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Fourier Transform Methods in Finance
Fourier Transform Methods in Finance

In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate prices consistently with the market...

Financial Simulation Modeling in Excel, + Website: A Step-by-Step Guide (Wiley Finance)
Financial Simulation Modeling in Excel, + Website: A Step-by-Step Guide (Wiley Finance)
Regardless of where I work, simulation has crept into my financial career. After nearly a decade of working with it in many capacities I’ve found it to be a mixed blessing. In many investment companies when the term simulation is simply brought up there are a variety of reactions. The two most visible camps of thought...
Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging (The Wiley Finance Series)
Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging (The Wiley Finance Series)

Supercharge options analytics and hedging using the power ofPython

Derivatives Analytics with Python shows you how toimplement market-consistent valuation and hedging approaches usingadvanced financial models, efficient numerical techniques, and thepowerful capabilities of the Python programming language. Thisunique...

The New Commodity Trading Guide: Breakthrough Strategies for Capturing Market Profits
The New Commodity Trading Guide: Breakthrough Strategies for Capturing Market Profits

“I’ve been trading stocks and commodities for more than 30 years, and I’ve read any number of how-to books, but George Kleinman’s The New Commodity Trading Guide is as clear, precise, and useful as any book I’ve come across during my career. I cannot recommend it strongly enough, if...

Volatility Trading, + Website
Volatility Trading, + Website

Popular guide to options pricing and position sizing for quant traders

In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straightforward approach, he guides traders through the...

Advances In Quantitative Analysis Of Finance And Accounting
Advances In Quantitative Analysis Of Finance And Accounting
Advances in Quantitative Analysis of Finance and Accounting is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. The publication is a forum for statistical and quantitative analyses of issues in finance and accounting, as well as applications of quantitative methods to problems in...
Retirementology: Rethinking the American Dream in a New Economy
Retirementology: Rethinking the American Dream in a New Economy

Looking ahead to retirement? Depending on your circumstances and your age, you may no longer have any margin for error. And your emotions and irrational behavior could be perpetuating a dangerous cycle of overspending and rising debt that may shatter whatever vision of retirement you still have. Welcome to the world of...

Statistics and Data Analysis for Financial Engineering (Springer Texts in Statistics)
Statistics and Data Analysis for Financial Engineering (Springer Texts in Statistics)

Financial engineers have access to enormous quantities of data but need powerful methods for extracting quantitative information, particularly about volatility and risks. Key features of this textbook are: illustration of concepts with financial markets and economic data, R Labs with real-data exercises, and integration of graphical and...

Trading Options in Turbulent Markets: Master Uncertainty through Active Volatility Management
Trading Options in Turbulent Markets: Master Uncertainty through Active Volatility Management

Top options expert Larry Shover returns to discuss how to interpret, and profit from, market volatility

Trading Options in Turbulent Markets, Second Edition skillfully explains the intricacies of options volatility and shows you how to use options to cope, and profit from, market turbulence. Throughout this new...

Analytically Tractable Stochastic Stock Price Models (Springer Finance)
Analytically Tractable Stochastic Stock Price Models (Springer Finance)

Asymptotic analysis of stochastic stock price models is the central topic of the present volume. Special examples of such models are stochastic volatility models, that have been developed as an answer to certain imperfections in a celebrated Black-Scholes model of option pricing. In a stock price model with stochastic volatility, the random...

The Swing Trader?s Bible: Strategies to Profit from Market Volatility
The Swing Trader?s Bible: Strategies to Profit from Market Volatility

The Swing Trader's Bible provides traders with different strategies to capitalize on market fluctuations. The majority of the time, most markets move sideways, with no discernible long-term up or down trend. The key to making money in these kinds of markets is to sell when the market is near the top of its range and buy when...

Handbook of Financial Risk Management: Simulations and Case Studies
Handbook of Financial Risk Management: Simulations and Case Studies

An authoritative handbook on risk management techniques and simulations as applied to financial engineering topics, theories, and statistical methodologies

The Handbook of Financial Risk Management: Simulations and Case Studies illustrates the prac­tical implementation of simulation techniques in the banking and...

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