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options pricing » optimal pricing

1
by Sinclair, Euan
Published 2010
Wiley
Table of Contents: ...History -- Introduction to options -- Arbitrage bounds for option prices -- Pricing models...

2
by Buchen, Peter
Published 2012
CRC Press
Table of Contents: ... options -- Dual expiry options -- Two-asset rainbow options -- Barrier options -- Lookback options...

3
by Guyon, Julien, Henry-Labordere, Pierre
Published 2014
Taylor and Francis, an imprint of Chapman and Hall/CRC
Subjects: ...Options (Finance) / Prices / Mathematical models / fast...

4
by Clark, Iain J.
Published 2014
John Wiley & Sons Inc.
Table of Contents: ...Commodity Option Pricing; Contents; Acknowledgements; Web page for this book; Notation; List...

5
by Zhu, Jianwei
Published 2000
Springer Berlin Heidelberg
Table of Contents: ...1 Introduction -- 2 Modular Pricing of Options (MPO) -- 3 Extensions of MPO to Exotic Options -- 4...

6
by Repplinger, Detlef
Published 2008
Springer Berlin Heidelberg
Table of Contents: ...The option pricing framework -- The Edgeworth Expansion -- The Integrated Edgeworth Expansion...

7
by Boberski, David
Published 2009
Bloomberg Press
Table of Contents: ...pt. 1. Markets and mechanisms -- pt. 2. The delivery option -- pt. 3. Contract design -- pt. 4. A...

8
by Passarelli, Dan
Published 2012
Bloomberg
Table of Contents: ...pt. 1. The basics of option greeks -- pt. 2. Spreads -- pt. 3. Volatility -- pt. 4. Advanced option...

9
by Clark, Iain J.
Published 2011
Wiley
Subjects: ...Options (Finance) / Prices...

10
by Rostek, Stefan
Published 2009
Springer Berlin Heidelberg
Table of Contents: ... Brownian Market:Arbitrage and Its Exclusion -- Risk Preference Based Option Pricing in a Continuous Time...

11
by Sherbin, Al
Published 2015
John Wiley & Sons
Subjects: ...Options (Finance) / fast...

12
by Mandler, Martin
Published 2003
Physica-Verlag HD
Table of Contents: ... Techniques for Extracting Risk-Neutral Probabilities from Option Prices -- 6 The Advantages and Disadvantages...

13
by Iacus, Stefano M.
Published 2011
J. Wiley & Sons
Table of Contents: ...Option Pricing and Estimation of Financial Models with R; Contents; Preface; 1 A synthetic view...

14
Published 2009
Springer Berlin Heidelberg
Table of Contents: ... of Option Pricing and Hedging -- The Early History of Option Contracts -- Bruno de Finetti, Actuarial...

15
by Ursone, Pierino
Published 2015
John Wiley & Sons
Subjects: ...Options (Finance) / Statistical methods...

16
by Chorro, Christophe, Guégan, Dominique, Ielpo, Florian
Published 2015
Springer Berlin Heidelberg
... delivered by the dynamic evolution of financial asset returns are strongly related to option prices...

17
by Schöne, Max
Published 2015
Springer Fachmedien Wiesbaden
Table of Contents: ...Empirical Analysis of Statistical Commodity Price Properties -- Stochastic Volatility, Jump...

18
by Augen, Jeffrey
Published 2010
FT Press
Table of Contents: ... with intraday price spike charts -- Special events...

19
by Lovelady, Michael Lynn
Published 2013
FT Press
Subjects: ...Options (Finance) / Mathematical models / fast...

20
by Cofnas, Abe
Published 2012
Bloomberg Press/Wiley
Table of Contents: ...; Chapter 1: Key Features of a Binary Option Contract; Defining the Key Features; Strike Price versus...