Emanuel derman the volatility smile по низкой цене

Emanuel Derman The Volatility Smile

Купить за 6616.11 RUR

The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Despite this success, the model is fundamentally at odds with the observed behavior of option markets: a graph of implied
Не пропускайте акции и распродажи в нашем магазине.

/ / / подобные товары

Emanuel Derman My Life as a Quant. Reflections on Physics and Finance

Купить за 1565.62 RUR

In My Life as a Quant, Emanuel Derman relives his exciting journey as one of the first high-energy particle physicists to migrate to Wall Street. Page by page, Derman details his adventures in this field—analyzing the incompatible personas of traders and quants, and discussing the dissimilar nature
Не пропускайте акции и распродажи в нашем магазине.

/ / / подобные товары

Jim Gatheral The Volatility Surface. A Practitioner's Guide

Купить за 6577.56 RUR

Praise for The Volatility Surface «I'm thrilled by the appearance of Jim Gatheral's new book The Volatility Surface. The literature on stochastic volatility is vast, but difficult to penetrate and use. Gatheral's book, by contrast, is accessible and practical. It successfully charts a middle ground
Не пропускайте акции и распродажи в нашем магазине.

/ / / подобные товары

Группа авторов Derivatives Models on Models

Купить за 9730.74 RUR

Derivatives Models on Models takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on
Не пропускайте акции и распродажи в нашем магазине.

/ / / подобные товары

Tom Gentile The Volatility Course

Купить за 2694.03 RUR

It takes a special set of trading skills to thrive in today's intensely volatile markets, where point swings of plus or minus 200 points can occur on a weekly, sometimes daily, basis. The Volatility Course arms stock and options traders with those skills. George Fontanills and Tom Gentile provide
Не пропускайте акции и распродажи в нашем магазине.

/ / / подобные товары

Emanuel Derman Models. Behaving. Badly. Why Confusing Illusion with Reality Can Lead to Disaster, on Wall Street and in Life

Купить за 2632.46 RUR

Emanuel Derman was a quantitative analyst (Quant) at Goldman Sachs, one of the financial engineers whose mathematical models became crucial for Wall Street. The reliance investors put on such quantitative analysis was catastrophic for the economy, setting off the ongoing string of financial crises
Не пропускайте акции и распродажи в нашем магазине.

/ / / подобные товары

Antonio Castagna FX Options and Smile Risk

Купить за 12007.69 RUR

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 trader. This book is a unique guide to running an FX options book from the market maker perspective.
Не пропускайте акции и распродажи в нашем магазине.

/ / / подобные товары

Alireza Javaheri Inside Volatility Arbitrage. The Secrets of Skewness

Купить за 11084.03 RUR

Today?s traders want to know when volatility is a sign that the sky is falling (and they should stay out of the market), and when it is a sign of a possible trading opportunity. Inside Volatility Arbitrage can help them do this. Author and financial expert Alireza Javaheri uses the classic approach
Не пропускайте акции и распродажи в нашем магазине.

/ / / подобные товары

Alireza Javaheri Inside Volatility Filtering. Secrets of the Skew

Купить за 8221.95 RUR

A new, more accurate take on the classical approach to volatility evaluation Inside Volatility Filtering presents a new approach to volatility estimation, using financial econometrics based on a more accurate estimation of the hidden state. Based on the idea of «filtering», this book lays out a
Не пропускайте акции и распродажи в нашем магазине.

/ / / подобные товары

Kent Moors The Vega Factor. Oil Volatility and the Next Global Crisis

Купить за 3075.05 RUR

How oil volatility is affecting the global political scene, and where the oil market is heading The world is rapidly moving towards an oil environment defined by volatility. The Vega Factor: Oil Volatility and the Next Global Crisis takes an in-depth look at the most important topics in the
Не пропускайте акции и распродажи в нашем магазине.

/ / / подобные товары

Emanuel Swedenborg Index to the Apocalypse

Купить за 0 RUR

Полный вариант заголовка: «Index to the Apocalypse, or Book of revelation, explained according to the spiritual sense by Emanuel Swedenborg / comp. by J. A. T[ulk]».
Не пропускайте акции и распродажи в нашем магазине.

/ / / подобные товары

Riccardo Rebonato The SABR/LIBOR Market Model

Купить за 7939.06 RUR

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 hedging instruments (swaptions and caplets) of all strikes and maturities produced by the SABR model.
Не пропускайте акции и распродажи в нашем магазине.

/ / / подобные товары