Advanced Option Pricing Models details specific conditions under which current option pricing models fail to provide accurate price estimates and then shows option traders how to construct improved models for better pricing in a wider range of market conditions. Model-building steps cover options pricing under conditional or marginal distributions, using polynomial approximations and “curve fitting,” and compensating for mean reversion. The authors also develop effective prototype models that can be put to immediate use, with real-time examples of the models in action.
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Handbook on Options Trading is the best guide to getting started in trading options. Most traders lose money in trading, and most people try to predict where the market is heading, this is never an easy task. Why not do the opposite? Do it the non-directional way and make money by predicting where the market is not heading. This book will teach you how options market works with illustrations and real trading examples. Handbook on Options Trading will cover: - Introduction to the options market - Basics of call and put options - Options buying versus options selling - Options evaluation and pricing - Guide to non-directional trading - Role of psychology and how to avoid mistakes in trading - Trading strategies and real case studies Filles with plenty of examples and case studies, this guide will show traders how options sellers can apply a high probability winning strategy Learn how to be a winning trader and make consistent income month after month
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* Indispensible reading if you are involved in the derivatives, fixed income, foreign exchange and equities markets * Financial markets professionals...you'll discover a wealth of applicable ideas and methods to help you improve your performance and profits * An essential guide to this exciting area of finance.Advanced Trading Rules is the essential guide to state of the art techniques currently used by the very best financial traders, analysts and fund managers. The editors have brought together the world's leading professional and academic experts to explain how to understand, develop and apply cutting edge trading rules and systems. It is indispendsable reading if you are involved in the derivatives, fixed income, foreign exchange and equities markets.The authors explain how to apply econometrics, computer modelling, technical and quantitative analysis to generate superior returns, showing how you can stay ahead of the curve by finding out why certain methods suceed or fail.Profit from this book by understanding how to use:* technical indicators* neural networks* genetic algorithms* quantitative techniques* chartsFinancial markets professionals will discover a wealth of applicable ideas and methods to help them to improve their performance and profits. Students and academics working in this area will also benefit from the rigorous and theoretically sound analysis of this dynamic and exciting area of finance. Complete overview of cutting edge financial markets trading rulesHow to apply econometrics, computer modelling, technical and quantitative analysis to financial markets tradingUnderstand how to profit by using technical indicators, neural networks, genetic algorithms, quantitative techniques and charts
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This is a systematic classification and treatment of essentially all exotic options currently trading at the Over-the-Counter (OTC) market. It aims to be an industry standard book on this subject. It contains exact closed-form pricing formulae and approximated closed-form pricing formulae for all popular exotic optics. It includes arguments for and pricing formulae of exotic options with more flexibility than most popular exotic options such as Asian options with the underlying assets, etc. Most of the analyses in this book are within the Black-Scholes environment so that comparisons of each type of exotic options with the Black-Schles model can be made readily. Emphases have been paid to illustrate the ideas of products clearly and show how to use the pricing expressions conveniently. The book contains many pricing formulae and analyses which do not exist in the literature. The book is suitable for traders, analysts, risk managers, marketers, sales people, professionals in the derivatives industry, and financial professionals in general who have an interest in the concurrent status of the exotic derivatives market. It is also of great interest to professors and graduate students who want to catch up with the ever growing innovation process in the derivatives industry. Scientists, engineers, computer programmers, and other professionals may also find the book an efficient way to grasp some financial ideas and connect financial products with mathematical tools.
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