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Analytical Finance: Volume I
62,25 € *
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This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years' experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets.Coverage includes:·Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks.·Numerical methods including discrete-time methods, finite different methods, binomial models and Monte Carlo simulations.·Probability theory and stochastic processes from the financial modeling perspective, including probability spaces, sigma algebras, measures and filtrations.·Continuous time models such as Black-Scholes-Merton, Delta-hedging and Delta-Gamma-hedging, general diffusion models and how to solve Partial Differential Equation using the Feynmann-Kac representation.·The trading, structuring and hedging several kinds of exotic options, including: Binary/Digital options, Barrier options, Lookbacks, Asian options, Chooses, Forward options, Ratchets, Compounded options, Basket options, Exchange and Currency-linked options, Pay later options and Quantos.·A detailed explanation of how to construct synthetic instruments and strategies for different market conditions, discussing more than 30 different option strategies.With source code for many of the models featured in the book provided and extensive examples and illustrations throughout, this book provides a comprehensive introduction to this topic and will prove an invaluable learning tool and reference for anyone studying or working in this field.

Anbieter: Dodax
Stand: 22.01.2020
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Analytical Finance: Volume I
63,98 € *
ggf. zzgl. Versand

This book provides an introduction to the valuation of financial instruments on equity markets. Written from the perspective of trading, risk management and quantitative research functions and written by a practitioner with many years' experience in markets and in academia, it provides a valuable learning tool for students and new entrants to these markets.Coverage includes:·Trading and sources of risk, including credit and counterparty risk, market and model risks, settlement and Herstatt risks.·Numerical methods including discrete-time methods, finite different methods, binomial models and Monte Carlo simulations.·Probability theory and stochastic processes from the financial modeling perspective, including probability spaces, sigma algebras, measures and filtrations.·Continuous time models such as Black-Scholes-Merton, Delta-hedging and Delta-Gamma-hedging, general diffusion models and how to solve Partial Differential Equation using the Feynmann-Kac representation.·The trading, structuring and hedging several kinds of exotic options, including: Binary/Digital options, Barrier options, Lookbacks, Asian options, Chooses, Forward options, Ratchets, Compounded options, Basket options, Exchange and Currency-linked options, Pay later options and Quantos.·A detailed explanation of how to construct synthetic instruments and strategies for different market conditions, discussing more than 30 different option strategies.With source code for many of the models featured in the book provided and extensive examples and illustrations throughout, this book provides a comprehensive introduction to this topic and will prove an invaluable learning tool and reference for anyone studying or working in this field.

Anbieter: Dodax AT
Stand: 22.01.2020
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The Eurodollar Futures and Options Handbook
63,79 € *
ggf. zzgl. Versand

Today's Most Up-to-Date and Comprehensive Resource for Eurodollar Futures Traders, Hedgers, and ResearchersEurodollar futures, and put and call options traded on those futures, revolutionized the world of banking and finance and are now among the most widely traded money market contracts in the world. The Eurodollar Futures and Options Handbook explores the complete range of current research and trading practice on these uniquely flexible trading vehicles, and tells you everything you need to know to increase your profits--and, more important, control your losses--when navigating this complex market.Featuring contributions from leading Eurodollar experts, including the author's seminal articles on Eurodollar convexity bias and measuring and trading term TED spreads, this long-awaited book explains:Eurodollar futures-- What they are, how they are priced, and how they can be used to hedge interest rate risk and trade the yield curveEurodollar options -- Structures and patterns of Eurodollar rate volatilities, along with price, volatility, and risk parameter conventions of Eurodollar options Eurodollar futures and options trading has grown exponentially, with no end in sight to its phenomenal growth. Let The Eurodollar Futures and Options Handbook arm you with the latest knowledge on these important trading vehicles, and provide you with the strategies and techniques you need to make the most of this liquid and lucrative market.Today's Eurodollar market--the market for dollar denominated deposits outside of the United States--is perhaps the largest and most liquid of the world's short-term dollar markets and is becoming the new standard of value for fixed income markets. For over a decade, futures and options traders in this market have relied on Eurodollar Futures and Options (by Burghardt, Belton, Lane, Luce, and McVey) for accurate market analysis coupled with solid, results-oriented trading and hedging strategies. Markets have changed dramatically, however, and the need for a comprehensive new handbook has become obvious and acute.The Eurodollar Futures and Options Handbook takes over where that book left off and incorporates all of the major advances in understanding how Eurodollar futures and options work and how traders and hedgers should use them. With contributions from Galen Burghardt, his colleagues, and collaborators, this hands-on volume focuses on every facet of this powerful market. It provides practitioners with practical, detailed discussions of:The Eurodollar Market-- Growth, expansion, and consolidation of the interest rate markets Key money market developments The birth of Eurodollar futures Exchange-traded money market futures and OTC interest rate swapsEurodollar Futures-- The Eurodollar futures contract Forward and futures interest rates Hedging with Eurodollar futures Pricing and hedging swaps The convexity bias, with new convexity bias series Measuring and trading term TED spreads Hedging and trading with stacks, packs, and bundles Hedging extension risk in callable agency notes The S&P 500 calendar roll Trading the turnEurodollar Options-- The Eurodollar option contract Price, volatility, and risk parameter conventions Caps, floors, and Eurodollar options Structure and patterns of Eurodollar rate volatility Trading with serial and mid-curve Eurodollar options Relative versus basis point volatility, including volatility cones Hedging convexity bias Until now, most of the material in this book was available only in assorted and often hard to find research notes. Eurodollar futures and options traders had to seek out special courses or know someone who had access to these notes. The Eurodollar Futures and Options Handbook combines greatly improved basic tools and research applications with current research on E

Anbieter: Dodax AT
Stand: 22.01.2020
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The Eurodollar Futures and Options Handbook
63,24 € *
ggf. zzgl. Versand

Today's Most Up-to-Date and Comprehensive Resource for Eurodollar Futures Traders, Hedgers, and ResearchersEurodollar futures, and put and call options traded on those futures, revolutionized the world of banking and finance and are now among the most widely traded money market contracts in the world. The Eurodollar Futures and Options Handbook explores the complete range of current research and trading practice on these uniquely flexible trading vehicles, and tells you everything you need to know to increase your profits--and, more important, control your losses--when navigating this complex market.Featuring contributions from leading Eurodollar experts, including the author's seminal articles on Eurodollar convexity bias and measuring and trading term TED spreads, this long-awaited book explains:Eurodollar futures-- What they are, how they are priced, and how they can be used to hedge interest rate risk and trade the yield curveEurodollar options -- Structures and patterns of Eurodollar rate volatilities, along with price, volatility, and risk parameter conventions of Eurodollar options Eurodollar futures and options trading has grown exponentially, with no end in sight to its phenomenal growth. Let The Eurodollar Futures and Options Handbook arm you with the latest knowledge on these important trading vehicles, and provide you with the strategies and techniques you need to make the most of this liquid and lucrative market.Today's Eurodollar market--the market for dollar denominated deposits outside of the United States--is perhaps the largest and most liquid of the world's short-term dollar markets and is becoming the new standard of value for fixed income markets. For over a decade, futures and options traders in this market have relied on Eurodollar Futures and Options (by Burghardt, Belton, Lane, Luce, and McVey) for accurate market analysis coupled with solid, results-oriented trading and hedging strategies. Markets have changed dramatically, however, and the need for a comprehensive new handbook has become obvious and acute.The Eurodollar Futures and Options Handbook takes over where that book left off and incorporates all of the major advances in understanding how Eurodollar futures and options work and how traders and hedgers should use them. With contributions from Galen Burghardt, his colleagues, and collaborators, this hands-on volume focuses on every facet of this powerful market. It provides practitioners with practical, detailed discussions of:The Eurodollar Market-- Growth, expansion, and consolidation of the interest rate markets Key money market developments The birth of Eurodollar futures Exchange-traded money market futures and OTC interest rate swapsEurodollar Futures-- The Eurodollar futures contract Forward and futures interest rates Hedging with Eurodollar futures Pricing and hedging swaps The convexity bias, with new convexity bias series Measuring and trading term TED spreads Hedging and trading with stacks, packs, and bundles Hedging extension risk in callable agency notes The S&P 500 calendar roll Trading the turnEurodollar Options-- The Eurodollar option contract Price, volatility, and risk parameter conventions Caps, floors, and Eurodollar options Structure and patterns of Eurodollar rate volatility Trading with serial and mid-curve Eurodollar options Relative versus basis point volatility, including volatility cones Hedging convexity bias Until now, most of the material in this book was available only in assorted and often hard to find research notes. Eurodollar futures and options traders had to seek out special courses or know someone who had access to these notes. The Eurodollar Futures and Options Handbook combines greatly improved basic tools and research applications with current research on E

Anbieter: Dodax
Stand: 22.01.2020
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FUTURES TRADING AND SPOT MARKET VOLATILITY
50,40 € *
ggf. zzgl. Versand

Derivative is the greatest financial innovations made in the history of finance.In India, Derivatives instruments such as Index futures, stock futures, stock options were introduced from 2000 onwards.The Bombay Stock Exchange lunched derivatives trading in the form of Index futures on June 9, 2000, followed by Index futures contracts on the S&P CNX Nifty Index of National Stock Exchange on June 12, 2000. After futures trading is introduced, the economic literature has intensified the debate over the impact of futures trading on the underlying spot index volatility. The impact of futures trading on the spot price volatility is a research topic around the world. It is intended to study the impact of index futures trading on the underlying spot index volatility. The study employs both standard deviations as well as advanced econometric models such as ARCH/GARCH. The results report that, the introduction of futures trading has resulted in decline in the spot market volatility, due to the futures trading, as the methodology employed has effectively isolated the volatility caused by futures trading from the volatility arising due to market wide factors.

Anbieter: Dodax AT
Stand: 22.01.2020
Zum Angebot
FUTURES TRADING AND SPOT MARKET VOLATILITY
49,00 € *
ggf. zzgl. Versand

Derivative is the greatest financial innovations made in the history of finance.In India, Derivatives instruments such as Index futures, stock futures, stock options were introduced from 2000 onwards.The Bombay Stock Exchange lunched derivatives trading in the form of Index futures on June 9, 2000, followed by Index futures contracts on the S&P CNX Nifty Index of National Stock Exchange on June 12, 2000. After futures trading is introduced, the economic literature has intensified the debate over the impact of futures trading on the underlying spot index volatility. The impact of futures trading on the spot price volatility is a research topic around the world. It is intended to study the impact of index futures trading on the underlying spot index volatility. The study employs both standard deviations as well as advanced econometric models such as ARCH/GARCH. The results report that, the introduction of futures trading has resulted in decline in the spot market volatility, due to the futures trading, as the methodology employed has effectively isolated the volatility caused by futures trading from the volatility arising due to market wide factors.

Anbieter: Dodax
Stand: 22.01.2020
Zum Angebot
Zecco. Com
35,00 € *
ggf. zzgl. Versand

High Quality Content by WIKIPEDIA articles! Zecco.com (Zecco Holdings, Inc) is an online investing company with operations in Burlingame, California and Pasadena, California. Investors on Zecco.com have access to online brokerage Zecco Trading, member FINRA and SIPC where they can trade stocks, options, mutual funds and bonds. Investors also have access to Zecco Forex, which provides spot foreign exchange trading as well as spot gold and spot silver trading. The company also has a financial community, ZeccoShare, where investors can share investing ideas and view others' verified trades and performance taken directly from the brokerage.

Anbieter: Dodax AT
Stand: 22.01.2020
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Zecco. Com
34,00 € *
ggf. zzgl. Versand

High Quality Content by WIKIPEDIA articles! Zecco.com (Zecco Holdings, Inc) is an online investing company with operations in Burlingame, California and Pasadena, California. Investors on Zecco.com have access to online brokerage Zecco Trading, member FINRA and SIPC where they can trade stocks, options, mutual funds and bonds. Investors also have access to Zecco Forex, which provides spot foreign exchange trading as well as spot gold and spot silver trading. The company also has a financial community, ZeccoShare, where investors can share investing ideas and view others' verified trades and performance taken directly from the brokerage.

Anbieter: Dodax
Stand: 22.01.2020
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151 Trading Strategies
55,98 € *
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The book provides detailed descriptions, including more than 550 mathematical formulas, for more than 150 trading strategies across a host of asset classes and trading styles. These include stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured assets, volatility, real estate, distressed assets, cash, cryptocurrencies, weather, energy, inflation, global macro, infrastructure, and tax arbitrage. Some strategies are based on machine learning algorithms such as artificial neural networks, Bayes, and k-nearest neighbors. The book also includes source code for illustrating out-of-sample backtesting, around 2,000 bibliographic references, and more than 900 glossary, acronym and math definitions. The presentation is intended to be descriptive and pedagogical and of particular interest to finance practitioners, traders, researchers, academics, and business school and finance program students.

Anbieter: Dodax AT
Stand: 22.01.2020
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