Pricing American Style
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Author | : Jerome Detemple |
Publisher | : CRC Press |
Total Pages | : 247 |
Release | : 2005-12-09 |
Genre | : Business & Economics |
ISBN | : 1420034863 |
Focusing on recent developments in the field, American-Style Derivatives provides an extensive treatment of option pricing with emphasis on the valuation of American options on dividend-paying assets. This book reviews valuation principles for European contingent claims and extends the analysis to American contingent claims. It presents basic valuation principles for American options including barrier, capped, and multi-asset options. It also reviews numerical methods for option pricing and compares their relative performance. Ideal for students and researchers in quantitative finance, this material is accessible to those with a background in stochastic processes or derivative securities.
Author | : Fabian Moritz Fuchs |
Publisher | : |
Total Pages | : |
Release | : 2021 |
Genre | : |
ISBN | : |
Author | : Patrick Boyle |
Publisher | : Walter de Gruyter GmbH & Co KG |
Total Pages | : 273 |
Release | : 2018-12-17 |
Genre | : Business & Economics |
ISBN | : 1547401214 |
Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Investors who are interested in deepening their knowledge of derivatives of all kinds will find this book to be an invaluable resource. The book is also useful in a very applied course on derivative trading. The authors delve into the history of options pricing; simple strategies of options trading; binomial tree valuation; Black-Scholes option valuation; option sensitivities; risk management and interest rate swaps in this immensely informative yet easy to comprehend work. Using their vast working experience in the financial markets at international investment banks and hedge funds since the late 1990s and teaching derivatives and investment courses at the Master's level, Patrick Boyle and Jesse McDougall put forth their knowledge and expertise in clearly explained concepts. This book does not presuppose advanced mathematical knowledge, though it is presented for completeness for those that may benefit from it, and is designed for a general audience, suitable for beginners through to those with intermediate knowledge of the subject.
Author | : Candy Pratts Price |
Publisher | : Editions Assouline |
Total Pages | : 288 |
Release | : 2008 |
Genre | : Art |
ISBN | : 9782759402861 |
A century of American accessory design. Follow up to American Fashion.
Author | : Peter D. Salins |
Publisher | : |
Total Pages | : 282 |
Release | : 1997-01-02 |
Genre | : Political Science |
ISBN | : |
Salins argues that assimilation is part of a larger American social compact that has flourished throughout our history, and to abandon it now would destroy the foundations of our prosperity, our social cohesion, and, ultimately, American culture itself. He shows how successive immigrant populations have become Americanized, despite being considered "alien" in their time-notably, the Germans, Irish, Italians, and Jews-and how assimilation continues to work today among Hispanics and Asians. The book sheds light on the threats to assimilation from the left (multiculturalism) and the right (nativism), revealing the perilous consequences of each.
Author | : Chuang-Chang Chang |
Publisher | : |
Total Pages | : |
Release | : 2003 |
Genre | : |
ISBN | : |
This study extends the Hull and White (1993) binomial method to construct a trinomial model for the valuation of American-style warrants whose strike price can be reset to a new price level. The reset criteria is conditioned upon the average underlying asset price hitting the reset barrier in a specifiedperiod although the model proposed can accomodate other features. We investigate the difference between a daily reset warrant and a period-average reset warrant and also that the number of time steps between observations affects the value of American-style average price options and period-average reset options.
Author | : Marek Capiński |
Publisher | : Cambridge University Press |
Total Pages | : 179 |
Release | : 2012-09-13 |
Genre | : Business & Economics |
ISBN | : 1107001692 |
Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model.
Author | : Nathan Turner |
Publisher | : Abrams |
Total Pages | : 363 |
Release | : 2020-12-15 |
Genre | : Design |
ISBN | : 1613124775 |
With a style that is accessible and chic, Nathan Turner's aesthetic is Nate Berkus meets Colin Cowie and Domino Magazine. Turner's unique approach to design for living incorporates his accessible, California chic aesthetic. He will show readers how to design their home to create a space that is relaxed and stylish, but still functional and affordable. Turner's practical tips and tricks for affordable home makeovers and remodeling will also be included along with many never before seen projects, including his own Malibu retreat or his families Ranch in Northern California. The book will also incorporate another one of Turner's passions; entertaining. Turner will show readers how to create a space that's inviting for others and allows them to easily entertain in their home. His ideas, tabletop design, easy party themes and menus, teach readers to how to be chic hosts, ready to open up their home for visitors at any time. Informed by his eclectic background and varied passions for decor, travel, entertaining and food, Nathan Turner's American Style will appeal to readers looking to incorporate Turner's stylish and relaxed aesthetic into their home and life. Praise for Nathan Turner's American Style: “The interior designer and entertaining expert Nathan Turner believes in designing and entertaining ‘with low effort and high style.’ Such is the ethos he imparts in his new book, Nathan Turner’s American Style: Classic Design and Effortless Entertaining.”—The Wall Street Journal
Author | : Donald Albrecht |
Publisher | : Random House Digital, Inc. |
Total Pages | : 225 |
Release | : 2011-06-07 |
Genre | : Architecture |
ISBN | : 1580932851 |
Issued in connection with an exhibition held June 7 through Nov 6, 2011, at the Museum of the City of New York.
Author | : Donna Salopek |
Publisher | : CRC Press |
Total Pages | : 132 |
Release | : 1997-03-15 |
Genre | : Mathematics |
ISBN | : 9780582315945 |
An American put option gives its owner the right to sell a share of stock at a given specified price on or before a given date. This book provides a detailed comparison of recent works on the American put option from both theoretical and computational approaches.