Kovanen, Arto
Foilsithe / Cruthaithe: (2006)
de réir: Kovanen, Arto
Foilsithe / Cruthaithe: (2006)
Commodity option pricing : a practitioner's guide /
de réir: Clark, Iain J.
Foilsithe / Cruthaithe: (2014)
de réir: Clark, Iain J.
Foilsithe / Cruthaithe: (2014)
No-hype options trading myths, realities, and strategies that really work /
de réir: Given, Kerry W., 1948-
Foilsithe / Cruthaithe: (2011)
de réir: Given, Kerry W., 1948-
Foilsithe / Cruthaithe: (2011)
Options on foreign exchange
de réir: DeRosa, David F.
Foilsithe / Cruthaithe: (2011)
de réir: DeRosa, David F.
Foilsithe / Cruthaithe: (2011)