Author: Gerard GennottePublisher:
ISBN:
Category : Margins (Futures trading)
Languages : en
Pages : 46
Book Description
Low Margins, Derivative Securities, and Volatility
Author: Gerard GennottePublisher:
ISBN:
Category : Margins (Futures trading)
Languages : en
Pages : 46
Book Description
Low Margins, Derivative Securities, and Volatility
Author: Gerard GennottePublisher:
ISBN:
Category : Margins (Futures trading)
Languages : en
Pages : 46
Book Description
The Effect of Margins on the Volatility of Stock and Derivative Markets
Author: Don M. ChancePublisher:
ISBN:
Category : Action theory
Languages : en
Pages : 68
Book Description
Introduction To Derivative Securities, Financial Markets, And Risk Management, An (Third Edition)
Author: Robert A JarrowPublisher: World Scientific
ISBN: 9811291691
Category : Business & Economics
Languages : en
Pages : 763
Book Description
The third edition updates the text in two significant ways. First, it updates the presentation to reflect changes that have occurred in financial markets since the publication of the 2nd edition. One such change is with respect to the over-the-counter interest rate derivatives markets and the abolishment of LIBOR as a reference rate. Second, it updates the theory to reflect new research related to asset price bubbles and the valuation of options. Asset price bubbles are a reality in financial markets and their impact on derivative pricing is essential to understand. This is the only introductory textbook that contains these insights on asset price bubbles and options.
Margin Requirements, Volatility, and Market Integrity
Author: Paul H. KupiecPublisher:
ISBN:
Category : Commodity exchanges
Languages : en
Pages : 62
Book Description
International Convergence of Capital Measurement and Capital Standards
Author: Publisher: Lulu.com
ISBN: 9291316695
Category : Bank capital
Languages : en
Pages : 294
Book Description
Fair Value Measurements
Author: International Accounting Standards BoardPublisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 104
Book Description
Stock Market Policy Since the 1987 Crash
Author: Hans R. StollPublisher: Springer Science & Business Media
ISBN: 1461557070
Category : Business & Economics
Languages : en
Pages : 143
Book Description
Since the US stock market crashed on October 19, 1987, many studies have been conducted to learn from this experience in the hopes of avoiding a similarly adverse future fall. The book, originally published as a special issue of the Journal of Financial Services Research, considers some of the important policy adjustments that have been implemented in the wake of the 1987 crash. Taken separately and together, these five papers offer a synthesis and summary of the most important policy innovations that have evolved since the largest single-day decline in stock market history.
Options for Volatile Markets
Author: Richard LehmanPublisher: John Wiley & Sons
ISBN: 1118022262
Category : Business & Economics
Languages : en
Pages : 224
Book Description
Practical option strategies for the new post-crisis financial market Traditional buy-and-hold investing has been seriously challenged in the wake of the recent financial crisis. With economic and market uncertainty at a very high level, options are still the most effective tool available for managing volatility and downside risk, yet they remain widely underutilized by individuals and investment managers. In Options for Volatile Markets, Richard Lehman and Lawrence McMillan provide you with specific strategies to lower portfolio volatility, bulletproof your portfolio against any catastrophe, and tailor your investments to the precise level of risk you are comfortable with. While the core strategy of this new edition remains covered call writing, the authors expand into more comprehensive option strategies that offer deeper downside protection or even allow investors to capitalize on market or individual stock volatility. In addition, they discuss new offerings like weekly expirations and options on ETFs. For investors who are looking to capitalize on global investment opportunities but are fearful of lurking "black swans", this book shows how ETFs and options can be utilized to construct portfolios that are continuously protected against unforeseen calamities. A complete guide to the increased control and lowered risk covered call writing offers active investors and traders Addresses the changing investment environment and how to use options to succeed within it Explains how to use options with exchange-traded funds Understanding options is now more important than ever, and with Options for Volatile Markets as your guide, you'll quickly learn how to use them to protect your portfolio as well as improve its overall performance.
The Evolution of Disclosure Regulation by the Securities and Exchange Commission
Author: David S. RuderPublisher:
ISBN:
Category : Disclosure of information
Languages : en
Pages : 428
Book Description