Úspěšná publikace, která se zabývá oceňováním opcí! Popisuje modely používané pro oceňování opcí - Black-Scholesův model a modely z něj vycházející, jako je např. Cox-Ross-Rubinsteinův binomický model, teorie Derman-Kani nebo aplikace Mark Rubinsteinova binomického stromu. Kniha "Black-Scholes and Beyond" Vám pomůže nejen pochopit používání a smysl Black-Scholesova modelu, ale zároveň Vás seznámí se současnými vývojovými trendy na Wall Street. Knihu "Black-Scholes and Beyond" doporučujeme všem, kteř…

Investors worldwide are discovering the enormous opportunities available through commodity options trading. However, because commodities have differing underlying characteristics from equities, commodity options behave differently as well. In this book, two of the field's most respected analysts present strategies built from the ground up for commodity options. Carley Garner and Paul Brittain begin with a quick primer on how commodity options work, how they evolved, and why conventional options strategies often fail in the commodity options mar…

The world of options has moved beyond the simple Black-Schooles pricing model, making more types of options available. "The Complete Guide to Option Pricing Formulas" is the first reference manual on options pricing formulas, one that every professional options trader and institutional money manager will need. Designed for the practitioner, this reference offers formulas used daily by some of the best talent on Wall Street. Complete with numerical examples and explanations, Haug's "stamp collection" of formulas is an ideal supplement for anyone…

Joseph Hooper a Aaron Zalewski popisují ve své knize možnosti profitovat na akciích prostřednictvím tzv. cover calls a calendar LEAPS spreads. Doporučujeme všem, kteří chtějí snížit riziko z držení akcií.

"DeMark on Day Trading Options" je první knihou kombinující 2 dnes největší obchodní fenomény a to akciové obchodování a opční obchodování. Tom DeMark v knize prezentuje také metody tzv. opčního day tradingu v závislosti na úspěšném odhadu pohybu trhu.

The book is a step-by-step guide to derivative products. By distilling the complex mathematics and theory that underlie the subject, Chisholm explains derivative products in straightforward terms, focusing on applications and intuitive explanations wherever possible. Case studies and examples of how the products are used to solve real-world problems, as well as an extensive glossary and material on the latest derivative products make this book a must have for anyone working with derivative products.

A broad-based introduction to financial derivatives which covers both the technical aspects of these instruments and the markets in which they are traded, and the underlying concepts. End-of-chapter assessment material provides students with the opportunity to further apply and critically evaluate the key principles. The book should be useful in undergraduate and postgraduate introductory modules in financial derivatives (core) or financial markets, institutions and investments (supplementary), and in professional body courses in financial deri…

* Selected 'classic' options papers from the 1960's to the 1990's, each of which as brought a truly innovative approach to the business of financial engineering * A unique compilation of papers brings together writing from Black and Scholes, Samuelson, Hull and White and Margrabe as well as other leading theoreticians * An invaluable reference tool on options pricing and modelling

Unlike most books on derivative products, Options Explained 2 is a practical guide, covering theoretical concepts only where they are essential to applying options on a wide variety of assets. Written with the emphasis on a practical, straightforward approach, Options Explained succeeds in demystifying what has traditionally been treated as a highly complex product. The second edition also includes over 100 pages of new material, with sections on exotic options, worldwide accounting practices and issues in volatility estimation.

How do you bring real world scenarios into your course? Or would you like to? Business Snapshots (about 60 in total, found in almost all chapters)—Carefully thought out and integrated into the main material in chapters. Describe real world situations and interesting issues that are highlighted to illustrate points being made throughout the text. Completely revised chapters on credit risk and credit derivatives (Ch 20 and 21)—Reflects market developments. Makes these chapters in this edition more straightforward and easier to teach. Ope…