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Author: Jerome Detemple
Publisher: CRC Press
ISBN: 1420034863
Category : Business & Economics
Languages : en
Pages : 247
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Book Description
Focusing on recent developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and extends the analysis to American contingent claims. It presents basic valuation principles for American options including barrier, capped, and multi-asset options. It also reviews numerical methods for option pricing and compares their relative performance. Ideal for students and researchers in quantitative finance, this material is accessible to those with a background in stochastic processes or derivative securities.
Author: Jerome Detemple
Publisher: CRC Press
ISBN: 1420034863
Category : Business & Economics
Languages : en
Pages : 247
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Book Description
Focusing on recent developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and extends the analysis to American contingent claims. It presents basic valuation principles for American options including barrier, capped, and multi-asset options. It also reviews numerical methods for option pricing and compares their relative performance. Ideal for students and researchers in quantitative finance, this material is accessible to those with a background in stochastic processes or derivative securities.
Author: Patrick Boyle
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 1547401214
Category : Business & Economics
Languages : en
Pages : 298
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Book Description
Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Investors who are interested in deepening their knowledge of derivatives of all kinds will find this book to be an invaluable resource. The book is also useful in a very applied course on derivative trading. The authors delve into the history of options pricing; simple strategies of options trading; binomial tree valuation; Black-Scholes option valuation; option sensitivities; risk management and interest rate swaps in this immensely informative yet easy to comprehend work. Using their vast working experience in the financial markets at international investment banks and hedge funds since the late 1990s and teaching derivatives and investment courses at the Master's level, Patrick Boyle and Jesse McDougall put forth their knowledge and expertise in clearly explained concepts. This book does not presuppose advanced mathematical knowledge, though it is presented for completeness for those that may benefit from it, and is designed for a general audience, suitable for beginners through to those with intermediate knowledge of the subject.
Author: Fabian Moritz Fuchs
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
Author: Peter D. Salins
Publisher: Plunkett Lake Press
ISBN:
Category : Political Science
Languages : en
Pages : 268
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Book Description
Peter D. Salins, a child of immigrants and a scholar of urban affairs, makes the case that at a time when the immigrant population of the United States is growing larger and more diverse, the nation must rededicate itself to its historic mission of assimilating immigrants of all ethnic backgrounds. He recounts how successive immigrant populations have become Americanized, despite being considered “alien” in their time and how assimilation continues to work among Hispanics and Asians today. America’s vitality as a nation, Salins argues, depends on its being as successful in assimilating its newest immigrants as it was in integrating earlier immigrant groups. “Peter D. Salins... anticipates a multicultural America, but the prospect causes him great distress. In his view, the old assimilationist formula served both immigrants and the nation extremely well.... Salins maintains... that the multiculturalist effort to renegotiate America’s traditional assimilationist contract — English as the national language, liberal democratic principles and the Protestant work ethic — is at the root of much contemporary anxiety over immigration.” — Peter Skerry, The New York Times “Peter Salins’s book... is a labor of love as much as of scholarship... Salins’s whole effort here is to defend the American model of high immigration levels accompanied by unforced but almost irresistible assimilation... [His] diagnosis is powerful and persuasive, and surely the first step is the one he takes: to understand how and why the American model worked so well, and how it is now being threatened.” — Elliot Abrams, The Public Interest “A thorough and convincing examination of assimilation in America: how it worked in the past, why it is necessary for the survival of the nation, and what to do about the recent and ominous assault on it... The author is superb in defining what constitutes assimilation... He also deftly explodes several myths about immigration. Past waves of immigrants, for instance, never surrendered their heritage and continued to speak their native tongue in their neighborhoods. Assimilation, he argues, is a gradual process and doesn’t necessitate abandoning one’s ethnic identity at the door... his book is pragmatic and solid, and should convince many of the value and continuing importance of assimilation.” — Kirkus “[A]n enlightening... book.” — Wall Street Journal “Salins... seeks a middle way between radical multiculturalism and resurgent nativism. That middle way is the ‘immigration contract’ that has long existed between American society and its newcomers. Its terms are a commitment to English as the national language, an acceptance of American values and ideals, and a dedication to the Protestant work ethic. Immigrants who accept these terms are welcomed and allowed to maintain certain elements of their culture, such as food, dress, and holidays. This arrangement, Salins argues, promotes a vibrant ethnicity while protecting against balkanizing ethnocentrism.” — Stephen J. Rockwell, Wilson Quarterly
Author: Nathan Turner
Publisher: Abrams
ISBN: 1613124775
Category : Design
Languages : en
Pages : 363
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Book Description
With a style that is accessible and chic, Nathan Turner's aesthetic is Nate Berkus meets Colin Cowie and Domino Magazine. Turner's unique approach to design for living incorporates his accessible, California chic aesthetic. He will show readers how to design their home to create a space that is relaxed and stylish, but still functional and affordable. Turner's practical tips and tricks for affordable home makeovers and remodeling will also be included along with many never before seen projects, including his own Malibu retreat or his families Ranch in Northern California. The book will also incorporate another one of Turner's passions; entertaining. Turner will show readers how to create a space that's inviting for others and allows them to easily entertain in their home. His ideas, tabletop design, easy party themes and menus, teach readers to how to be chic hosts, ready to open up their home for visitors at any time. Informed by his eclectic background and varied passions for decor, travel, entertaining and food, Nathan Turner's American Style will appeal to readers looking to incorporate Turner's stylish and relaxed aesthetic into their home and life. Praise for Nathan Turner's American Style: “The interior designer and entertaining expert Nathan Turner believes in designing and entertaining ‘with low effort and high style.’ Such is the ethos he imparts in his new book, Nathan Turner’s American Style: Classic Design and Effortless Entertaining.”—The Wall Street Journal
Author: Yang Wang
Publisher:
ISBN:
Category :
Languages : en
Pages : 138
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Book Description
Author: Luc Devroye
Publisher: Springer Science & Business Media
ISBN: 3790825980
Category : Mathematics
Languages : en
Pages : 242
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Book Description
This book is devoted to Professor Jürgen Lehn, who passed away on September 29, 2008, at the age of 67. It contains invited papers that were presented at the Wo- shop on Recent Developments in Applied Probability and Statistics Dedicated to the Memory of Professor Jürgen Lehn, Middle East Technical University (METU), Ankara, April 23–24, 2009, which was jointly organized by the Technische Univ- sität Darmstadt (TUD) and METU. The papers present surveys on recent devel- ments in the area of applied probability and statistics. In addition, papers from the Panel Discussion: Impact of Mathematics in Science, Technology and Economics are included. Jürgen Lehn was born on the 28th of April, 1941 in Karlsruhe. From 1961 to 1968 he studied mathematics in Freiburg and Karlsruhe, and obtained a Diploma in Mathematics from the University of Karlsruhe in 1968. He obtained his Ph.D. at the University of Regensburg in 1972, and his Habilitation at the University of Karlsruhe in 1978. Later in 1978, he became a C3 level professor of Mathematical Statistics at the University of Marburg. In 1980 he was promoted to a C4 level professorship in mathematics at the TUD where he was a researcher until his death.
Author: Candy Pratts Price
Publisher: Editions Assouline
ISBN: 9782759402861
Category : Art
Languages : en
Pages : 288
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Book Description
A century of American accessory design. Follow up to American Fashion.
Author: Chuang-Chang Chang
Publisher:
ISBN:
Category :
Languages : en
Pages :
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Book Description
This study extends the Hull and White (1993) binomial method to construct a trinomial model for the valuation of American-style warrants whose strike price can be reset to a new price level. The reset criteria is conditioned upon the average underlying asset price hitting the reset barrier in a specifiedperiod although the model proposed can accomodate other features. We investigate the difference between a daily reset warrant and a period-average reset warrant and also that the number of time steps between observations affects the value of American-style average price options and period-average reset options.
Author: Mark Nathan Broadie
Publisher:
ISBN:
Category : Options (Finance)
Languages : en
Pages : 44
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Book Description
