Adventures in Semi-static Hedging PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Adventures in Semi-static Hedging PDF full book. Access full book title Adventures in Semi-static Hedging by . Download full books in PDF and EPUB format.
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 138
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 138
Get Book Here
Book Description
Author: Thorsten Rheinlander
Publisher: World Scientific
ISBN: 981433880X
Category : Business & Economics
Languages : en
Pages : 244
Get Book Here
Book Description
Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of derivative and assumptions placed on the underlying stochastic process. This volume provides a systematic treatment of hedging in incomplete markets. Mean-variance hedging under the risk-neutral measure is applied in the framework of exponential L(r)vy processes and for derivatives written on defaultable assets. It is discussed how to complete markets based upon stochastic volatility models via trading in both stocks and vanilla options. Exponential utility indifference pricing is explored via a duality with entropy minimization. Backward stochastic differential equations offer an alternative approach and are moreover applied to study markets with trading constraints including basis risk. A range of optimal martingale measures are discussed including the entropy, Esscher and minimal martingale measures. Quasi-symmetry properties of stochastic processes are deployed in the semi-static hedging of barrier options. This book is directed towards both graduate students and researchers in mathematical finance, and will also provide an orientation to applied mathematicians, financial economists and practitioners wishing to explore recent progress in this field."
Author: Mark W. Moffett
Publisher:
ISBN: 9780520271289
Category : Ant communities
Languages : en
Pages : 0
Get Book Here
Book Description
In tales from Nigeria, Indonesia, the Amazon, Australia, California, and elsewhere, Moffett recounts his entomological exploits and provides fascinating details on how ants live and how they dominate their ecosystems through strikingly human behaviors, yet at a different scale and a faster tempo.
Author: David Day
Publisher: Doubleday Canada
ISBN: 0385682271
Category : Literary Criticism
Languages : en
Pages : 322
Get Book Here
Book Description
This gorgeous 150th anniversary edition of Alice's Adventures in Wonderland is also a revelatory work of scholarship. Alice's Adventures in Wonderland--published 150 years ago in 1865--is a book many of us love and feel we know well. But it turns out we have only scratched the surface. Scholar David Day has spent many years down the rabbit hole of this children's classic and has emerged with a revelatory new view of its contents. What we have here, he brilliantly and persuasively argues, is a complete classical education in coded form--Carroll's gift to his "wonder child" Alice Liddell. In two continuous commentaries, woven around the complete text of the novel for ease of cross-reference on every page, David Day reveals the many layers of teaching, concealed by manipulation of language, that are carried so lightly in the beguiling form of a fairy tale. These layers relate directly to Carroll's interest in philosophy, history, mathematics, classics, poetry, spiritualism and even to his love of music--both sacred and profane. His novel is a memory palace, given to Alice as the great gift of an education. It was delivered in coded form because in that age, it was a gift no girl would be permitted to receive in any other way. Day also shows how a large number of the characters in the book are based on real Victorians. Wonderland, he shows, is a veritable "Who's Who" of Oxford at the height of its power and influence in the Victorian Age. There is so much to be found behind the imaginary characters and creatures that inhabit the pages of Alice's Adventures in Wonderland. David Day's warm, witty and brilliantly insightful guide--beautifully designed and stunningly illustrated throughout in full colour--will make you marvel at the book as never before.
Author: Joe Peta
Publisher: Penguin
ISBN: 0451415175
Category : Sports & Recreation
Languages : en
Pages : 386
Get Book Here
Book Description
An ex–Wall Street trader improved on Moneyball’s famed sabermetrics and beat the Vegas odds with his own betting methods. Here is the story of how Joe Peta turned fantasy baseball into a dream come true. Joe Peta turned his back on his Wall Street trading career to pursue an ingenious—and incredibly risky—dream. He would apply his risk-analysis skills to Major League Baseball, and treat the sport like the S&P 500. In Trading Bases, Peta takes us on his journey from the ballpark in San Francisco to the trading floors and baseball bars of New York and the sportsbooks of Las Vegas, telling the story of how he created a baseball “hedge fund” with an astounding 41 percent return in his first year. And he explains the unique methods he developed. Along the way, Peta provides insight into the Wall Street crisis he managed to escape: the fragility of the midnineties investment model; the disgraced former CEO of Lehman Brothers, who recruited Peta; and the high-adrenaline atmosphere where million-dollar sports-betting pools were common.
Author: Richard R. Lindsey
Publisher: John Wiley & Sons
ISBN: 1118044754
Category : Business & Economics
Languages : en
Pages : 406
Get Book Here
Book Description
Praise for How I Became a Quant "Led by two top-notch quants, Richard R. Lindsey and Barry Schachter, How I Became a Quant details the quirky world of quantitative analysis through stories told by some of today's most successful quants. For anyone who might have thought otherwise, there are engaging personalities behind all that number crunching!" --Ira Kawaller, Kawaller & Co. and the Kawaller Fund "A fun and fascinating read. This book tells the story of how academics, physicists, mathematicians, and other scientists became professional investors managing billions." --David A. Krell, President and CEO, International Securities Exchange "How I Became a Quant should be must reading for all students with a quantitative aptitude. It provides fascinating examples of the dynamic career opportunities potentially open to anyone with the skills and passion for quantitative analysis." --Roy D. Henriksson, Chief Investment Officer, Advanced Portfolio Management "Quants"--those who design and implement mathematical models for the pricing of derivatives, assessment of risk, or prediction of market movements--are the backbone of today's investment industry. As the greater volatility of current financial markets has driven investors to seek shelter from increasing uncertainty, the quant revolution has given people the opportunity to avoid unwanted financial risk by literally trading it away, or more specifically, paying someone else to take on the unwanted risk. How I Became a Quant reveals the faces behind the quant revolution, offering you?the?chance to learn firsthand what it's like to be a?quant today. In this fascinating collection of Wall Street war stories, more than two dozen quants detail their roots, roles, and contributions, explaining what they do and how they do it, as well as outlining the sometimes unexpected paths they have followed from the halls of academia to the front lines of an investment revolution.
Author: Sue Townsend
Publisher: Harper Collins
ISBN: 0060533994
Category : Juvenile Fiction
Languages : en
Pages : 274
Get Book Here
Book Description
Adrian Mole's first love, Pandora, has left him; a neighbor, Mr. Lucas, appears to be seducing his mother (and what does that mean for his father?); the BBC refuses to publish his poetry; and his dog swallowed the tree off the Christmas cake. "Why" indeed.
Author: Aswath Damodaran
Publisher: John Wiley & Sons
ISBN: 1118808932
Category : Business & Economics
Languages : en
Pages : 663
Get Book Here
Book Description
Aswath Damodaran, distinguished author, Professor of Finance, and David Margolis, Teaching Fellow at the NYU Stern School of Business, has delivered the newest edition of Applied Corporate Finance. This readable text provides the practical advice students and practitioners need rather than a sole concentration on debate theory, assumptions, or models. Like no other text of its kind, Applied Corporate Finance, 4th Edition applies corporate finance to real companies. It now contains six real-world core companies to study and follow. Business decisions are classified for students into three groups: investment, financing, and dividend decisions.
Author: Institute for National Strategic Studies
Publisher: Government Printing Office
ISBN: 9780160897634
Category : History
Languages : en
Pages : 348
Get Book Here
Book Description
Tells the story of the growing Chinese Navy - The People's Liberation Army Navy (PLAN) - and its expanding capabilities, evolving roles and military implications for the USA. Divided into four thematic sections, this special collection of essays surveys and analyzes the most important aspects of China's navel modernization.
Author: Jason Bulmahn
Publisher:
ISBN: 9781640781856
Category :
Languages : en
Pages : 0
Get Book Here
Book Description
There are things that dwell in the dark places of the world, in long-abandoned crypts or musty attics--terrible things that can destroy your body and shatter your mind. Few individuals would think to seek out such nightmares, but those drawn into the darkness often find it infecting them, corrupting them in ways both subtle and disgusting. Some believe those who die facing such horrors are the lucky ones, for the survivors are forever scarred by their experiences. Pathfinder RPG Horror Adventures gives you everything you need to bring these nightmares to life. Within these pages, you'll find secrets to take your game into the darkest reaches of fantasy, where the dead hunger for the living, alien gods brood in dreams, and madness and death lurk around every corner. Rules for players and GMs alike pit brave champions against a darkness capable of devouring mind, body, and soul. To prepare to face such torments, the heroes can take new feats, learn powerful spells, and even acquire holy relics--for they'll need every edge possible to survive! Pathfinder RPG Horror Adventures includes: * Corruptions that can turn your character into a powerful monster, from a blood-drinking vampire to a savage werewolf. The only cost is your soul! * Character options to help heroes oppose the forces of darkness, including horror-themed archetypes, feats, spells, and more! * A detailed system to represent sanity and madness, giving you all the tools you need to drive characters to the brink and beyond. * Tips and tools for running a genuinely scary game, along with an in-depth look at using horror's many subgenres in a Pathfinder campaign. * Expanded rules for curses, diseases, environments, fleshwarping, haunts, and deadly traps. * New templates to turn monsters into truly terrifying foes, from creatures made of living wax to a stalker that can never be stopped! * ... and much, much more!
