Author:
Publisher: Rex Bookstore, Inc.
ISBN: 9789712340208
Category :
Languages : en
Pages : 404
Book Description
Options Ii' 2005 Ed.
Author:
Publisher: Rex Bookstore, Inc.
ISBN: 9789712340208
Category :
Languages : en
Pages : 404
Book Description
Publisher: Rex Bookstore, Inc.
ISBN: 9789712340208
Category :
Languages : en
Pages : 404
Book Description
An Introduction to Financial Option Valuation
Author: Desmond J. Higham
Publisher: Cambridge University Press
ISBN: 1139457896
Category : Mathematics
Languages : en
Pages : 300
Book Description
This is a lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of a first year calculus. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms. No prior background in probability, statistics or numerical analysis is required. Detailed derivations of both the basic asset price model and the Black–Scholes equation are provided along with a presentation of appropriate computational techniques including binomial, finite differences and in particular, variance reduction techniques for the Monte Carlo method. Each chapter comes complete with accompanying stand-alone MATLAB code listing to illustrate a key idea. Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data.
Publisher: Cambridge University Press
ISBN: 1139457896
Category : Mathematics
Languages : en
Pages : 300
Book Description
This is a lively textbook providing a solid introduction to financial option valuation for undergraduate students armed with a working knowledge of a first year calculus. Written in a series of short chapters, its self-contained treatment gives equal weight to applied mathematics, stochastics and computational algorithms. No prior background in probability, statistics or numerical analysis is required. Detailed derivations of both the basic asset price model and the Black–Scholes equation are provided along with a presentation of appropriate computational techniques including binomial, finite differences and in particular, variance reduction techniques for the Monte Carlo method. Each chapter comes complete with accompanying stand-alone MATLAB code listing to illustrate a key idea. Furthermore, the author has made heavy use of figures and examples, and has included computations based on real stock market data.
Option Prices as Probabilities
Author: Christophe Profeta
Publisher: Springer Science & Business Media
ISBN: 3642103952
Category : Mathematics
Languages : en
Pages : 282
Book Description
Discovered in the seventies, Black-Scholes formula continues to play a central role in Mathematical Finance. We recall this formula. Let (B ,t? 0; F ,t? 0, P) - t t note a standard Brownian motion with B = 0, (F ,t? 0) being its natural ?ltra- 0 t t tion. Let E := exp B? ,t? 0 denote the exponential martingale associated t t 2 to (B ,t? 0). This martingale, also called geometric Brownian motion, is a model t to describe the evolution of prices of a risky asset. Let, for every K? 0: + ? (t) :=E (K?E ) (0.1) K t and + C (t) :=E (E?K) (0.2) K t denote respectively the price of a European put, resp. of a European call, associated with this martingale. Let N be the cumulative distribution function of a reduced Gaussian variable: x 2 y 1 ? 2 ? N (x) := e dy. (0.3) 2? ?? The celebrated Black-Scholes formula gives an explicit expression of? (t) and K C (t) in terms ofN : K ? ? log(K) t log(K) t ? (t)= KN ? + ?N ? ? (0.4) K t 2 t 2 and ? ?
Publisher: Springer Science & Business Media
ISBN: 3642103952
Category : Mathematics
Languages : en
Pages : 282
Book Description
Discovered in the seventies, Black-Scholes formula continues to play a central role in Mathematical Finance. We recall this formula. Let (B ,t? 0; F ,t? 0, P) - t t note a standard Brownian motion with B = 0, (F ,t? 0) being its natural ?ltra- 0 t t tion. Let E := exp B? ,t? 0 denote the exponential martingale associated t t 2 to (B ,t? 0). This martingale, also called geometric Brownian motion, is a model t to describe the evolution of prices of a risky asset. Let, for every K? 0: + ? (t) :=E (K?E ) (0.1) K t and + C (t) :=E (E?K) (0.2) K t denote respectively the price of a European put, resp. of a European call, associated with this martingale. Let N be the cumulative distribution function of a reduced Gaussian variable: x 2 y 1 ? 2 ? N (x) := e dy. (0.3) 2? ?? The celebrated Black-Scholes formula gives an explicit expression of? (t) and K C (t) in terms ofN : K ? ? log(K) t log(K) t ? (t)= KN ? + ?N ? ? (0.4) K t 2 t 2 and ? ?
Saunders Comprehensive Review for the NCLEX-PN® Examination
Author: Linda Anne Silvestri
Publisher: Elsevier Health Sciences
ISBN: 1437709052
Category : Medical
Languages : en
Pages : 2699
Book Description
This truly unique, bestselling review and preparation resource offers the perfect combination of core content review, practice questions with comprehensive rationales, and detailed test-taking strategies and tips. Throughout the book, you’ll find Linda Silvestri’s hallmark Pyramid to Success learning features, which highlight key information, and more than 1,000 high-quality review questions that mirror the latest NCLEX-PN® test plan. The companion CD contains all of the questions from the book, plus over 2,600 additional practice questions in a flexible electronic format that allows you to customize your study experience and focus on those areas you need to review the most. Twelve pharmacology chapters, a medication and intravenous calculation chapter, and a pediatric medication administration chapter prepare you for the increase in pharmacology questions on the exam. 3,700 practice questions in the text and companion CD provide ample testing practice in both print and electronic format. Covers all types of alternate item format questions, including prioritizing, decision-making, and critical thinking to help you prepare for this crucial component of the exam. UNIQUE! The companion CD offers 3,700 practice questions that you can answer in both a study mode and an exam mode, as well as the option to answer only alternate item format questions or focus on questions in a specific area of nursing content, client needs, nursing process, or cognitive level. UNIQUE! Linda Silvestri’s hallmark test-taking strategies for each question offer important clues for analyzing and uncovering the correct answer option. UNIQUE! Page references to Mosby or Saunders textbooks provide specific resources for further study and self-remediation. Each question is categorized by cognitive level, client needs area, integrated process, and clinical content area to allow you to focus on your area of weakness. Pyramid Terms at the beginning of each chapter give you a quick preview of key content. Pyramid Points throughout the content outlines highlight content that typically appears on the exam. Pyramid to Success sections at the beginning of each chapter or major unit of the book provide an overview of the chapter, guidance and direction regarding the focus of review in each content area, and its relative importance to the most recent NCLEX-PN® text plan. A comprehensive exam in the text features 85 questions related to all content areas and parallels the percentages identified in the NCLEX-PN® test plan. Completely updated content reflects the April 2008 NCLEX-PN® test plan, so you can be sure you’re using the most current information to prepare for the exam. A user-friendly, 2-color design helps you focus your studying on the most important information. Additional illustrations visually demonstrate key concepts to help improve your retention and recall for the exam. Audio questions on heart and lung sounds familiarize you with this anticipated new type of alternate item format question.
Publisher: Elsevier Health Sciences
ISBN: 1437709052
Category : Medical
Languages : en
Pages : 2699
Book Description
This truly unique, bestselling review and preparation resource offers the perfect combination of core content review, practice questions with comprehensive rationales, and detailed test-taking strategies and tips. Throughout the book, you’ll find Linda Silvestri’s hallmark Pyramid to Success learning features, which highlight key information, and more than 1,000 high-quality review questions that mirror the latest NCLEX-PN® test plan. The companion CD contains all of the questions from the book, plus over 2,600 additional practice questions in a flexible electronic format that allows you to customize your study experience and focus on those areas you need to review the most. Twelve pharmacology chapters, a medication and intravenous calculation chapter, and a pediatric medication administration chapter prepare you for the increase in pharmacology questions on the exam. 3,700 practice questions in the text and companion CD provide ample testing practice in both print and electronic format. Covers all types of alternate item format questions, including prioritizing, decision-making, and critical thinking to help you prepare for this crucial component of the exam. UNIQUE! The companion CD offers 3,700 practice questions that you can answer in both a study mode and an exam mode, as well as the option to answer only alternate item format questions or focus on questions in a specific area of nursing content, client needs, nursing process, or cognitive level. UNIQUE! Linda Silvestri’s hallmark test-taking strategies for each question offer important clues for analyzing and uncovering the correct answer option. UNIQUE! Page references to Mosby or Saunders textbooks provide specific resources for further study and self-remediation. Each question is categorized by cognitive level, client needs area, integrated process, and clinical content area to allow you to focus on your area of weakness. Pyramid Terms at the beginning of each chapter give you a quick preview of key content. Pyramid Points throughout the content outlines highlight content that typically appears on the exam. Pyramid to Success sections at the beginning of each chapter or major unit of the book provide an overview of the chapter, guidance and direction regarding the focus of review in each content area, and its relative importance to the most recent NCLEX-PN® text plan. A comprehensive exam in the text features 85 questions related to all content areas and parallels the percentages identified in the NCLEX-PN® test plan. Completely updated content reflects the April 2008 NCLEX-PN® test plan, so you can be sure you’re using the most current information to prepare for the exam. A user-friendly, 2-color design helps you focus your studying on the most important information. Additional illustrations visually demonstrate key concepts to help improve your retention and recall for the exam. Audio questions on heart and lung sounds familiarize you with this anticipated new type of alternate item format question.
Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Third Edition)
Author: Robert A Jarrow
Publisher: World Scientific
ISBN: 9811291691
Category : Business & Economics
Languages : en
Pages : 763
Book Description
The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options.
Publisher: World Scientific
ISBN: 9811291691
Category : Business & Economics
Languages : en
Pages : 763
Book Description
The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options.
The Army Lawyer
Author:
Publisher:
ISBN:
Category : Courts-martial and courts of inquiry
Languages : en
Pages : 1086
Book Description
Publisher:
ISBN:
Category : Courts-martial and courts of inquiry
Languages : en
Pages : 1086
Book Description
Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Second Edition)
Author: Robert A Jarrow
Publisher: World Scientific
ISBN: 1944659579
Category : Business & Economics
Languages : en
Pages : 772
Book Description
Written by two of the most distinguished finance scholars in the industry, this introductory textbook on derivatives and risk management is highly accessible in terms of the concepts as well as the mathematics.With its economics perspective, this rewritten and streamlined second edition textbook, is closely connected to real markets, and:Beginning at a level that is comfortable to lower division college students, the book gradually develops the content so that its lessons can be profitably used by business majors, arts, science, and engineering graduates as well as MBAs who would work in the finance industry. Supplementary materials are available to instructors who adopt this textbook for their courses. These include:Solutions Manual with detailed solutions to nearly 500 end-of-chapter questions and problemsPowerPoint slides and a Test Bank for adoptersPRICED! In line with current teaching trends, we have woven spreadsheet applications throughout the text. Our aim is for students to achieve self-sufficiency so that they can generate all the models and graphs in this book via a spreadsheet software, Priced!
Publisher: World Scientific
ISBN: 1944659579
Category : Business & Economics
Languages : en
Pages : 772
Book Description
Written by two of the most distinguished finance scholars in the industry, this introductory textbook on derivatives and risk management is highly accessible in terms of the concepts as well as the mathematics.With its economics perspective, this rewritten and streamlined second edition textbook, is closely connected to real markets, and:Beginning at a level that is comfortable to lower division college students, the book gradually develops the content so that its lessons can be profitably used by business majors, arts, science, and engineering graduates as well as MBAs who would work in the finance industry. Supplementary materials are available to instructors who adopt this textbook for their courses. These include:Solutions Manual with detailed solutions to nearly 500 end-of-chapter questions and problemsPowerPoint slides and a Test Bank for adoptersPRICED! In line with current teaching trends, we have woven spreadsheet applications throughout the text. Our aim is for students to achieve self-sufficiency so that they can generate all the models and graphs in this book via a spreadsheet software, Priced!
Getting Started in Options
Author: Michael C. Thomsett
Publisher: John Wiley & Sons
ISBN: 0470175451
Category : Business & Economics
Languages : en
Pages : 395
Book Description
Discover the Dynamic World of Options Investing Getting Started In Options Seventh Edition Many people fail to capitalize on the potentially lucrative opportunities that options present, simply because they don't fully understand how options work. But with Getting Started in Options, Seventh Edition, author Michael C. Thomsett looks to change this. Written in a straightforward and accessible style, Getting Started in Options, Seventh Edition provides you with a solid foundation in this field, and will help you become fully familiar with one of today's most important investment vehicles. Each page of this informative guide addresses essential options issues, including how to: * Identify your own risk tolerance levels and decide how to effectively incorporate options into your own portfolio * Master options terminology and concepts * Use options in a powerful insurance strategy to protect against losses in stock investments * Perform "paper trades" before putting real money at risk * Utilize the many new online resources available to you * Understand time values, striking price, and expiration Besides new examples, updated charts, and timely investor tips, this latest edition also includes important new chapters that reflect ongoing innovations within the options market, such as the many uses of options beyond their obvious buying and selling functions, different methods available to calculate returns on options trades, and much more. You don't need to be a financial expert to make it in the world of options, but you do need to be well informed. With Getting Started in Options, Seventh Edition as your guide you'll quickly discover how to make options work for you.
Publisher: John Wiley & Sons
ISBN: 0470175451
Category : Business & Economics
Languages : en
Pages : 395
Book Description
Discover the Dynamic World of Options Investing Getting Started In Options Seventh Edition Many people fail to capitalize on the potentially lucrative opportunities that options present, simply because they don't fully understand how options work. But with Getting Started in Options, Seventh Edition, author Michael C. Thomsett looks to change this. Written in a straightforward and accessible style, Getting Started in Options, Seventh Edition provides you with a solid foundation in this field, and will help you become fully familiar with one of today's most important investment vehicles. Each page of this informative guide addresses essential options issues, including how to: * Identify your own risk tolerance levels and decide how to effectively incorporate options into your own portfolio * Master options terminology and concepts * Use options in a powerful insurance strategy to protect against losses in stock investments * Perform "paper trades" before putting real money at risk * Utilize the many new online resources available to you * Understand time values, striking price, and expiration Besides new examples, updated charts, and timely investor tips, this latest edition also includes important new chapters that reflect ongoing innovations within the options market, such as the many uses of options beyond their obvious buying and selling functions, different methods available to calculate returns on options trades, and much more. You don't need to be a financial expert to make it in the world of options, but you do need to be well informed. With Getting Started in Options, Seventh Edition as your guide you'll quickly discover how to make options work for you.
Cumulative List of Organizations Described in Section 170 (c) of the Internal Revenue Code of 1986
Author:
Publisher:
ISBN:
Category : Charitable uses, trusts, and foundations
Languages : en
Pages : 1082
Book Description
Publisher:
ISBN:
Category : Charitable uses, trusts, and foundations
Languages : en
Pages : 1082
Book Description
Teachers' Pay and Retirement
Author: United States. Congress. House. Committee on the District of Columbia. Subcommittee on Education
Publisher:
ISBN:
Category : Teachers
Languages : en
Pages : 100
Book Description
Publisher:
ISBN:
Category : Teachers
Languages : en
Pages : 100
Book Description