Derivatives Models on Models Includes Interviews with Some of the World's Top Names in the Industry.DUBLIN, Ireland -- Research and Markets (http://www.researchandmarkets.com/reports/c49684) has announced the addition of Derivatives Models on Models to their offering. Derivatives Models on Models takes a theoretical and practical look at some of the latest and most important ideas behind derivatives pricing models. In each chapter the author highlights the latest thinking and trends in the area. A wide range of topics are covered, including valuation methods on stocks paying discrete dividend, Asian options, American barrier options, Complex barrier options, reset options, and electricity derivatives. The book also discusses the latest ideas surrounding finance like the robustness of dynamic delta hedging Delta Hedging An options strategy that aims to reduce (hedge) the risk associated with price movements in the underlying asset by offsetting long and short positions. For example, a long call position may be delta hedged by shorting the underlying stock. , option hedging, negative probabilities and space-time finance. The accompanying CD-ROM CD-ROM: see compact disc. CD-ROM in full compact disc read-only memory Type of computer storage medium that is read optically (e.g., by a laser). with additional Excel sheets includes the mathematical models covered in the book. The book also includes interviews with some of the world's top names in the industry, and an insight into the history behind some of the greatest discoveries in quantitative finance. Interviewees include: - Clive Granger, Nobel Prize winner in Economics 2003, on Cointegration - Nassim Taleb on Black Swans - Stephen Ross on Arbitrage Pricing Theory Arbitrage Pricing Theory (APT) An alternative model to the capital asset pricing model developed by Stephen Ross and based purely on arbitrage arguments. The APT implies that there are multiple risk factors that need to be taken into account when calculating risk-adjusted - Emanuel Derman the Wall Street Quant Quant A person with numerical and computer skills who carries out quantitative analyses of companies. quant A person who has strong skills in mathematics, engineering, or computer science, and who applies those skills to the securities - Edward Thorp on Gambling and Trading - Peter Carr the Wall Street Wizard of Option Symmetry and Volatility - Aaron Brown on Gambling, Poker and Trading - David Bates Bates , Katherine Lee 1859-1929. American educator and writer best known for her poem "America the Beautiful," written in 1893 and revised in 1904 and 1911. on Crash and Jumps - Andrei Khrennikov on Negative Probabilities - Elie Ayache on Option Trading and Modeling - Peter Jaeckel on Monte Carlo Simulation Monte Carlo Simulation A problem solving technique used to approximate the probability of certain outcomes by running multiple trial runs, called simulations, using random variables. - Alan Lewis on Stochastic Volatility and Jumps - Paul Wilmott on Paul Wilmott - Knut Aase on Catastrophes and Financial Economics - Eduardo Schwartz the Yoga Master of Quantitative Finance Master of Quantitative Finance is a master's degree in quantitative finance for finance professionals. This program prepares graduates for investment management, quantitative analysis, financial risk management. - Bruno Dupire on Local and Stochastic Volatility Models For more information visit http://www.researchandmarkets.com/reports/c49684 |
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