Market Pricing

Financial Derivatives Pricing: Selected Works of Robert Jarrow (repost)  eBooks & eLearning

Posted by libr at Sept. 30, 2017
Financial Derivatives Pricing: Selected Works of Robert Jarrow (repost)

Financial Derivatives Pricing: Selected Works of Robert Jarrow by Robert A. Jarrow
English | 2008 | ISBN: 9812819207 | 608 pages | PDF | 25 MB

The Strategy and Tactics of Pricing (5th edition) (repost)  eBooks & eLearning

Posted by roxul at June 19, 2017
The Strategy and Tactics of Pricing (5th edition) (repost)

Thomas Nagle, John Hogan, Joseph Zale, "The Strategy and Tactics of Pricing (5th edition)"
2013 | ISBN-10: 1292023236 | 320 pages | PDF | 3,5 MB

Financial Derivatives Pricing: Selected Works of Robert Jarrow (repost)  eBooks & eLearning

Posted by interes at May 5, 2014
Financial Derivatives Pricing: Selected Works of Robert Jarrow (repost)

Financial Derivatives Pricing: Selected Works of Robert Jarrow by Robert A. Jarrow
English | 2008 | ISBN: 9812819207 | 608 pages | PDF | 25 MB

This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I concerns option pricing theory and its foundations.

The Strategy and Tactics of Pricing (5th edition)  eBooks & eLearning

Posted by arundhati at May 5, 2014
The Strategy and Tactics of Pricing (5th edition)

Thomas Nagle, John Hogan, Joseph Zale, "The Strategy and Tactics of Pricing (5th edition)"
2013 | ISBN-10: 1292023236 | 320 pages | PDF | 3,5 MB

Financial Derivatives Pricing: Selected Works of Robert Jarrow (repost)  eBooks & eLearning

Posted by arundhati at Feb. 5, 2013
Financial Derivatives Pricing: Selected Works of Robert Jarrow (repost)

Robert A. Jarrow, "Financial Derivatives Pricing: Selected Works of Robert Jarrow"
2008 | ISBN: 9812819207 | 608 pages | PDF | 25 MB

The Strategy and Tactics of Pricing, 5th Edition  eBooks & eLearning

Posted by tot167 at Dec. 28, 2010
The Strategy and Tactics of Pricing, 5th Edition

Thomas Nagle, John Hogan, Joseph Zale , "The Strategy and Tactics of Pricing, 5th Edition"
Pr,,e H.ll | 2010 | ISBN: 0136106811 | 352 pages | PDF | 25,2 MB

Financial Derivatives Pricing: Selected Works of Robert Jarrow  eBooks & eLearning

Posted by Book-er at June 12, 2009
Financial Derivatives Pricing: Selected Works of Robert Jarrow

Robert A. Jarrow "Financial Derivatives Pricing: Selected Works of Robert Jarrow"
World Scientific Publishing Company | English | 2008-10-08 | ISBN: 9812819207 | 608 pages | PDF | 24,3 MB
Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models [Repost]

Financial Econometrics Modeling: Derivatives Pricing, Hedge Funds and Term Structure Models by Greg N Gregoriou
English | 1 Jan. 2011 | ISBN: 0230283632 | 232 Pages | PDF | 2.93 MB
Option Volatility & Pricing Workbook: Practicing Advanced Trading Strategies and Techniques

Sheldon Natenberg, "Option Volatility & Pricing Workbook: Practicing Advanced Trading Strategies and Techniques"
English | ISBN: 126011693X | 2017 | EPUB | 334 pages | 21 MB

General Equilibrium Option Pricing Method: Theoretical and Empirical Study  eBooks & eLearning

Posted by AvaxGenius at April 10, 2018
General Equilibrium Option Pricing Method: Theoretical and Empirical Study

General Equilibrium Option Pricing Method: Theoretical and Empirical Study By Jian Chen
English | PDF,EPUB | 2018 | 163 Pages | ISBN : 9811074275 | 6.58 MB

This book mainly addresses the general equilibrium asset pricing method in two aspects: option pricing and variance risk premium. First, volatility smile and smirk is the famous puzzle in option pricing. Different from no arbitrage method, this book applies the general equilibrium approach in explaining the puzzle. In the presence of jump, investors impose more weights on the jump risk than the volatility risk, and as a result, investors require more jump risk premium which generates a pronounced volatility smirk. Second, based on the general equilibrium framework, this book proposes variance risk premium and empirically tests its predictive power for international stock market returns.