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The numerical solution of the American option pricing problem / Carl CHIARELLE / WORLD SCIENTIFIC (2015)
Titre : The numerical solution of the American option pricing problem : finite difference and transform approaches Type de document : Livre Auteurs : Carl CHIARELLE, Auteur ; Boda KANG, Auteur ; Gunter H. MEYER, Auteur Editeur : WORLD SCIENTIFIC Année de publication : 2015 Importance : ix, 212 p. ISBN/ISSN/EAN : 978-981-4452-61-8 Prix : 99 EUR Note générale : Bibliogr. p.201-206. Index. Langues : Anglais (eng) Mots-clés : Management
ETATS-UNIS D'AMERIQUE ; FINANCE DE MARCHE ; ACTIONRésumé : The early exercise opportunity of an American option makes it challenging to price and an array of approaches have been proposed in the vast literature on this topic. In The Numerical Solution of the American Option Pricing Problem, Carl Chiarella, Boda Kang and Gunter Meyer focus on two numerical approaches that have proved useful for finding all prices, hedge ratios and early exercise boundaries of an American option. One is a finite difference approach which is based on the numerical solution of the partial differential equations with the free boundary problem arising in American option pricing, including the method of lines, the component wise splitting and the finite difference with Psor. The other approach is the integral transform approach which includes Fourier or Fourier Cosine transforms. Written in a concise and systematic manner, Chiarella, Kang and Meyer explain and demonstrate the advantages and limitations of each of them based on their and their co-workers' experiences with these approaches over the years. Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=159688 Exemplaires(1)
Code-barres Cote Support Localisation Section Disponibilité 055082 332.64/CHI Livre Library Campus de Reims Salle de lecture Disponible
Titre : Trading options for dummies Type de document : Livre Auteurs : Joe DUARTE, Auteur Mention d'édition : 2nd edition. Editeur : John Wiley & Sons Année de publication : 2015 Importance : XII; 370 p. ISBN/ISSN/EAN : 978-1-118-98263-1 Prix : 24 EUR Note générale : Index. Langues : Anglais (eng) Mots-clés : Management
FINANCE DE MARCHE ; BOURSE DES VALEURS ; MARCHE FINANCIER ; SPECULATION ; PLACEMENTRésumé : Navigate options markets and bring in the profits Thinking about trading options, but not sure where to start? This new edition of Trading Options For Dummies starts you at the beginning, explaining the common types of options available for trading and helps you choose the right ones for your investing needs. You'll find out how to weigh option costs and benefits, combine options to reduce risk, build a strategy that allows you to gain no matter the market conditions, broaden your retirement portfolio with index, equity, and ETF options, and so much more.
Options are contracts giving the purchaser the right to buy or sell a security, such as stocks, at a fixed price within a specific period of time. Because options cost less than stock, they are a versatile trading instrument, while providing a high leverage approach to trading that can limit the overall risk of a trade or provide additional income. If you're an investor with some general knowledge of trading but want a better understanding of risk factors, new techniques, and an overall improved profit outcome, Trading Options For Dummies is for you. * Helps you determine and manage your risk, guard your assets using options, protect your rights, and satisfy your contract obligations * Provides expert insight on combining options to limit your position risk * Offers step-by-step instruction on ways to capitalize on sideways movements * Covers what you need to know about options contract specifications and mechanics
Trading options can be a great way to manage your risk, and this hands-on, friendly guide gives you the trusted and expert help you need to succeed.
Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=156894 Exemplaires(1)
Code-barres Cote Support Localisation Section Disponibilité 049134 332.6/DUA Livre Library Campus de Reims Salle de lecture Disponible
Titre : Value and capital management : a handbook for the finance and risk functions of financial institutions Type de document : Livre Auteurs : Thomas C. WILSON, Auteur Mention d'édition : 1 Editeur : John Wiley & Sons Année de publication : 2015 Importance : XXIII; 695 p. ISBN/ISSN/EAN : 978-1-118-77463-2 Prix : 102 EUR Note générale : Glossaire. Langues : Anglais (eng) Mots-clés : Management
FINANCE DE MARCHE ; RISQUE FINANCIER ; BANQUERésumé : "A value management framework designed specifically for banking and insurance The Value Management Handbook is a comprehensive, practical reference written specifically for bank and insurance valuation and value management. Spelling out how the finance and risk functions add value in their respective spheres, this book presents a framework for measuring - and more importantly, influencing - the value of the firm from the position of the CFO and CRO. Case studies illustrating value-enhancing initiatives are designed to help Heads of Strategy offer CEOs concrete ideas toward creating more value, and discussion of "hard" and "soft" skills put CFOs and CROs in a position to better influence strategy and operations. The challenge of financial services valuation is addressed in terms of the roles of risk and capital, and business-specific "value trees" demonstrate the source of successful value enhancement initiatives. While most value management resources fail to adequately address the unique role of risk and capital in banks, insurance, and asset management, this book fills the gap by providing concrete, business-specific information that connects management actions and value creation, helping readers to: Measure value accurately for more productive value-based management initiatives and evaluation of growth opportunities Apply a quantitative, risk-adjusted value management framework reconciled with the way financial services shares are valued by the market Develop a value set specific to the industry to inspire initiatives that increase the firm's value Study the quantitative and qualitative management frameworks that move CFOs and CROs from measurement to management The roles of CFO and CRO in financial firms have changed dramatically over the past decade, requiring business savvy and the ability to challenge the CEO. The Value Management Handbook provides the expert guidance that leads CFOs and CROs toward better information, better insight, and better decisions"-- Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=157472 Exemplaires(1)
Code-barres Cote Support Localisation Section Disponibilité 048910 332.1/WIL Livre Library Campus de Reims Salle de lecture Disponible
Titre : Commodity option pricing : a practitioner's guide Type de document : e-book Auteurs : Iain J CLARK, Editeur : Hoboken, NJ : : JOHN WILEY & SONS, INC., Année de publication : 2014 Importance : (xxvi, 315 pages ISBN/ISSN/EAN : 978-1-4443-6240-4 Note générale : Bibliogr. Index. Langues : Anglais (eng) Mots-clés : Management
FINANCE DE MARCHE ; OPTIONMots-clés candidats : Commodity options. Prices. Options (Finance) Index. décimale : E-book Résumé : Commodity Option Pricing: A Practitioner`s Guide covers commodity option pricing for quantitative analysts, traders or structures in banks, hedge funds and commodity trading companies. Based on the author`s industry experience with commodity derivatives, this book provides a thorough and mathematical introduction to the various market conventions and models used in commodity option pricing. It introduces the various derivative products typically traded for commodities and describes how these models can be calibrated and used for pricing and risk management. The book has been developed with input from traders and examples using real world data, together with relevant up to date academic research. The book includes practical descriptions of market conventions and quote codes used in commodity markets alongside typical products seen in broker quotes and used in calibration. Also discussed are commodity models and their mathematical derivation and volatility surface modelling for traded commodity derivatives. Gold, silver and other precious metals are addressed, including gold forward and gold lease rates, as well as copper, aluminium and other base metals, crude oil and natural gas, refined energy and electricity. There are also sections on the products encountered in commodities such as crack spread and spark spread options and alternative commodities such as carbon emissions, weather derivatives, bandwidth and telecommunications trading, plastics and freight. Commodity Option Pricing is ideal for anyone working in commodities or aiming to make the transition into the area, as well as academics needing to familiarize themselves with the industry conventions of the commodity markets. Nombre d'accès : 1 En ligne : http://www.vlebooks.com/vleweb/product/openreader?id=Neoma&accId=9169105&isbn=97 [...] Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=159732
Titre : Les escrocs de la finance Type de document : Livre Auteurs : Douglas LEVY, Editeur : PAGES OUVERTES Année de publication : 2014 Importance : 191 p. Présentation : ill. ISBN/ISSN/EAN : 978-2-87592-012-6 Prix : 18 EUR Langues : Français (fre) Mots-clés : Management
FINANCE DE MARCHE ; FRAUDEIndex. décimale : 134.55 FINANCE DE MARCHE Résumé : Cet ouvrage présente les grandes arnaques financières contemporaines et leurs auteurs : Bernard Madoff, Michael de Guzman, Bernard Ebbers, Samuel Waksal, etc. Permalink : https://cataloguelibrary.neoma-bs.fr/index.php?lvl=notice_display&id=112276 Exemplaires(2)
Code-barres Cote Support Localisation Section Disponibilité 047933 364.168/LEV Livre Library Campus de Reims Salle de lecture Disponible J2590 134.55 LEV Livre Library Campus de Rouen Salle de lecture Disponible PermalinkPermalinkPermalinkPermalinkPermalinkPermalinkThe Interrelationship Between Financial and Energy Markets / Sofia RAMOS / Berlin : SPRINGER-VERLAG (2014)
PermalinkThe interrelationship between financial and energy markets / Sofia RAMOS / New York, NY : SPRINGER (2014)
PermalinkPermalinkPermalinkPermalinkL' essentiel de la gestion financière d'entreprise / Gilles MEYER / Paris : ELLIPSES MARKETING (2013)
PermalinkPermalinkPermalinkManaging and measuring risk / WORLD SCIENTIFIC (2013)
PermalinkPermalinkPermalinkPermalinkPermalinkPermalinkPermalinkPermalinkPermalinkPermalinkPermalinkTour de la finance en 10 étapes [Le] / PARIS : DUNOD (2012)
PermalinkAlternative Food Networks : Knowledge, Practice, and Politics / ROUTLEDGE. CAVENDISH. TAYLOR & FRANCIS GROUP (2011)
PermalinkPermalinkFinancial times guide to understanding finance [The] / Javier ESTRADA / Londres : PEARSON EDUCATION (2011)
PermalinkPermalinkPermalinkPermalinkBehavioral finance / John Wiley & Sons (2010)
PermalinkPermalinkPermalinkFinance emploi et relocalisations / INSTITUT D'ETUDES ET DE RECHERCHES FINANCIERES XERFI-IREF / 2010
PermalinkPermalinkPermalinkPermalinkPermalinkPermalinkPermalinkReading and understanding the Financial Times / Kevin BOAKES / FINANCIAL TIMES/ PRENTICE HALL (2010)
PermalinkPermalinkVenture Capital and the Finance of Innovation / Andrew METRICK / Chichester : JOHN WILEY & SONS, LTD. (2010)
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