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- Author: Ronald W Shonkwiler
- Publisher: Springer
- ISBN-10: 1493943340
- ISBN-13: 9781493943340
- Format: 17.8 x 25.4 x 1.5 cm, minkšti viršeliai
- Language: English
- SAVE -10% with code: EXTRA
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Description
1. Geometric Brownian Motion and the Efficient Market Hypothesis.- 2. Return and Risk.- 3. Forward and Option Contracts and their Pricing.- 4. Pricing Exotic Options.- 5. Option Trading Strategies.- 6. Alternative to GBM Prices.- 7. Kelly's Criterion.- Appendices.- A. Some Mathematical Background Topics.- B. Stochastic Calculus.- C. Convergence of the Binomial Method.- D. Variance Reduction Techniques.- E. Shell Sort.- F. Next Day Prices Program.- References.- List of Notation.- List of Algorithms.- Index.
EXTRA 10 % discount with code: EXTRA
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- Author: Ronald W Shonkwiler
- Publisher: Springer
- ISBN-10: 1493943340
- ISBN-13: 9781493943340
- Format: 17.8 x 25.4 x 1.5 cm, minkšti viršeliai
- Language: English English
1. Geometric Brownian Motion and the Efficient Market Hypothesis.- 2. Return and Risk.- 3. Forward and Option Contracts and their Pricing.- 4. Pricing Exotic Options.- 5. Option Trading Strategies.- 6. Alternative to GBM Prices.- 7. Kelly's Criterion.- Appendices.- A. Some Mathematical Background Topics.- B. Stochastic Calculus.- C. Convergence of the Binomial Method.- D. Variance Reduction Techniques.- E. Shell Sort.- F. Next Day Prices Program.- References.- List of Notation.- List of Algorithms.- Index.
Reviews