Applied Derivatives 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 Applied Derivatives PDF full book. Access full book title Applied Derivatives by Richard Rendleman. Download full books in PDF and EPUB format.
Author: Richard Rendleman
Publisher: Wiley-Blackwell
ISBN: 9780631215905
Category : Business & Economics
Languages : en
Pages : 400
Get Book Here
Book Description
Applied Derivatives provides a detailed, yet relatively non-technical, treatment of the conceptual foundations of derivative securities markets' pricing and investment principles. This book draws from the most fundamental concepts of pricing for options, futures, and swaps to provide insight into the potential risks and returns from conventional option investing. Applied Derivatives is supported by the website www.rendleman.com/book which contains course software referenced in the text and additional questions and problems as they become available.
Author: Richard Rendleman
Publisher: Wiley-Blackwell
ISBN: 9780631215905
Category : Business & Economics
Languages : en
Pages : 400
Get Book Here
Book Description
Applied Derivatives provides a detailed, yet relatively non-technical, treatment of the conceptual foundations of derivative securities markets' pricing and investment principles. This book draws from the most fundamental concepts of pricing for options, futures, and swaps to provide insight into the potential risks and returns from conventional option investing. Applied Derivatives is supported by the website www.rendleman.com/book which contains course software referenced in the text and additional questions and problems as they become available.
Author: Satya Mukhopadhyay
Publisher: CRC Press
ISBN: 1439880476
Category : Mathematics
Languages : en
Pages : 222
Get Book Here
Book Description
The concept of higher order derivatives is useful in many branches of mathematics and its applications. As they are useful in many places, nth order derivatives are often defined directly. Higher Order Derivatives discusses these derivatives, their uses, and the relations among them. It covers higher order generalized derivatives, including the Peano, d.l.V.P., and Abel derivatives; along with the symmetric and unsymmetric Riemann, Cesàro, Borel, LP-, and Laplace derivatives. Although much work has been done on the Peano and de la Vallée Poussin derivatives, there is a large amount of work to be done on the other higher order derivatives as their properties remain often virtually unexplored. This book introduces newcomers interested in the field of higher order derivatives to the present state of knowledge. Basic advanced real analysis is the only required background, and, although the special Denjoy integral has been used, knowledge of the Lebesgue integral should suffice.
Author: Andreas Griewank
Publisher: SIAM
ISBN: 0898716594
Category : Mathematics
Languages : en
Pages : 448
Get Book Here
Book Description
This title is a comprehensive treatment of algorithmic, or automatic, differentiation. The second edition covers recent developments in applications and theory, including an elegant NP completeness argument and an introduction to scarcity.
Author: Jherek Healy
Publisher:
ISBN:
Category :
Languages : en
Pages : 536
Get Book Here
Book Description
In its third edition, this book presents the most significant equitya derivatives models used these days. It is not a book around esoteric or cutting-edge models, but rather a book on relatively simple and standard models, viewed from the angle of a practitioner. A few key subjects explained in this book are: cash dividends for European, American, or exotic options; issues of the Dupire local volatility model and possible fixes; finite difference techniques for American options and exotics; Non-parametric regression for American options in Monte-Carlo, randomized simulations; the particle method for stochastic-local-volatility model with quasi-random numbers; numerical methods for the variance and volatility swaps; quadratures for options under stochastic volatility models; VIX options and dividend derivatives; backward/forward representation of exotics.The January 2021 third edition adds significant details around the physical exercise feature, how to imply the Black-Scholes volatility, the projected successive over-relaxation as well as the recent policy iteration method for the pricing of American options (particularly relevant in the case of negative interest rates), the Andersen-Lake algorithm as fast pricing routine for the case of vanilla American options under the Black-Scholes model, random number generation, antithetic variates, the vectorization of the Monte-Carlo simulation, RBF interpolation of implied volatilities, the Cos method for European option under stochastic volatility models, the Vega in stochastic volatility models. The new text also includes important corrections around the pricing of forward starting and knock-in options with finite difference methods.
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: João Luís de Miranda
Publisher: CRC Press
ISBN: 1040103219
Category : Mathematics
Languages : en
Pages : 271
Get Book Here
Book Description
Applied Mathematics: A Computational Approach aims to provide a basic and self-contained introduction to Applied Mathematics within a computational environment. The book is aimed at practitioners and researchers interested in modeling real-world applications and verifying the results — guiding readers from the mathematical principles involved through to the completion of the practical, computational task. Features Provides a step-by-step guide to the basics of Applied Mathematics with complementary computational tools Suitable for applied researchers from a wide range of STEM fields Minimal pre-requisites beyond a strong grasp of calculus.
Author: Hans Dressler
Publisher: Springer Science & Business Media
ISBN: 1489909990
Category : Science
Languages : en
Pages : 508
Get Book Here
Book Description
This sourcebook is the detailed review of the chemistry, manufacturing processes, and uses of resorcinol and its derivatives. Citing over 1,900 references, the author clearly explains the chemical’s complex development, discussing the many tests, techniques, and instruments used.
Author: Don M. Chance
Publisher: John Wiley & Sons
ISBN: 1118160649
Category : Business & Economics
Languages : en
Pages : 403
Get Book Here
Book Description
In the updated second edition of Don Chance’s well-received Essays in Derivatives, the author once again keeps derivatives simple enough for the beginner, but offers enough in-depth information to satisfy even the most experienced investor. This book provides up-to-date and detailed coverage of various financial products related to derivatives and contains completely new chapters covering subjects that include why derivatives are used, forward and futures pricing, operational risk, and best practices.
Author: Changpin Li
Publisher: SIAM
ISBN: 1611975883
Category : Mathematics
Languages : en
Pages : 327
Get Book Here
Book Description
Due to its ubiquity across a variety of fields in science and engineering, fractional calculus has gained momentum in industry and academia. While a number of books and papers introduce either fractional calculus or numerical approximations, no current literature provides a comprehensive collection of both topics. This monograph introduces fundamental information on fractional calculus, provides a detailed treatment of existing numerical approximations, and presents an inclusive review of fractional calculus in terms of theory and numerical methods and systematically examines almost all existing numerical approximations for fractional integrals and derivatives. The authors consider the relationship between the fractional Laplacian and the Riesz derivative, a key component absent from other related texts, and highlight recent developments, including their own research and results. The core audience spans several fractional communities, including those interested in fractional partial differential equations, the fractional Laplacian, and applied and computational mathematics. Advanced undergraduate and graduate students will find the material suitable as a primary or supplementary resource for their studies.
Author: Erik Banks
Publisher: John Wiley & Sons
ISBN: 0470864672
Category : Business & Economics
Languages : en
Pages : 258
Get Book Here
Book Description
Exchange-Traded Derivatives provides an overview of the global listed futures and options markets, and how individual exchanges and products are adapting to a new operating environment - an environment characterized by rapid, almost continuous, change. This book serves as an ideal resource on the 21st century listed derivative markets, products and instruments. Divided into three parts, Exchange-Traded Derivatives begins by providing an overall understanding of the marketplace and the forces that have, and are, altering the operating environment - stressing how exchanges need to change in order to cope with the challenges. The author then provides a comprehensive description of leading established exchanges, detailing their origins and structure, range of products and services, strengths and 'weaknesses'. The book concludes with a look at emerging marketplaces - those in developing countries as well as new "electronic" platforms - that are likely to increase in importance over the coming years. Exchange-Traded Derivatives is a valuable reference for fund managers, corporate treasurers, corporate risk managers, CFOs and those seeking a detailed guide to the world's derivative exchanges and products.
