 |
;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;.....................................;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;Applied
Currency
Derivatives : Pricing Theory, Exotic Options, and Hedging Applications (Wiley Series in
Financial Engineering), by David F. DeRosa.
Wiley.
A groundbreaking collection on currency derivatives, including pricing theory and hedging
applications. More
information.
Derivatives
: The Theory and Practice of Financial Engineering (Wiley Frontiers in Finance Series), by Paul Wilmott.
John Wiley & Sons Ltd (Import); includes CD-Rom edition.
Provides the most comprehensive and accessible analysis of the art of science in financial
modeling available. More
information.
Fundamentals
of Futures and Options Markets (5th Edition) (Prentice Hall Finance), by John C. Hull.
Prentice Hall; 5 edition.
Updated and revised to reflect the most current information, this introduction to futures
and options markets is ideal for those with a limited background in mathematics. More
information.
Risk
Management and Financial Derivatives: A Guide to the Mathematics,
by Satyajit Das. McGraw-Hill Trade. Leading experts clarify the numbers behind risk
management, including yield curve modeling, pricing bonds, forwards, and options; and
value-at-risk. More
information.
Street Smarts:
High Probability Short Term Trading Strategies, by Laurence A. Connors, Linda Bradford
Raschke. M. Gordon Publishing Group; 1 edition.
This 245 page manual is considered by many to be one of the best books written on trading
futures. More
information.
Trading
Day by Day: Winning the Zero Sum Game of Futures Trading, by F. H. Chick Goslin.
California Pub.
Trading Day by Day is overflowing with the fundamental truths and reliable trading rules
every trader needs to be competitive in any market, at any time. More
information.
Volatility
and Correlation : The Perfect Hedger and the Fox (Wiley Finance), by Riccardo
Rebonato. John Wiley & Sons; 2 edition.
The new and updated material includes: empirical and theoretical analysis of the smile
dynamics; examination of the perfect-replication model in relation to exotic options;
treatment of additional important models, namely, Variance Gamma, displaced diffusion,
CEV, stochastic volatility for interest-rate smiles and equity/FX options; questioning of
the informational efficiency of markets in commonly-used calibration and hedging
practices. More
information. |
Back to Business Bookstore Index
|
