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Bank and insurance capital management [[electronic resource] /] / Frans de Weert
| Bank and insurance capital management [[electronic resource] /] / Frans de Weert |
| Autore | De Weert Frans |
| Pubbl/distr/stampa | Chichester [England] ; ; Hoboken, N.J., : Wiley, c2011 |
| Descrizione fisica | 1 online resource (264 p.) |
| Disciplina | 332.1068 |
| Collana | Wiley finance series |
| Soggetto topico |
Capital market
Bank capital Financial reinsurance |
| ISBN |
0-470-97164-9
1-119-20583-2 1-283-23955-8 9786613239556 0-470-97689-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | pt. 1. Accounting perspective -- pt. 2. Regulatory perspective -- pt. 3. Risk and capital management perspective -- pt. 4. Corporate finance perspective. |
| Record Nr. | UNINA-9910130562503321 |
De Weert Frans
|
||
| Chichester [England] ; ; Hoboken, N.J., : Wiley, c2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Exotic options trading [[electronic resource] /] / Frans de Weert
| Exotic options trading [[electronic resource] /] / Frans de Weert |
| Autore | De Weert Frans |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 |
| Descrizione fisica | 1 online resource (204 p.) |
| Disciplina | 332.64/53 |
| Collana | Wiley finance series |
| Soggetto topico | Exotic options (Finance) |
| ISBN |
1-119-20873-4
1-281-32069-2 9786611320690 0-470-75631-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Exotic Options Trading; Contents; Preface; Acknowledgements; 1 Introduction; 2 Conventional Options, Forwards and Greeks; 3 Profit on Gamma and Relation to Theta; 4 Delta Cash and Gamma Cash; 5 Skew; 6 Simple Option Strategies; 7 Monte Carlo Processes; 8 Chooser Option; 9 Digital Options; 10 Barrier Options; 11 Forward Starting Options; 12 Ladder Options; 13 Lookback Options; 14 Cliquets; 15 Reverse Convertibles; 16 Autocallables; 17 Callable and Puttable Reverse Convertibles; 18 Asian Options; 19 Quanto Options; 20 Composite Options; 21 Outperformance Options; 22 Best of and Worst of Options
23 Variance Swaps24 Dispersion; 25 Engineering Financial Structures; Appendix A Variance of a Composite Option and Outperformance Option; Appendix B Replicating the Variance Swap; Bibliography; Index |
| Record Nr. | UNINA-9910145421303321 |
|
De Weert Frans
|
||
| Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to options trading [[electronic resource] /] / Frans de Weert
| An introduction to options trading [[electronic resource] /] / Frans de Weert |
| Autore | De Weert Frans |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , 2006 |
| Descrizione fisica | 1 online resource (177 p.) |
| Disciplina | 332.632283 |
| Collana | Securities Institute |
| Soggetto topico |
Options (Finance)
Futures |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20908-0
1-280-73978-9 9786610739783 0-470-03456-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; CONTENTS; PREFACE; ACKNOWLEDGEMENTS; INTRODUCTION; Chapter 1: OPTIONS; Chapter 2: THE BLACK SCHOLES FORMULA; Chapter 3: DIVIDENDS AND THEIR EFFECT ON OPTIONS; Chapter 4: IMPLIED VOLATILITY; Chapter 5: DELTA; Chapter 6: THREE OTHER GREEKS; Chapter 7: THE PROFIT OF OPTION TRADERS; Chapter 8: OPTION GREEKS IN PRACTICE; Chapter 9: SKEW; Chapter 10: SEVERAL OPTION STRATEGIES; Chapter 11: DIFFERENT OPTION STRATEGIES AND WHY INVESTORS EXECUTE THEM; Chapter 12: TWO EXOTIC OPTIONS; Chapter 13: REPO; Appendix A: PROBABILITY THAT AN OPTION EXPIRES IN THE MONEY
Appendix B: VARIANCE OF A COMPOSITE OPTIONBIBLIOGRAPHY; INDEX |
| Record Nr. | UNINA-9910143588903321 |
|
De Weert Frans
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to options trading [[electronic resource] /] / Frans de Weert
| An introduction to options trading [[electronic resource] /] / Frans de Weert |
| Autore | De Weert Frans |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , 2006 |
| Descrizione fisica | 1 online resource (177 p.) |
| Disciplina | 332.632283 |
| Collana | Securities Institute |
| Soggetto topico |
Options (Finance)
Futures |
| ISBN |
1-119-20908-0
1-280-73978-9 9786610739783 0-470-03456-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; CONTENTS; PREFACE; ACKNOWLEDGEMENTS; INTRODUCTION; Chapter 1: OPTIONS; Chapter 2: THE BLACK SCHOLES FORMULA; Chapter 3: DIVIDENDS AND THEIR EFFECT ON OPTIONS; Chapter 4: IMPLIED VOLATILITY; Chapter 5: DELTA; Chapter 6: THREE OTHER GREEKS; Chapter 7: THE PROFIT OF OPTION TRADERS; Chapter 8: OPTION GREEKS IN PRACTICE; Chapter 9: SKEW; Chapter 10: SEVERAL OPTION STRATEGIES; Chapter 11: DIFFERENT OPTION STRATEGIES AND WHY INVESTORS EXECUTE THEM; Chapter 12: TWO EXOTIC OPTIONS; Chapter 13: REPO; Appendix A: PROBABILITY THAT AN OPTION EXPIRES IN THE MONEY
Appendix B: VARIANCE OF A COMPOSITE OPTIONBIBLIOGRAPHY; INDEX |
| Record Nr. | UNINA-9910830308903321 |
|
De Weert Frans
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An introduction to options trading [[electronic resource] /] / Frans de Weert
| An introduction to options trading [[electronic resource] /] / Frans de Weert |
| Autore | De Weert Frans |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, , 2006 |
| Descrizione fisica | 1 online resource (177 p.) |
| Disciplina | 332.632283 |
| Collana | Securities Institute |
| Soggetto topico |
Options (Finance)
Futures |
| ISBN |
1-119-20908-0
1-280-73978-9 9786610739783 0-470-03456-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; CONTENTS; PREFACE; ACKNOWLEDGEMENTS; INTRODUCTION; Chapter 1: OPTIONS; Chapter 2: THE BLACK SCHOLES FORMULA; Chapter 3: DIVIDENDS AND THEIR EFFECT ON OPTIONS; Chapter 4: IMPLIED VOLATILITY; Chapter 5: DELTA; Chapter 6: THREE OTHER GREEKS; Chapter 7: THE PROFIT OF OPTION TRADERS; Chapter 8: OPTION GREEKS IN PRACTICE; Chapter 9: SKEW; Chapter 10: SEVERAL OPTION STRATEGIES; Chapter 11: DIFFERENT OPTION STRATEGIES AND WHY INVESTORS EXECUTE THEM; Chapter 12: TWO EXOTIC OPTIONS; Chapter 13: REPO; Appendix A: PROBABILITY THAT AN OPTION EXPIRES IN THE MONEY
Appendix B: VARIANCE OF A COMPOSITE OPTIONBIBLIOGRAPHY; INDEX |
| Record Nr. | UNINA-9910840531003321 |
|
De Weert Frans
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||