Download or read book American Put Options written by Donna Salopek and published by CRC Press. This book was released on 1997-03-15 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Theory of Rational Option Pricing written by Robert C Merton and published by Legare Street Press. This book was released on 2022-10-27 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work is in the "public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.
Download or read book Options Markets written by John C. Cox and published by Prentice Hall. This book was released on 1985 with total page 518 pages. Available in PDF, EPUB and Kindle. Book excerpt: Includes the first published detailed description of option exchange operations, the first published treatment using only elementary mathematics and the first step-by-step procedure for implementing the Black-Scholes formula in actual trading.
Download or read book How to Use Put and Call Options written by Nicholas R. Bokron and published by . This book was released on 1975 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book The Turing Option written by Harry Harrison and published by Tor Books. This book was released on 2012-07-03 with total page 413 pages. Available in PDF, EPUB and Kindle. Book excerpt: Turing Option is written by Harry Harrison who is also the author of Deathworld, Make Room! Make Room! (filmed as Soylent Green), the popular Stainless Steel Rat books, and many other famous works of SF. At the Publisher's request, this title is being sold without Digital Rights Management Software (DRM) applied.
Download or read book Alternative Characterizations of American Put Options written by Peter Carr and published by . This book was released on 1989 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Option Volatility Pricing Advanced Trading Strategies and Techniques written by Sheldon Natenberg and published by McGraw Hill Professional. This book was released on 1994-08 with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides a thorough discussion of volatility, the most important aspect of options trading. Shows how to identify mispriced options and to construct volatility and "delta neutral" spreads.
Download or read book Financial Engineering and Computation written by Yuh-Dauh Lyuu and published by Cambridge University Press. This book was released on 2002 with total page 654 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive text and reference, first published in 2002, on the theory of financial engineering with numerous algorithms for pricing, risk management, and portfolio management.
Download or read book American Style Derivatives written by Jerome Detemple and published by CRC Press. This book was released on 2005-12-09 with total page 247 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book American Made written by Nick Taylor and published by Bantam. This book was released on 2009-02-24 with total page 673 pages. Available in PDF, EPUB and Kindle. Book excerpt: Seventy-five years after Franklin D. Roosevelt’s New Deal, here for the first time is the remarkable story of one of its enduring cornerstones, the Works Progress Administration (WPA): its passionate believers, its furious critics, and its amazing accomplishments. The WPA is American history that could not be more current, from providing economic stimulus to renewing a broken infrastructure. Introduced in 1935 at the height of the Great Depression, when unemployment and desperation ruled the land, this controversial nationwide jobs program would forever change the physical landscape and social policies of the United States. The WPA lasted eight years, spent $11 billion, employed 8½ million men and women, and gave the country not only a renewed spirit but a fresh face. Now this fascinating and informative book chronicles the WPA from its tumultuous beginnings to its lasting presence, and gives us cues for future action.
Download or read book Bowling Alone Revised and Updated written by Robert D. Putnam and published by Simon & Schuster. This book was released on 2020-10-13 with total page 592 pages. Available in PDF, EPUB and Kindle. Book excerpt: Updated to include a new chapter about the influence of social media and the Internet—the 20th anniversary edition of Bowling Alone remains a seminal work of social analysis, and its examination of what happened to our sense of community remains more relevant than ever in today’s fractured America. Twenty years, ago, Robert D. Putnam made a seemingly simple observation: once we bowled in leagues, usually after work; but no longer. This seemingly small phenomenon symbolized a significant social change that became the basis of the acclaimed bestseller, Bowling Alone, which The Washington Post called “a very important book” and Putnam, “the de Tocqueville of our generation.” Bowling Alone surveyed in detail Americans’ changing behavior over the decades, showing how we had become increasingly disconnected from family, friends, neighbors, and social structures, whether it’s with the PTA, church, clubs, political parties, or bowling leagues. In the revised edition of his classic work, Putnam shows how our shrinking access to the “social capital” that is the reward of communal activity and community sharing still poses a serious threat to our civic and personal health, and how these consequences have a new resonance for our divided country today. He includes critical new material on the pervasive influence of social media and the internet, which has introduced previously unthinkable opportunities for social connection—as well as unprecedented levels of alienation and isolation. At the time of its publication, Putnam’s then-groundbreaking work showed how social bonds are the most powerful predictor of life satisfaction, and how the loss of social capital is felt in critical ways, acting as a strong predictor of crime rates and other measures of neighborhood quality of life, and affecting our health in other ways. While the ways in which we connect, or become disconnected, have changed over the decades, his central argument remains as powerful and urgent as ever: mending our frayed social capital is key to preserving the very fabric of our society.
Download or read book The Early Exercise Premium in American Put Option Prices written by Malin Engstrom and published by . This book was released on 2003 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This study estimates the value of the early exercise premium in American put option prices using Swedish equity options data. The value of the premium is found as the deviation of the American put price from European put-call parity, and in addition a theoretical estimate of the premium is computed. The empirically found premium is also used in a modified version of the control variate approach to value American puts. The results indicate a substantial value of the early exercise premium, where the premium derived from put-call parity is higher than the theoretical premium. The premium also increases with moneyness and time left to expiration, while the effect of interest rate and volatility depends on the moneyness of the option. The modified control variate technique works reasonably well relative the theoretical models. In particular, for deep in-the-money options, this technique is superior.
Download or read book Faith as an Option written by Hans Joas and published by Stanford University Press. This book was released on 2014-09-03 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many people these days regard religion as outdated and are unable to understand how believers can intellectually justify their faith. Nonbelievers have long assumed that progress in technology and the sciences renders religion irrelevant. Believers, in contrast, see religion as vital to society's spiritual and moral well-being. But does modernization lead to secularization? Does secularization lead to moral decay? Sociologist Hans Joas argues that these two supposed certainties have kept scholars from serious contemporary debate and that people must put these old arguments aside in order for debate to move forward. The emergence of a "secular option" does not mean that religion must decline, but that even believers must now define their faith as one option among many. In this book, Joas spells out some of the consequences of the abandonment of conventional assumptions for contemporary religion and develops an alternative to the cliché of an inevitable conflict between Christianity and modernity. Arguing that secularization comes in waves and stressing the increasing contingency of our worlds, he calls upon faith to articulate contemporary experiences. Churches and religious communities must take into account religious diversity, but the modern world is not a threat to Christianity or to faith in general. On the contrary, Joas says, modernity and faith can be mutually enriching.
Download or read book Garner s Modern American Usage written by Bryan A. Garner and published by Oxford University. This book was released on 2003 with total page 930 pages. Available in PDF, EPUB and Kindle. Book excerpt: Painstakingly researched with copious citations from books, newspapers, and news magazines, this new edition has become the classic reference work praised by professional copy editors.
Download or read book Common Ground written by J. Anthony Lukas and published by Vintage. This book was released on 2012-09-12 with total page 688 pages. Available in PDF, EPUB and Kindle. Book excerpt: Winner of the Pulitzer Prize, the National Book Critics Circle Award, the Robert F. Kennedy Book Award, and the American Book Award, the bestselling Common Ground is much more than the story of the busing crisis in Boston as told through the experiences of three families. As Studs Terkel remarked, it's "gripping, indelible...a truth about all large American cities." "An epic of American city life...a story of such hypnotic specificity that we re-experience all the shades of hope and anger, pity and fear that living anywhere in late 20th-century America has inevitably provoked." —Christopher Lehmann-Haupt, The New York Times
Download or read book Computational Methods in Decision Making Economics and Finance written by Erricos John Kontoghiorghes and published by Springer Science & Business Media. This book was released on 2013-11-11 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: Computing has become essential for the modeling, analysis, and optimization of systems. This book is devoted to algorithms, computational analysis, and decision models. The chapters are organized in two parts: optimization models of decisions and models of pricing and equilibria.
Download or read book Failure Is Not an Option written by Gene Kranz and published by Simon and Schuster. This book was released on 2009-06-23 with total page 427 pages. Available in PDF, EPUB and Kindle. Book excerpt: The author, flight director in NASA's Mission Control, tells of the challenges in space flight from the very early years to the current time and of "his own bold suggestions about what we ought to be doing in space now."--Jacket.
