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Dynamic Hedging
: Managing Vanilla and Exotic Options (Wiley Finance), by Nassim Nicholas Taleb.
Wiley.
It presents risks from the vantage point of the option market maker and arbitrage
operator. More
information.
Fundamentals
of Futures and Options Markets (5th Edition) (Prentice Hall Finance), by John C. Hull.
Prentice Hall. Reflect the most current information, this introduction to futures and
options markets is ideal for those with a limited background in mathematics. More
information.
Futures,
Options, and Swaps,
by Robert W. Kolb, Robert Kolb. Blackwell Publishers; 4th Bk&CD edition.
Futures, Options, and Swaps provides the most comprehensive coverage of derivatives
currently available. This book is renowned for providing an excellent balance between
introductory and advanced topics. More
information.
Interest-Rate
Option Models : Understanding, Analysing and Using Models for Exotic Interest-Rate Options (Wiley Series in
Financial Engineering), by Riccardo
Rebonato. John Wiley & Sons; 2nd edition.
The modelling of exotic interest-rate options is such an important and fast-moving area,
that the updating of the extremely successful first edition has been eagerly awaited. This
edition re-focuses the assessment of various models presented in the first edition, in
light of the new developments of modelling imperfect correlation between financial
quantities. More
information.
McMillan
on Options,
by Lawrence G. McMillan, Marketplace Books. Wiley; 1 edition.
This up-to-date guide provides an information-hungry marketplace with in-depth coverage of
pricing strategies, volatility and risk control, hedging techniques and option philosophy,
as well as key insights into the predictive power of options, the versatile option and
buying and selling. More
information.
Options, Futures,
and Other Derivatives (5th Edition), by John C. Hull.
Prentice Hall.
This book provides a unifying approach to the valuation of all derivatives - not just
futures and options. More
information.
Option
Market Making : Trading and Risk Analysis for the Financial and Commodity Option Markets
(Wiley Finance), by Allen Jan Baird.
Wiley.
Covers option volatility and pricing, risk analysis, spreads, strategies and tactics for
the options trader, focusing on how to work successfully with market makers. More
information.
Option
Theory (The Wiley Finance Series), by Peter James.
John Wiley & Sons.
Presents the theory of options in each of the different forms and stressing the
equivalence between each of the methodologies. Applies the results obtained to the
analysis and pricing options in the equity, currency, commodity and interest rate markets.
More
information.
Profit
with Options: Essential Methods for Investing Success, by Lawrence G.
McMillan (Author), Marketplace Books (Author). Wiley; 1st edition.
Unique course book covering every phase of the options trading process step by step, and
reinforcing individual concepts through end of chapter quizzes, allowing readers to refine
their skills. More
information.
Real
Options: Managerial Flexibility and Strategy in Resource Allocation, by Lenos
Trigeorgis. The MIT Press. Comprehensive in scope, Real Options reviews current
techniques of capital budgeting and details an approach (based on the pricing of options)
that provides a means of quantifying the elusive elements of managerial flexibility in the
face of unexpected changes in the market. More
information.
The Option
Advisor : Wealth-Building Techniques Using Equity & Index Options (A Marketplace Book), by Bernie
Schaeffer (Author), Marketplace Books. Wiley.
From the novice to the experienced investor, The Option Advisor offers a gold mine of
information on how to achieve success in options trading. 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. |
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