Author: Burton Gordon MalkielPublisher: MIT Press (MA)
ISBN:
Category : Business & Economics
Languages : en
Pages : 200
Book Description
Strategies and Rational Decisions in the Securities Options Market
Author: Burton Gordon MalkielPublisher: MIT Press (MA)
ISBN:
Category : Business & Economics
Languages : en
Pages : 200
Book Description
Options Markets
Author: John C. CoxPublisher: Prentice Hall
ISBN:
Category : Business & Economics
Languages : en
Pages : 518
Book Description
Includes the first published detailed description of option exchange operations, the first published treatment using only elementary mathematics and the first step-by-step procedure for implementing the Black-Scholes formula in actual trading.
Quantitative Corporate Finance
Author: John B. Guerard Jr.Publisher: Springer Nature
ISBN: 3030872696
Category : Business & Economics
Languages : en
Pages : 666
Book Description
This textbook presents a comprehensive treatment of the legal arrangement of the corporation, the instruments and institutions through which capital can be raised, the management of the flow of funds through the individual firm, and the methods of dividing the risks and returns among the various contributors of funds. Now in its third edition, the book covers a wide range of topics in corporate finance, from time series modeling and regression analysis to multi-factor risk models and the Capital Asset Pricing Model. Guerard, Gultekin and Saxena build significantly on the first edition of the text, but retain the core chapters on cornerstone topics such as mergers and acquisitions, regulatory environments, bankruptcy and various other foundational concepts of corporate finance. New to the third edition are examinations of APT portfolio selection and time series modeling and forecasting through SAS, SCA and OxMetrics programming, FactSet fundamental data templates. This is intended to be a graduate-level textbook, and could be used as a primary text in upper level MBA and Financial Engineering courses, as well as a supplementary text for graduate courses in financial data analysis and financial investments.
A Study of the Effects on the Economy of Trading in Futures and Options
Author: Capital Markets and Finance Bibliography
Author: Vinzenz Bronzin's Option Pricing Models
Author: Wolfgang HafnerPublisher: Springer Science & Business Media
ISBN: 3540857117
Category : Business & Economics
Languages : en
Pages : 553
Book Description
In 1908, Vinzenz Bronzin, a professor of mathematics at the Accademia di Commercio e Nautica in Trieste, published a booklet in German entitled Theorie der Prämiengeschäfte (Theory of Premium Contracts) which is an old type of option contract. Almost like Bachelier’s now famous dissertation (1900), the work seems to have been forgotten shortly after it was published. However, almost every element of modern option pricing can be found in Bronzin’s book. He derives option prices for an illustrative set of distributions, including the Normal. - This volume includes a reprint of the original German text, a translation, as well as an appreciation of Bronzin's work from various perspectives (economics, history of finance, sociology, economic history) including some details about the professional life and circumstances of the author. The book brings Bronzin's early work to light again and adds an almost forgotten piece of research to the theory of option pricing.
Strategies for Put and Call Option Trading
Author: William W. WelchPublisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 250
Book Description
The Sociology of Economic Life
Author: Mark GranovetterPublisher: Routledge
ISBN: 0429962886
Category : Social Science
Languages : en
Pages : 594
Book Description
This book incorporates classic and contemporary readings in economic sociology and related disciplines to provide students with a broad understanding of the many dimensions of economic life. It discusses Max Weber's key concepts in economics and sociology.
An Engine, Not a Camera
Author: Donald MacKenziePublisher: MIT Press
ISBN: 0262250047
Category : Technology & Engineering
Languages : en
Pages : 782
Book Description
In An Engine, Not a Camera, Donald MacKenzie argues that the emergence of modern economic theories of finance affected financial markets in fundamental ways. These new, Nobel Prize-winning theories, based on elegant mathematical models of markets, were not simply external analyses but intrinsic parts of economic processes. Paraphrasing Milton Friedman, MacKenzie says that economic models are an engine of inquiry rather than a camera to reproduce empirical facts. More than that, the emergence of an authoritative theory of financial markets altered those markets fundamentally. For example, in 1970, there was almost no trading in financial derivatives such as "futures." By June of 2004, derivatives contracts totaling $273 trillion were outstanding worldwide. MacKenzie suggests that this growth could never have happened without the development of theories that gave derivatives legitimacy and explained their complexities. MacKenzie examines the role played by finance theory in the two most serious crises to hit the world's financial markets in recent years: the stock market crash of 1987 and the market turmoil that engulfed the hedge fund Long-Term Capital Management in 1998. He also looks at finance theory that is somewhat beyond the mainstream—chaos theorist Benoit Mandelbrot's model of "wild" randomness. MacKenzie's pioneering work in the social studies of finance will interest anyone who wants to understand how America's financial markets have grown into their current form.
Options Markets
Author: George M. ConstantinidesPublisher:
ISBN:
Category : Options (Finance)
Languages : en
Pages : 680
Book Description