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American-type options . Volume 2 Stochastic approximation methods / / Dmitrii S. Silvestrov
| American-type options . Volume 2 Stochastic approximation methods / / Dmitrii S. Silvestrov |
| Autore | Silvestrov Dmitrii S. |
| Pubbl/distr/stampa | Berlin, Germany : , : De Gruyter, , 2015 |
| Descrizione fisica | 1 online resource (572 p.) |
| Disciplina | 332.6453 |
| Collana | De Gruyter Studies in Mathematics |
| Soggetto topico |
Options (Finance) - Mathematical models
Stochastic approximation Business mathematics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
3-11-038990-8
3-11-032984-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface -- Contents -- 1 Reward approximations for autoregressive log-price processes (LPP) -- 2 Reward approximations for autoregressive stochastic volatility LPP -- 3 American-type options for continuous time Markov LPP -- 4 Upper bounds for option rewards for Markov LPP -- 5 Time-skeleton reward approximations for Markov LPP -- 6 Time-space-skeleton reward approximations for Markov LPP -- 7 Convergence of option rewards for continuous time Markov LPP -- 8 Convergence of option rewards for diffusion LPP -- 9 European, knockout, reselling and random pay-off options -- 10 Results of experimental studies -- Bibliographical Remarks -- Bibliography -- Index -- De Gruyter Studies in Mathematics |
| Record Nr. | UNINA-9910464447303321 |
Silvestrov Dmitrii S.
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| Berlin, Germany : , : De Gruyter, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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American-type options . Volume 2 Stochastic approximation methods / / Dmitrii S. Silvestrov
| American-type options . Volume 2 Stochastic approximation methods / / Dmitrii S. Silvestrov |
| Autore | Silvestrov Dmitrii S. |
| Pubbl/distr/stampa | Berlin, Germany : , : De Gruyter, , 2015 |
| Descrizione fisica | 1 online resource (572 p.) |
| Disciplina | 332.6453 |
| Collana | De Gruyter Studies in Mathematics |
| Soggetto topico |
Options (Finance) - Mathematical models
Stochastic approximation Business mathematics |
| Soggetto non controllato | American option, Optimal stopping, Convergence of rewards, Markov chain, Approximation algorithm |
| ISBN |
3-11-038990-8
3-11-032984-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface -- Contents -- 1 Reward approximations for autoregressive log-price processes (LPP) -- 2 Reward approximations for autoregressive stochastic volatility LPP -- 3 American-type options for continuous time Markov LPP -- 4 Upper bounds for option rewards for Markov LPP -- 5 Time-skeleton reward approximations for Markov LPP -- 6 Time-space-skeleton reward approximations for Markov LPP -- 7 Convergence of option rewards for continuous time Markov LPP -- 8 Convergence of option rewards for diffusion LPP -- 9 European, knockout, reselling and random pay-off options -- 10 Results of experimental studies -- Bibliographical Remarks -- Bibliography -- Index -- De Gruyter Studies in Mathematics |
| Record Nr. | UNINA-9910788816603321 |
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Silvestrov Dmitrii S.
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||
| Berlin, Germany : , : De Gruyter, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
American-type options . Volume 2 Stochastic approximation methods / / Dmitrii S. Silvestrov
| American-type options . Volume 2 Stochastic approximation methods / / Dmitrii S. Silvestrov |
| Autore | Silvestrov Dmitrii S. |
| Pubbl/distr/stampa | Berlin, Germany : , : De Gruyter, , 2015 |
| Descrizione fisica | 1 online resource (572 p.) |
| Disciplina | 332.6453 |
| Collana | De Gruyter Studies in Mathematics |
| Soggetto topico |
Options (Finance) - Mathematical models
Stochastic approximation Business mathematics |
| Soggetto non controllato | American option, Optimal stopping, Convergence of rewards, Markov chain, Approximation algorithm |
| ISBN |
3-11-038990-8
3-11-032984-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Preface -- Contents -- 1 Reward approximations for autoregressive log-price processes (LPP) -- 2 Reward approximations for autoregressive stochastic volatility LPP -- 3 American-type options for continuous time Markov LPP -- 4 Upper bounds for option rewards for Markov LPP -- 5 Time-skeleton reward approximations for Markov LPP -- 6 Time-space-skeleton reward approximations for Markov LPP -- 7 Convergence of option rewards for continuous time Markov LPP -- 8 Convergence of option rewards for diffusion LPP -- 9 European, knockout, reselling and random pay-off options -- 10 Results of experimental studies -- Bibliographical Remarks -- Bibliography -- Index -- De Gruyter Studies in Mathematics |
| Record Nr. | UNINA-9910822000303321 |
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Silvestrov Dmitrii S.
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| Berlin, Germany : , : De Gruyter, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Analysis, geometry, and modeling in finance : advanced methods in option pricing / Pierre Henry-Labordère
| Analysis, geometry, and modeling in finance : advanced methods in option pricing / Pierre Henry-Labordère |
| Autore | Henry-Labordère, Pierre |
| Pubbl/distr/stampa | Boca Raton : CRC Press, c2009 |
| Descrizione fisica | 383 p. : ill. ; 25 cm |
| Disciplina | 332.6453 |
| Collana | Chapman & Hall/CRC financial mathematics series |
| Soggetto topico |
Opzioni |
| ISBN |
9781420086997
1420086995 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000812779707536 |
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Henry-Labordère, Pierre
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| Boca Raton : CRC Press, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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The Complete Book of Option Spreads and Combinations [[electronic resource] ] : Strategies for Income Generation, Directional Moves, and Risk Reduction
| The Complete Book of Option Spreads and Combinations [[electronic resource] ] : Strategies for Income Generation, Directional Moves, and Risk Reduction |
| Autore | Nations Scott |
| Pubbl/distr/stampa | Hoboken, : Wiley, 2014 |
| Descrizione fisica | 1 online resource (267 p.) |
| Disciplina |
332.64
332.6453 |
| Collana | Wiley Trading |
| Soggetto topico |
Investment analysis
Options (Finance) -- Mathematics Options (Finance) Options (Finance) - Mathematics Finance Business & Economics Investment & Speculation |
| ISBN |
1-118-81932-2
1-118-80639-5 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The Complete Book of Option Spreads and Combinations; Contents; Foreword; Preface; The Spreads and Combinations; Chapter 1 Not Just More or Less but Different; The "Flavors": Calls and Puts; The Expiration Date; The Strike Price; An Option Corresponds to 100 Shares of Stock; Defining an Option; Moneyness; What We Mean by Spread and Combination; A Final Thought; Chapter 2 Just a Little Math; The Option Price; Volatility and the Volatility Implied by the Option Price; Option Erosion; Option Price Sensitivities; Sensitivity to the Passage of Time; Sensitivity to the Price of the Underlying Stock
Changes in VolatilityOther Sensitivities; Chapter 3 Vertical Spreads; Buying and Selling Vertical Spreads; Vertical Spread Maximum and Minimum Values; Naming; Moneyness and Vertical Spreads; Bullish and Bearish Vertical Spreads; Selling a Call Vertical Spread; Breakeven Points; The Necessary Price Action; Vertical Spreads and Your Market Outlook; Asymmetry of Risk and Reward for Vertical Spreads; Option Delta and Likelihood; Vertical Spread Value Prior to Expiration; The Other Greeks; The Best Measure of Vertical Spread Cost; In-the-Money Vertical Spreads; Chapter 4 Covered Calls ProfitabilityCovered Calls and Downside Protection-Not As Much As We'd Like; Using Covered Calls to "Create" Dividends; Having Your Shares Called Away; Don't Fear Assignment; Stock Covered Vertical Call Spread; Chapter 5 Covered Puts; The Regret Point; Market Outlook; Out-of-the-Money Covered Puts; In-the-Money Covered Puts; At-the-Money or Nearly At-the-Money; Covered Put versus Covered Call; Chapter 6 Calendar Spreads; Call Calendar Spreads; Selling Calendar Spreads; Directionality; Catalysts; The Super Calendar; Chapter 7 Straddles; The Short Straddle; Likelihoods Selling Covered StraddlesChapter 8 Strangles; Selling Strangles; Selling Covered Strangles; Chapter 9 Collars; Wider Collars; In-the-Money Collars; Potential Outcomes; A Zero-Cost Collar; Skew; How a Collar Is Similar to Other Spreads and Combinations; Put Spread Collar; Call Spread Collar; Chapter 10 Risk Reversal; Likelihoods; How Skew Helps a Risk Reversal; Call Spread Risk Reversal; Chapter 11 Butterflies; Buying and Selling Butterflies-The Terminology; Put Butterflies; Butterflies Prior to Expiration; Butterflies and Your Market Expectations; Broken Butterflies Chapter 12 Condors and Iron CondorsSelling a Condor; The Bid/Ask Spread and Condor Spreads; Iron Condor; Directional Condors; Chapter 13 Conversion/Reversal; Reversal; Dividends; Pin Risk; Chapter 14 Ratio Spreads and Back Spreads; Vertical Spreads, Butterflies, and Ratio Spreads; Call Ratio Spreads; Call Ratio Spreads for Stock Repair; Back Spreads; Super Back Spreads; Chapter 15 Other Spreads and Combinations; Married Put; Diagonal Spread; Iron Butterfly; Christmas Tree; Box Spread; Jelly Roll; Stupid; Guts; Other Potential Spreads and Combinations; About the Website; About the Author Index |
| Record Nr. | UNINA-9910132154203321 |
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Nations Scott
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| Hoboken, : Wiley, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Complete Book of Option Spreads and Combinations [[electronic resource] ] : Strategies for Income Generation, Directional Moves, and Risk Reduction
| The Complete Book of Option Spreads and Combinations [[electronic resource] ] : Strategies for Income Generation, Directional Moves, and Risk Reduction |
| Autore | Nations Scott |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, : Wiley, 2014 |
| Descrizione fisica | 1 online resource (267 p.) |
| Disciplina |
332.64
332.6453 |
| Collana | Wiley Trading |
| Soggetto topico |
Investment analysis
Options (Finance) -- Mathematics Options (Finance) Options (Finance) - Mathematics Finance Business & Economics Investment & Speculation |
| ISBN |
1-118-81932-2
1-118-80639-5 |
| Classificazione | BUS027000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The Complete Book of Option Spreads and Combinations; Contents; Foreword; Preface; The Spreads and Combinations; Chapter 1 Not Just More or Less but Different; The "Flavors": Calls and Puts; The Expiration Date; The Strike Price; An Option Corresponds to 100 Shares of Stock; Defining an Option; Moneyness; What We Mean by Spread and Combination; A Final Thought; Chapter 2 Just a Little Math; The Option Price; Volatility and the Volatility Implied by the Option Price; Option Erosion; Option Price Sensitivities; Sensitivity to the Passage of Time; Sensitivity to the Price of the Underlying Stock
Changes in VolatilityOther Sensitivities; Chapter 3 Vertical Spreads; Buying and Selling Vertical Spreads; Vertical Spread Maximum and Minimum Values; Naming; Moneyness and Vertical Spreads; Bullish and Bearish Vertical Spreads; Selling a Call Vertical Spread; Breakeven Points; The Necessary Price Action; Vertical Spreads and Your Market Outlook; Asymmetry of Risk and Reward for Vertical Spreads; Option Delta and Likelihood; Vertical Spread Value Prior to Expiration; The Other Greeks; The Best Measure of Vertical Spread Cost; In-the-Money Vertical Spreads; Chapter 4 Covered Calls ProfitabilityCovered Calls and Downside Protection-Not As Much As We'd Like; Using Covered Calls to "Create" Dividends; Having Your Shares Called Away; Don't Fear Assignment; Stock Covered Vertical Call Spread; Chapter 5 Covered Puts; The Regret Point; Market Outlook; Out-of-the-Money Covered Puts; In-the-Money Covered Puts; At-the-Money or Nearly At-the-Money; Covered Put versus Covered Call; Chapter 6 Calendar Spreads; Call Calendar Spreads; Selling Calendar Spreads; Directionality; Catalysts; The Super Calendar; Chapter 7 Straddles; The Short Straddle; Likelihoods Selling Covered StraddlesChapter 8 Strangles; Selling Strangles; Selling Covered Strangles; Chapter 9 Collars; Wider Collars; In-the-Money Collars; Potential Outcomes; A Zero-Cost Collar; Skew; How a Collar Is Similar to Other Spreads and Combinations; Put Spread Collar; Call Spread Collar; Chapter 10 Risk Reversal; Likelihoods; How Skew Helps a Risk Reversal; Call Spread Risk Reversal; Chapter 11 Butterflies; Buying and Selling Butterflies-The Terminology; Put Butterflies; Butterflies Prior to Expiration; Butterflies and Your Market Expectations; Broken Butterflies Chapter 12 Condors and Iron CondorsSelling a Condor; The Bid/Ask Spread and Condor Spreads; Iron Condor; Directional Condors; Chapter 13 Conversion/Reversal; Reversal; Dividends; Pin Risk; Chapter 14 Ratio Spreads and Back Spreads; Vertical Spreads, Butterflies, and Ratio Spreads; Call Ratio Spreads; Call Ratio Spreads for Stock Repair; Back Spreads; Super Back Spreads; Chapter 15 Other Spreads and Combinations; Married Put; Diagonal Spread; Iron Butterfly; Christmas Tree; Box Spread; Jelly Roll; Stupid; Guts; Other Potential Spreads and Combinations; About the Website; About the Author Index |
| Record Nr. | UNINA-9910811584403321 |
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Nations Scott
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| Hoboken, : Wiley, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Complete Options Trader [[electronic resource] ] : A Strategic Reference for Derivatives Profits / / by Michael C. Thomsett
| The Complete Options Trader [[electronic resource] ] : A Strategic Reference for Derivatives Profits / / by Michael C. Thomsett |
| Autore | Thomsett Michael C |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2018 |
| Descrizione fisica | 1 online resource (ix, 248 pages) |
| Disciplina | 332.6453 |
| Soggetto topico |
Finance
Investment banking Securities Finance, Personal Pensions Popular Science in Finance Investments and Securities Personal Finance/Wealth Management/Pension Planning |
| ISBN | 3-319-76505-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Introduction -- Section 1 - Market Overview -- Section 2 - Market Risks -- Section 3 - Option Strategies -- Section 4 - Option Glossary -- Section 5 - Elements of Value -- Section 6 - Return Calculations -- Section 7 - Options and Stock Selection -- Section 8 - Option Taxation. |
| Record Nr. | UNINA-9910299655303321 |
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Thomsett Michael C
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| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Demystifying exotic products [[electronic resource] ] : interest rates, equities and foreign exchange / / Chia Chiang Tan
| Demystifying exotic products [[electronic resource] ] : interest rates, equities and foreign exchange / / Chia Chiang Tan |
| Autore | Tan Chia Chiang |
| Pubbl/distr/stampa | Chichester ; ; Hoboken, NJ, : John Wiley & Sons, 2010 |
| Descrizione fisica | 1 online resource (274 p.) |
| Disciplina |
332.45
332.6 332.63228 332.6453 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Exotic options (Finance)
Futures |
| ISBN |
1-119-20663-4
0-470-68788-6 1-282-68443-4 9786612684432 0-470-68689-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Demystifying Exotic Products; Contents; Foreword; Preface; Acknowledgements; Notes; 1 Derivatives in their Golden Days (1994 to 2007); 2 Themes in Constructing Exotic Products; 3 Basics of Derivatives; 4 Barriers; 5 Quantoes; 6 Swaps, Constant Maturity Swaps and Spreads; 7 Range Accruals; 8 Early Termination; 9 Pathwise Accumulators; 10 Power Reverse Dual Currencies; 11 Baskets and Hybrids; 12 Some Exotic Equity Products; 13 Volatility and Correlation Products; 14 Fund Derivatives; 15 The Products Post-2008; Some Final Thoughts; Glossary; Appendices; Bibliography; Index |
| Record Nr. | UNINA-9910781083203321 |
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Tan Chia Chiang
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| Chichester ; ; Hoboken, NJ, : John Wiley & Sons, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Demystifying exotic products [[electronic resource] ] : interest rates, equities and foreign exchange / / Chia Chiang Tan
| Demystifying exotic products [[electronic resource] ] : interest rates, equities and foreign exchange / / Chia Chiang Tan |
| Autore | Tan Chia Chiang |
| Pubbl/distr/stampa | Chichester ; ; Hoboken, NJ, : John Wiley & Sons, 2010 |
| Descrizione fisica | 1 online resource (274 p.) |
| Disciplina |
332.45
332.6 332.63228 332.6453 |
| Collana | The Wiley Finance Series |
| Soggetto topico |
Exotic options (Finance)
Futures |
| ISBN |
1-119-20663-4
0-470-68788-6 1-282-68443-4 9786612684432 0-470-68689-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Demystifying Exotic Products; Contents; Foreword; Preface; Acknowledgements; Notes; 1 Derivatives in their Golden Days (1994 to 2007); 2 Themes in Constructing Exotic Products; 3 Basics of Derivatives; 4 Barriers; 5 Quantoes; 6 Swaps, Constant Maturity Swaps and Spreads; 7 Range Accruals; 8 Early Termination; 9 Pathwise Accumulators; 10 Power Reverse Dual Currencies; 11 Baskets and Hybrids; 12 Some Exotic Equity Products; 13 Volatility and Correlation Products; 14 Fund Derivatives; 15 The Products Post-2008; Some Final Thoughts; Glossary; Appendices; Bibliography; Index |
| Record Nr. | UNINA-9910816339303321 |
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Tan Chia Chiang
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| Chichester ; ; Hoboken, NJ, : John Wiley & Sons, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Financial Times guide to options : the plain and simple guide to successful strategies / / Lenny Jordan
| The Financial Times guide to options : the plain and simple guide to successful strategies / / Lenny Jordan |
| Autore | Jordan Lenny |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Harlow, England : , : Pearson, , 2011 |
| Descrizione fisica | 1 online resource (xv, 318 p. ) : ill |
| Disciplina | 332.6453 |
| Altri autori (Persone) | JordanLenny |
| Collana | Financial Times guides |
| Soggetto topico | Options (Finance) |
| ISBN |
0-273-77645-2
1-283-05606-2 9786613056061 0-273-73687-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface About the author About this book Introduction Part 1 Options fundamentals 1 Options in Everyday life 2 The basics of calls 3 The basics of puts 4 Pricing and behaviour 5 Volatility and pricing models 6 The Greeks and risk assessment: delta 7 Gamma and theta 8 Vega Part 2 - Options spreads 9 Call spreads and put spreads 10 One by two directional spreads 11 Combos and hybrid spreads for market direction 12 Volatility spreads 13 Iron butterflies and iron condors 14 Butterflies and condors 15 The covered write, the calendar spread and the diagonal spread Part 3 Thinking about options 16 The interaction of the Greeks 17 Options performance based on cost 18 Options talk 1 19 Options talk 2: trouble shooting and common problems 20 Volatility skews Part 4 Basic non-essentials 21 Futures, synthetics and put-call parity 22 Conversions, reversals, boxes and options arbitrage 23 Conclusion Glossary Suggestions for further reading Index of underlying contracts Index |
| Record Nr. | UNINA-9910150237203321 |
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Jordan Lenny
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| Harlow, England : , : Pearson, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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