Option Embedded Bonds: Price Analysis, Credit Risk, & Investment Strategies
Product Description
Interest rate volatility has spawned a huge increase in the issuances of option-embedded bonds. Comprising a variety of structures including: callable bonds, structured notes, and convertible securities, option-embedded bonds confer benefits to both borrowers and investors. For borrowers, these products usually provide protection against interest rate risk. For investors, they typically provide higher yields than conventional bonds are oftentimes difficult to value…. More >>
Option Embedded Bonds: Price Analysis, Credit Risk, & Investment Strategies
Risk-adjusted Lending Conditions: An Option Pricing Approach
Product Description
In order to operate their lending business profitably, banks must know all the costs involved in granting loans. In particular, all the expenses they incur in covering losses must be included. Provided loan risks can be calculated, it is possible in each case to charge a price that is appropriately adjusted for risk, thus making it possible to make high-risk loans. In Risk-adjusted Lending Conditions the author presents a model, to measure and calculate loan ri… More >>
Risk-adjusted Lending Conditions: An Option Pricing Approach
Introduction to Option Pricing Theory
Product Description
Since the appearance of seminal works by R. Merton, and F. Black and M. Scholes, stochastic processes have assumed an increasingly important role in the development of the mathematical theory of finance. This work examines, in some detail, that part of stochastic finance pertaining to option pricing theory. Thus the exposition is confined to areas of stochastic finance that are relevant to the theory, omitting such topics as futures and term-structure. This self… More >>
Introduction to Option Pricing Theory
Pricing Options with Futures-Style Margining: A Genetic Adaptive Neural Network Approach
Product Description
This book examines the applicability of a relatively new and powerful tool, genetic adaptive neural networks, to the field of option valuation. A genetic adaptive neural network model is developed to price option contracts with futures-style margining. This model is capable of estimating complex, non-linear relationships without having prior knowledge of the specific nature of the relationships. Traditional option pricing models require that the researcher or pra… More >>
Pricing Options with Futures-Style Margining: A Genetic Adaptive Neural Network Approach
The Options Applications Handbook: Hedging and Speculating Techniques for Professional Investors
- ISBN13: 9780071453158
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Product Description
The Options Applications Handbook offers a lucid, down-to-earth introduction to the fundamentals of options, explaining how options can be used for various purposes, such as options on exchange rates, interest rates, stocks, futures, and fixed-income securities. With the help of this on-target guide, readers will be able to understand basic option types…use standard market terminology…grasp the costs, benefits, and risks of basic option positions…… More >>
The Options Applications Handbook: Hedging and Speculating Techniques for Professional Investors
Option Theory
Product Description
Option Theory takes the reader from first principles to the frontiers of modern finance theory. The book is aimed at busy financial engineers at all levels, providing formulas and techniques that can be readily applied to real life problems; yet the theoretical basis of the subject is explored in detail so that the book will also appeal to students and researchers. Written in a clear and accessible manner, the author covers the various approaches to option pri… More >>
The Handbook of Fixed Income Options: Strategies, Pricing and Applications
Product Description
With contributions from over 20 top options expert, editor Frank Fabozzi has produced the most comprehensive and authoritative book ever on the subject. Specific topics include: Option valuation models; Option-adjusted spread analysis; Option charateristics, contracts, and pricing. Trading, hedging and arbitrage with options; Caps, floors, portable swaps and compound options…. More >>
The Handbook of Fixed Income Options: Strategies, Pricing and Applications
Foreign Exchange Option Symmetry
Product Description
Studies the actual financial phenomena underlying the evaluation of financial derivatives, which is today virtually identified with and even replaced by the study of mathematical aspects of stochastic calculus as a model for such phenomena. DLC: Foreign exchange market. … More >>
Foreign Exchange Option Symmetry
Option Pricing and Investment Strategies
Product Description
In “Option Pricing and Investment Strategies”, the author provides professional investors, traders and portfolio managers with explanations of options pricing theory and technology and shows how both theory and technique can be applied to real world investment and financial strategies. He illustrates clearly how options are used for speculation, hedging and arbitrage of equity, fixed income and futures positions. Some of the subjects covered in this important work i… More >>
Option Pricing and Investment Strategies
An Applied Course in Real Options Valuation
Product Description
APPLIED COURSE IN REAL OPTIONS VALUATION, offers an excellent guide to option pricing in today’s fast paced business world. This innovative text not only provides the theories of option pricing but includes real-world examples and situations…. More >>










