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Listed Volatility and Variance Derivatives

Listed Volatility and Variance Derivatives PDF Author: Yves Hilpisch
Publisher: John Wiley & Sons
ISBN: 1119167930
Category : Business & Economics
Languages : en
Pages : 398

Book Description
Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance Derivatives is a comprehensive treatment of all aspects of these increasingly popular derivatives products, and has the distinction of being both the first to cover European volatility and variance products provided by Eurex and the first to offer Python code for implementing comprehensive quantitative analyses of these financial products. For those who want to get started right away, the book is accompanied by a dedicated Web page and a Github repository that includes all the code from the book for easy replication and use, as well as a hosted version of all the code for immediate execution. Python is fast making inroads into financial modelling and derivatives analytics, and recent developments allow Python to be as fast as pure C++ or C while consisting generally of only 10% of the code lines associated with the compiled languages. This complete guide offers rare insight into the use of Python to undertake complex quantitative analyses of listed volatility and variance derivatives. Learn how to use Python for data and financial analysis, and reproduce stylised facts on volatility and variance markets Gain an understanding of the fundamental techniques of modelling volatility and variance and the model-free replication of variance Familiarise yourself with micro structure elements of the markets for listed volatility and variance derivatives Reproduce all results and graphics with IPython/Jupyter Notebooks and Python codes that accompany the book Listed Volatility and Variance Derivatives is the complete guide to Python-based quantitative analysis of these Eurex derivatives products.

Listed Volatility and Variance Derivatives

Listed Volatility and Variance Derivatives PDF Author: Yves Hilpisch
Publisher: John Wiley & Sons
ISBN: 1119167930
Category : Business & Economics
Languages : en
Pages : 398

Book Description
Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance Derivatives is a comprehensive treatment of all aspects of these increasingly popular derivatives products, and has the distinction of being both the first to cover European volatility and variance products provided by Eurex and the first to offer Python code for implementing comprehensive quantitative analyses of these financial products. For those who want to get started right away, the book is accompanied by a dedicated Web page and a Github repository that includes all the code from the book for easy replication and use, as well as a hosted version of all the code for immediate execution. Python is fast making inroads into financial modelling and derivatives analytics, and recent developments allow Python to be as fast as pure C++ or C while consisting generally of only 10% of the code lines associated with the compiled languages. This complete guide offers rare insight into the use of Python to undertake complex quantitative analyses of listed volatility and variance derivatives. Learn how to use Python for data and financial analysis, and reproduce stylised facts on volatility and variance markets Gain an understanding of the fundamental techniques of modelling volatility and variance and the model-free replication of variance Familiarise yourself with micro structure elements of the markets for listed volatility and variance derivatives Reproduce all results and graphics with IPython/Jupyter Notebooks and Python codes that accompany the book Listed Volatility and Variance Derivatives is the complete guide to Python-based quantitative analysis of these Eurex derivatives products.

Quantitative Corporate Finance

Quantitative Corporate Finance PDF Author: John B. Guerard, Jr.
Publisher: Springer Science & Business Media
ISBN: 0387344659
Category : Business & Economics
Languages : en
Pages : 546

Book Description
The book addresses several problems in contemporary corporate finance: optimal capital structure, both in the US and in the G7 economies; the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Model (APT) and the implications for the cost of capital; dividend policy; sales forecasting and pro forma statement analysis; leverage and bankruptcy; and mergers and acquisitions. It is designed to be used as an advanced graduate corporate financial management textbook.

Submetering of Building Energy and Water Usage

Submetering of Building Energy and Water Usage PDF Author: John P. Holdren
Publisher:
ISBN: 9781437962314
Category :
Languages : en
Pages : 74

Book Description


The Index Trading Course

The Index Trading Course PDF Author: George A. Fontanills
Publisher: John Wiley & Sons
ISBN: 0470047364
Category : Business & Economics
Languages : en
Pages : 450

Book Description
Praise for The Index Trading Course "George and Tom apply their considerable options trading and teaching expertise to the arena of broad-based and sector indices. Index options traders will find the techniques, systems, and strategies invaluable-and so will those who aren't yet index traders, but want to learn to be." —Larry McMillan, President, McMillan Analysis Corporation author, Profit with Options "I've known both George and Tom for many years and have seen firsthand how they both can captivate a room with their knowledge of options trading and vibrant personalities. Now they have managed to capture that magic in this easy-to-understand how-to manual on trading index options." —David Kalt, CEO, optionsXpress Holdings Inc., www.optionsXpress.com "I traded in the OEX pit for almost twenty years and I can't believe how well George and Tom nailed the core strategies and trading intricacies of index products. Nice job!" —Tom Sosnoff, CEO, thinkorswim, Inc. "Education has been a major factor in the explosive growth in the options markets. Once again, Fontanills and Gentile have delivered as leaders in options education with The Index Trading Course and The Index Trading Course Workbook. These books provide a disciplined approach to trading index and ETF options through risk management." —Christopher Larkin, Vice President, U.S. Retail Brokerage E*TRADE Securities LLC (www.etrade.com/options) "I found The Index Trading Course and The Index Trading Course Workbook to be filled with useful and practical information on options, ETFs, the market, and trading in general. They explain the unique characteristics of these instruments in understandable terms and should provide a good foundation to those interested in trading index options and options on ETFs. The quizzes and media assignments in the Workbook are wonderful learning tools that help reinforce the information and concepts presented in the main book." —Debra L. Peters, The Options Institute

Fractals in Science

Fractals in Science PDF Author: Armin Bunde
Publisher: Springer
ISBN: 3642779530
Category : Science
Languages : en
Pages : 317

Book Description
A deeply detailed discussion of fractals in biology, heterogeneous chemistry, polymers, and the earth sciences. Beginning with a general introduction to fractal geometry it continues with eight chapters on self-organized criticality, rough surfaces and interfaces, random walks, chemical reactions, and fractals in chemisty, biology, and medicine. A special chapter entitled "Computer Exploration of Fractals, Chaos, and Cooperativity" presents computer demonstrations of fractal models: 14 programs are included on a 3 1/2" MS-DOS diskette which run on any PC with at least 1 MB RAM and a EGA or VGA graphics card, 16 colors.

The Challenge Culture

The Challenge Culture PDF Author: Nigel Travis
Publisher: PublicAffairs
ISBN: 1541762150
Category : Business & Economics
Languages : en
Pages : 271

Book Description
The executive chairman and former CEO of Dunkin' Donuts and Baskin Robbins reflects on the unique, results-oriented discipline he's developed over decades of leadership, which provides a blueprint for any organization to achieve prosperity. We live in an era in which successful organizations can fail in a flash. But they can cope with change and thrive by creating a culture that supports positive pushback: questioning everything without disrespecting anyone. Nigel Travis has forty years of experience as a leader in large and successful organizations, as well as those facing existential crisis-such as Blockbuster as it dawdled in the face of the Netflix challenge. In his ten years as CEO and chairman of Dunkin' Brands, Travis fine-tuned his ideas about the challenge culture and perfected the practices required to build it. He argues that the best way for organizations to succeed in today's environment is to embrace challenge and encourage pushback. Everyone-from the new recruit to the senior leader-must be given the freedom to speak up and question the status quo, must learn how to talk in a civil way about difficult issues, and should be encouraged to debate strategies and tactics-although always in the spirit of shared purpose. How else will new ideas emerge? How else can organizations steadily improve? Through colorful storytelling, with many examples from his own career-including his leadership in turning around the fear-ridden culture of the London-based Leyton Orient Football Club, of which he is part owner-Travis shows how to establish a culture that welcomes challenge, achieves exceptional results, and ensures a prosperous future.

ESG and Responsible Institutional Investing Around the World: A Critical Review

ESG and Responsible Institutional Investing Around the World: A Critical Review PDF Author: Pedro Matos
Publisher: CFA Institute Research Foundation
ISBN: 1944960988
Category : Business & Economics
Languages : en
Pages : 80

Book Description
This survey examines the vibrant academic literature on environmental, social, and governance (ESG) investing. While there is no consensus on the exact list of ESG issues, responsible investors increasingly assess stocks in their portfolios based on nonfinancial data on environmental impact (e.g., carbon emissions), social impact (e.g., employee satisfaction), and governance attributes (e.g., board structure). The objective is to reduce exposure to investments that pose greater ESG risks or to influence companies to become more sustainable. One active area of research at present involves assessing portfolio risk exposure to climate change. This literature review focuses on institutional investors, which have grown in importance such that they have now become the largest holders of shares in public companies globally. Historically, institutional investors tended to concentrate their ESG efforts mostly on corporate governance (the “G” in ESG). These efforts included seeking to eliminate provisions that restrict shareholder rights and enhance managerial power, such as staggered boards, supermajority rules, golden parachutes, and poison pills. Highlights from this section: · There is no consensus on the exact list of ESG issues and their materiality. · The ESG issue that gets the most attention from institutional investors is climate change, in particular their portfolio companies’ exposure to carbon risk and “stranded assets.” · Investors should be positioning themselves for increased regulation, with the regulatory agenda being more ambitious in the European Union than in the United States. Readers might come away from this survey skeptical about the potential for ESG investing to affect positive change. I prefer to characterize the current state of the literature as having a “healthy dose of skepticism,” with much more remaining to be explored. Here, I hope the reader comes away with a call to action. For the industry practitioner, I believe that the investment industry should strive to achieve positive societal goals. CFA Institute provides an exemplary case in its Future of Finance series (www.cfainstitute.org/research/future-finance). For the academic community, I suggest we ramp up research aimed at tackling some of the open questions around the pressing societal goals of ESG investing. I am optimistic that practitioners and academics will identify meaningful ways to better harness the power of global financial markets for addressing the pressing ESG issues facing our society.

Handbook of Sentiment Analysis in Finance

Handbook of Sentiment Analysis in Finance PDF Author: Gautam Mitra
Publisher:
ISBN: 9781910571576
Category :
Languages : en
Pages : 578

Book Description


The Index Trading Course Workbook

The Index Trading Course Workbook PDF Author: George A. Fontanills
Publisher: John Wiley & Sons
ISBN: 0470048123
Category : Business & Economics
Languages : en
Pages : 226

Book Description
An indispensable, hands-on companion to The Index Trading Course In The Index Trading Course, financial experts George Fontanills and Tom Gentile provide an in-depth look at the tools and techniques used to trade in this profitable market. Now, in The Index Trading Course Workbook, Fontanills and Gentile offer a wealth of practical exercises that will help further your understanding of index trading, as well as test and apply what you've learned before you take one step into the real markets-where time and money are luxuries you can't afford to lose. The media assignments found in each chapter are especially useful. They'll help you put the material you've read into action by prompting you to access some of the extensive media tools currently available to all traders-including financial papers, magazines, the Internet, and television. This hands-on companion to The Index Trading Course also includes a complete answer key for every multiple-choice question and covers a wide range of issues related to this discipline such as: Core stock market indexes along with the sector offerings from a variety of financial entities Actively traded index products, including exchange traded funds (ETFs), index options, and ETF options Options strategies used for different trends and volatility situations Indicators and systems Trade adjustments The art of risk management

Toward Speaking Excellence

Toward Speaking Excellence PDF Author: Dean Papajohn
Publisher: University of Michigan Press ELT
ISBN:
Category : Education
Languages : en
Pages : 316

Book Description
The new edition of Toward Speaking Excellence addresses the recent changes to the Test of Spoken English (TSE(R)). The text introduces readers to the format of the new TSE(R), typical questions, and scoring criteria. The second edition of Toward Speaking Excellence includes actual student responses that are used or modified to highlight specific characteristics of effective communication. Two complete sample TSE(R)-like tests are included for further practice. Also provided are practice with some of the skills that, while no longer tested on the TSE(R), are key to sounding more native-like and fluent. Toward Speaking Excellence may be used as an individual study tool or as a course text. While the material is directed toward the TSE(R) and SPEAK(R) tests, the communication strategies presented will prepare students for other types of oral exams (including the TAST(R), interviews, and performance tests. Toward Speaking Excellence is a course book but may also be used for individual test-preparation/self-study. Dean Papajohn is a Specialist in Education at the Center for Teaching Excellence, University of Illinois, Urbana-Champaign..