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Godwin, Richard: Swing Trading Made Simple
15,89 € *
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Erscheinungsdatum: 25.09.2019, Medium: Taschenbuch, Einband: Kartoniert / Broschiert, Titel: Swing Trading Made Simple, Titelzusatz: Beginners Guide to the Best Strategies, Tools and Tactics to Profit from Outstanding Short-Term Trading Opportunities on Stock Market, Options, Forex, and Crypto, Autor: Godwin, Richard, Verlag: Create Your Reality, Sprache: Englisch, Schlagworte: BUSINESS & ECONOMICS // Investments & Securities // Analysis & Trading Strategies, Rubrik: Betriebswirtschaft, Seiten: 144, Informationen: Paperback, Gewicht: 220 gr, Verkäufer: averdo

Anbieter: averdo
Stand: 08.12.2019
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Stock Market Investing for Beginners and Forex ...
9,95 € *
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Are you tired of living an ordinary life with an ordinary income?Do you want to discover all the trading methods?Do you want to make your savings yield but can't find the right index funds?Would you like to discover the world of swing trading but don't know where to start?Are the best guides too technical and full of unintelligible amounts of jargon?If your answer is yes, you have found what is right for you. Your job is overwhelming, and despite your commitment, you can't afford the life you dream. You work hard and save every single dollar you can for your sons. Nonetheless your incomes are meager, your costs are high, and your efforts are vain. You need a passive income to change this routine; you need to invest but don't own the tools to do it. Surely, there are many people that have become wealthy by trading alone. But if you are not a pro, listening the wrong advice or detecting the wrong information can be fatal.What you need is a good guideline and the right means to choose wisely.These guides are designed to give you knowledge and guidance on swing and day trading, stock market, Forex, options, and crypto. We are going to give you the tools for a correct analysis, to build a trading system and to handle risk management.You need to build up a safe trading strategy and set your goal.You will discover the secrets that make professional traders detect some market movements that bring them consistent profits.We want to show you how to deal with stock market psychology, developing the right mindset and avoiding the most common mistakes.This audiobook includes six manuscripts.Manuscript one: Forex TradingWhich are the best strategies to rule in the world Forex and how to apply themHow to make an effective trading plan in order to cut off losses and maximize incomesSeven techniques to avoid the most co 1. Language: English. Narrator: Keith Richard, Macken Murphy, Kevin Harding. Audio sample: http://samples.audible.de/bk/acx0/167741/bk_acx0_167741_sample.mp3. Digital audiobook in aax.

Anbieter: Audible
Stand: 08.12.2019
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Options 2e (Bloomberg)
83,90 CHF *
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Praise for Options FOR Volatile Markets, Second Edition 'Once again, McMillan and Lehman have created new and insightful updates into the world of derivatives trading. Every time you think you've mastered the game, these two industry titans prove you wrong. It's uncanny. In fact, let me put it this way: If you think you know options markets, think again.' --Richard Bensignor, President and Chief Strategist at Bensignor Strategies, Inc.; Editor of New Thinking in Technical Analysis 'Highly recommended for serious investors aiming to protect their portfolios from the next 'black swan' event. It's not a question of 'if' but 'when.' Be prepared with the tactics in this book.' --Donato A. Montanaro, Jr., Chairman and CEO, TradeKing 'Options for Volatile Markets provides the reader with time-tested option strategies for capital appreciation, income generation, and limiting losses. As discovered during the financial hurricane of 2008, asset diversification is not enough. Properly implemented, option strategies can be the difference between financial success and failure during volatile times.' --Kenneth G. Winans, CMT, MBA, President and Founder, Winans International; award-winning author and Forbes.com columnist 'The 'new normal' post-2008 world involves more than just lower returns, it comes with an overhang of serious risk to boot. This book provides clear strategies to both boost returns and protect against 'fat-tail' risks that can destroy capital.' --Stephen Savage, Managing Partner, Litman/Gregory Asset Management 'Successful investment management over time is not driven by how much one makes, but rather by how much one consistently does not lose. The best investors and traders of which I know focus first on risk management and secondly on profit maximization. After witnessing the financial market volatility of the last decade, absolute returns and consistency of those returns should be a key objective of institutional as well as retail investors going forward. Lehman and McMillan provide a roadmap of creative, intelligent, and purposeful options strategies for achieving exactly this.' --Brian Pretti, CFA, CFP, Chief Investment Officer, Mechanics Bank

Anbieter: Orell Fuessli CH
Stand: 08.12.2019
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Grain Futures Contracts: An Economic Appraisal
263,00 CHF *
ggf. zzgl. Versand

This study is an independent scholarly analysis of the economics of the grain futures contracts of the Chicago Board of Trade. The study was made possible by a research grant to the MidAmerica Institute from the Chicago Board of Trade, and we gratefully acknowledge this financial support, as well as the information and vast body of experience made available to us by the Division of Economic Analysis and members of the Exchange. Several other organizations also provided invaluable help from the inception of this study through the full process, either in the form of information, or through discussion: the Commodity Futures Trading Commission, the U.S. Department of Agriculture, the National Grain and Feed Association, the American Soybean Association, the Senate Committee on Agriculture, Nutrition and Forestry, the House Committee on Agriculture, the General Accounting Office, and the Center for the Study of Futures and Options Markets at Virginia Polytechnic and State University. We express our thanks. The primary authors wish to extend a special word of apprecia tion to Michael Brennan, Merton Miller, Richard Roll, Hans Stoll and Lester Telser, who served as members of the Resource Panel for the study. While key strengths of the study reflect their input, ultimate responsibility for the analysis rests with the primary authors.

Anbieter: Orell Fuessli CH
Stand: 08.12.2019
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Swaps and Other Derivatives
141,00 CHF *
ggf. zzgl. Versand

'Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This rare combination makes this welcome updated second edition a useful reference work for market practitioners.' --Satyajit Das, author of Swaps and Financial Derivatives Library and Traders and Guns & Money: Knowns and Unknowns in the Dazzling World of Derivatives Fully revised and updated from the first edition, Swaps and Other Derivatives, Second Edition, provides a practical explanation of the pricing and evaluation of swaps and interest rate derivatives. Based on the author's extensive experience in derivatives and risk management, working as a financial engineer, consultant and trainer for a wide range of institutions across the world this book discusses in detail how many of the wide range of swaps and other derivatives, such as yield curve, index amortisers, inflation-linked, cross-market, volatility, diff and quanto diffs, are priced and hedged. It also describes the modelling of interest rate curves, and the derivation of implied discount factors from both interest rate swap curves, and cross-currency adjusted curves. There are detailed sections on the risk management of swap and option portfolios using both traditional approaches and also Value-at-Risk. Techniques are provided for the construction of dynamic and robust hedges, using ideas drawn from mathematical programming. This second edition has expanded sections on the credit derivatives market - its mechanics, how credit default swaps may be priced and hedged, and how default probabilities may be derived from a market strip. It also prices complex swaps with embedded options, such as range accruals, Bermudan swaptions and target accrual redemption notes, by constructing detailed numerical models such as interest rate trees and Libor-based simulation. There is also increased discussion around the modelling of volatility smiles and surfaces. The book is accompanied by a CD-ROM where all the models are replicated, enabling readers to implement the models in practice with the minimum of effort.

Anbieter: Orell Fuessli CH
Stand: 08.12.2019
Zum Angebot
Swaps and Other Derivatives
70,00 CHF *
ggf. zzgl. Versand

&quote;Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This rare combination makes this welcome updated second edition a useful reference work for market practitioners.&quote; Satyajit Das, author of Swaps and Financial Derivatives Library and Traders and Guns & Money: Knowns and Unknowns in the Dazzling World of Derivatives Fully revised and updated from the first edition, Swaps and Other Derivatives, Second Edition, provides a practical explanation of the pricing and evaluation of swaps and interest rate derivatives. Based on the author s extensive experience in derivatives and risk management, working as a financial engineer, consultant and trainer for a wide range of institutions across the world this book discusses in detail how many of the wide range of swaps and other derivatives, such as yield curve, index amortisers, inflation-linked, cross-market, volatility, diff and quanto diffs, are priced and hedged. It also describes the modelling of interest rate curves, and the derivation of implied discount factors from both interest rate swap curves, and cross-currency adjusted curves. There are detailed sections on the risk management of swap and option portfolios using both traditional approaches and also Value-at-Risk. Techniques are provided for the construction of dynamic and robust hedges, using ideas drawn from mathematical programming. This second edition has expanded sections on the credit derivatives market its mechanics, how credit default swaps may be priced and hedged, and how default probabilities may be derived from a market strip. It also prices complex swaps with embedded options, such as range accruals, Bermudan swaptions and target accrual redemption notes, by constructing detailed numerical models such as interest rate trees and LIBOR-based simulation. There is also increased discussion around the modelling of volatility smiles and surfaces. The book is accompanied by a CD-ROM where all the models are replicated, enabling readers to implement the models in practice with the minimum of effort.

Anbieter: Orell Fuessli CH
Stand: 08.12.2019
Zum Angebot
Swaps and Other Derivatives
70,00 CHF *
ggf. zzgl. Versand

'Richard Flavell has a strong theoretical perspective on swaps withconsiderable practical experience in the actual trading of theseinstruments. This rare combination makes this welcome updatedsecond edition a useful reference work for marketpractitioners.' --Satyajit Das, author of Swaps and FinancialDerivatives Library and Traders and Guns & Money: Knownsand Unknowns in the Dazzling World of Derivatives Fully revised and updated from the first edition, Swaps andOther Derivatives, Second Edition, provides a practicalexplanation of the pricing and evaluation of swaps and interestrate derivatives. Based on the author's extensive experience in derivativesand risk management, working as a financial engineer, consultantand trainer for a wide range of institutions across the world thisbook discusses in detail how many of the wide range of swaps andother derivatives, such as yield curve, index amortisers,inflation-linked, cross-market, volatility, diff and quanto diffs,are priced and hedged. It also describes the modelling of interestrate curves, and the derivation of implied discount factors fromboth interest rate swap curves, and cross-currency adjustedcurves. There are detailed sections on the risk management of swap andoption portfolios using both traditional approaches and alsoValue-at-Risk. Techniques are provided for the construction ofdynamic and robust hedges, using ideas drawn from mathematicalprogramming. This second edition has expanded sections on the creditderivatives market - its mechanics, how credit default swapsmay be priced and hedged, and how default probabilities may bederived from a market strip. It also prices complex swaps withembedded options, such as range accruals, Bermudan swaptions andtarget accrual redemption notes, by constructing detailed numericalmodels such as interest rate trees and LIBOR-based simulation.There is also increased discussion around the modelling ofvolatility smiles and surfaces. The book is accompanied by a CD-ROM where all the models arereplicated, enabling readers to implement the models in practicewith the minimum of effort.

Anbieter: Orell Fuessli CH
Stand: 08.12.2019
Zum Angebot
Grain Futures Contracts: An Economic Appraisal
155,99 € *
ggf. zzgl. Versand

This study is an independent scholarly analysis of the economics of the grain futures contracts of the Chicago Board of Trade. The study was made possible by a research grant to the MidAmerica Institute from the Chicago Board of Trade, and we gratefully acknowledge this financial support, as well as the information and vast body of experience made available to us by the Division of Economic Analysis and members of the Exchange. Several other organizations also provided invaluable help from the inception of this study through the full process, either in the form of information, or through discussion: the Commodity Futures Trading Commission, the U.S. Department of Agriculture, the National Grain and Feed Association, the American Soybean Association, the Senate Committee on Agriculture, Nutrition and Forestry, the House Committee on Agriculture, the General Accounting Office, and the Center for the Study of Futures and Options Markets at Virginia Polytechnic and State University. We express our thanks. The primary authors wish to extend a special word of apprecia tion to Michael Brennan, Merton Miller, Richard Roll, Hans Stoll and Lester Telser, who served as members of the Resource Panel for the study. While key strengths of the study reflect their input, ultimate responsibility for the analysis rests with the primary authors.

Anbieter: Thalia AT
Stand: 08.12.2019
Zum Angebot
Swaps and Other Derivatives
102,99 € *
ggf. zzgl. Versand

'Richard Flavell has a strong theoretical perspective on swaps with considerable practical experience in the actual trading of these instruments. This rare combination makes this welcome updated second edition a useful reference work for market practitioners.' --Satyajit Das, author of Swaps and Financial Derivatives Library and Traders and Guns & Money: Knowns and Unknowns in the Dazzling World of Derivatives Fully revised and updated from the first edition, Swaps and Other Derivatives, Second Edition, provides a practical explanation of the pricing and evaluation of swaps and interest rate derivatives. Based on the author's extensive experience in derivatives and risk management, working as a financial engineer, consultant and trainer for a wide range of institutions across the world this book discusses in detail how many of the wide range of swaps and other derivatives, such as yield curve, index amortisers, inflation-linked, cross-market, volatility, diff and quanto diffs, are priced and hedged. It also describes the modelling of interest rate curves, and the derivation of implied discount factors from both interest rate swap curves, and cross-currency adjusted curves. There are detailed sections on the risk management of swap and option portfolios using both traditional approaches and also Value-at-Risk. Techniques are provided for the construction of dynamic and robust hedges, using ideas drawn from mathematical programming. This second edition has expanded sections on the credit derivatives market - its mechanics, how credit default swaps may be priced and hedged, and how default probabilities may be derived from a market strip. It also prices complex swaps with embedded options, such as range accruals, Bermudan swaptions and target accrual redemption notes, by constructing detailed numerical models such as interest rate trees and Libor-based simulation. There is also increased discussion around the modelling of volatility smiles and surfaces. The book is accompanied by a CD-ROM where all the models are replicated, enabling readers to implement the models in practice with the minimum of effort.

Anbieter: Thalia AT
Stand: 08.12.2019
Zum Angebot