Showing 1-5 of 5 items.
Euan Sinclair – Options Trading. Pricing & Volatility Strategies & Technique
Euan Sinclair - Options Trading Pricing Volatility Strategies TechniqueAn A to Z options trading guide for the new millennium and the new economyWritten by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this discipline...
By Ale... on Dec 15, 2020
Mark J.P.Anson & Frank J.Fabozzi – Credit Derivates Instruments Applications & Pricing
Mark J.P.Anson, Frank J.Fabozzi - Credit Derivates Instruments Applications & PricingDescriptionAn essential guide to credit derivatives Credit derivatives has become one of the fastest-growing areas of interest in global derivatives and risk management. Credit Derivatives takes...
By Tar... on Aug 17, 2019
Werner Rosenberger – Risk Adjusted Lending Conditions (An Options Pricing Approach)
Werner Rosenberger – Risk Adjusted Lending Conditions (An Options Pricing Approach) In order to operate their lending business profitably, banks must know all the costs involved in granting loans. In particular, all the expenses they incur...
By Lyn... on Dec 17, 2018
John Daly – Pricing for Profitability Activity-Based Pricing for Competitive Advantage
Three things can happen when establishing a product price. A price set too high is a lost sale that could have been profitable at a lower price. A price set too low is rewarded with unprofitable...
By Kev... on Dec 17, 2018
Markus Bouziane – Pricing Interest-Rate Derivatives
The author derives an efficient and accurate pricing tool for interest-rate derivatives within a Fourier-transform based pricing approach, which is generally applicable to exponential-affine jump-diffusion models.ReviewFrom the reviews:“The book is based on author’s Ph.D. Thesis entitled...
By Chr... on Dec 10, 2018