Market Pricing

Option Market Making  eBooks & eLearning

Posted by Jeembo at Nov. 4, 2016
Option Market Making

Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets by Allen Jan Baird
English | 1992 | ISBN: 0471578320 | 224 Pages | PDF | 13.8 MB

Approaches trading from the viewpoint of market makers and the part they play in pricing, valuing and placing positions.
Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms (Repost)

Pricing Portfolio Credit Derivatives by Means of Evolutionary Algorithms by Svenja Hager, Prof. Dr.-Ing. Rainer Schöbel
Publisher: Gabler Verlag | 2008 | ISBN: 3834909157 | 160 pages | PDF | 3,3 MB

With the recent development of non-standard credit derivations, it has become increasingly important to develop pricing models for these illiquid products which are consistent with the pricing models and the market quotes of related liquid instruments.

The Price of Fixed Income Market Volatility  

Posted by Underaglassmoon at Jan. 15, 2016
The Price of Fixed Income Market Volatility

The Price of Fixed Income Market Volatility
Springer | Quantitative Finance | January 15, 2016 | ISBN-10: 3319265229 | 215 pages | pdf | 3.57 mb

Authors: Mele, Antonio, Obayashi, Yoshiki
The first systematic treatment of fixed income volatility pricing
Two indexes included here were already launched by the Chicago Board Options Exchange in 2012 & 2013
Gives applied researchers access to clear background needed before undertaking empirical research into relatively new areas
Provides theorists with foundations to the evaluation of new products referenced to forward-looking gauges of interest-rate volatility
Includes specially developed small examples to deal with delicate pricing details
Market Risk Analysis, Pricing, Hedging and Trading Financial Instruments, Volume III (Repost)

Carol Alexander, "Market Risk Analysis, Pricing, Hedging and Trading Financial Instruments, Volume III"
2008 | pages: 423 | ISBN: 0470997893 | PDF | 9,8 mb
Market Liquidity Risk: Implications for Asset Pricing, Risk Management, and Financial Regulation

Market Liquidity Risk: Implications for Asset Pricing, Risk Management, and Financial Regulation by Andria van der Merwe
English | 2015 | ISBN: 1137390441 | 200 pages | PDF | 4,3 MB

Lynda - Value-Based Pricing  

Posted by U.N.Owen at March 31, 2015
Lynda - Value-Based Pricing

Lynda - Value-Based Pricing
294MB | Duration: 0h 37m | Video: AVC (.mp4) 1280x720 30fps | Audio: AAC 48KHz 2ch
Genre: eLearning | Level: Appropriate for all | Language: English

Are you charging the price you deserve? You might be able to increase revenue through value-based pricing, a strategy in which you set prices based on the perceived value to customers instead of on cost. In this course, IMD professor Stefan Michel lays out the differences between cost-based and value-based pricing, while detailing the four capabilities of value-based pricing: superior customer insights, an understanding of your market, and the abilities to manage prices and apply pricing psychology.
Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Riccardo Rebonato

Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond by Riccardo Rebonato
English | Nov 24, 2002 | ISBN: 0691089736 | 488 Pages | PDF | 81 MB

Advanced Option Pricing Models [Repost]  

Posted by AlenMiler at Oct. 13, 2014
Advanced Option Pricing Models [Repost]

Advanced Option Pricing Models by Jeffrey Owen Katz
McGraw-Hill Professional | January 9, 2009 | English | ISBN: 0071626441, 0071406050 | 448 pages | PDF | 2 MB

Advanced Option Pricing Models details specific conditions under which current option pricing models fail to provide accurate price estimates and then shows option traders how to construct improved models for better pricing in a wider range of market conditions.

Robust Libor Modelling and Pricing of Derivative Products  

Posted by AlenMiler at Oct. 11, 2014
Robust Libor Modelling and Pricing of Derivative Products

Robust Libor Modelling and Pricing of Derivative Products by Schoenmakers John
Chapman & Hall/CRC | March 29, 2005 | Enblish | ISBN: 0203499093 | 224 pages | CHM | 3 MB

One of Riskbook.com's Best of 2005 - Top Ten Finance Books The Libor market model remains one of the most popular and advanced tools for modelling interest rates and interest rate derivatives, but finding a useful procedure for calibrating the model has been a perennial problem.
Electricity Pricing: Regulated, Deregulated and Smart Grid Systems

Electricity Pricing: Regulated, Deregulated and Smart Grid Systems by Sawan Sen, Samarjit Sengupta and Abhijit Chakrabarti
English | 2014 | ISBN: 1482251744 | 242 pages | PDF | 6,4 MB

Electricity Pricing: Regulated, Deregulated and Smart Grid Systems presents proven methods for supplying uninterrupted, high-quality electrical power at a reasonable price to the consumer. Illustrating the evolution of the power market from a monopoly to an open access system, this essential text: