The Rainbow Option

The Rainbow Option PDF Author: Michael McCarthy
Publisher: WestBow Press
ISBN: 1490869085
Category : Fiction
Languages : en
Pages : 276

Book Description
Starvation and gangs stalk an America ruled by petty tyrants. Many have escaped to the refuges called ARKS. A beautiful botanist and a software genius go underground to offer hope with . . . The Rainbow Option. • A wilderness experience transforms a federal judge into a freedom fighter. • A cowgirl falls for a Native American youth who becomes the leader of the survivors. • The U.S. government infects Americans with a deadly virus. Why? The Rainbow Option is the sequel to Michael McCarthy's first novel, The Noah Option.

Options Explained2

Options Explained2 PDF Author: Robert Tompkins
Publisher: Springer
ISBN: 1349136360
Category : Business & Economics
Languages : en
Pages : 603

Book Description
Unlike most books on derivative products, Options Explained 2 is a practical guide, covering theoretical concepts only where they are essential to applying options on a wide variety of assets. Written with the emphasis on a practical, straightforward approach, Options Explained succeeds in demystifying what has traditionally been treated as a highly complex product. The second edition also includes over 100 pages of new material, with sections on exotic options, worldwide accounting practices and issues in volatility estimation.

Exotic Options and Hybrids

Exotic Options and Hybrids PDF Author: Mohamed Bouzoubaa
Publisher: John Wiley & Sons
ISBN: 0470688033
Category : Business & Economics
Languages : en
Pages : 405

Book Description
The recent financial crisis brought to light many of the misunderstandings and misuses of exotic derivatives. With market participants on both the buy and sell-side having been found guilty of not understanding the products they were dealing with, never before has there been a greater need for clarification and explanation. Exotic Options and Hybrids is a practical guide to structuring, pricing and hedging complex exotic options and hybrid derivatives that will serve readers through the recent crisis, the road to recovery, the next bull market and beyond. Written by experienced practitioners, it focuses on the three main parts of a derivative’s life: the structuring of a product, its pricing and its hedging. Divided into four parts, the book covers a multitude of structures, encompassing many of the most up-to-date and promising products from exotic equity derivatives and structured notes to hybrid derivatives and dynamic strategies. Based on a realistic setting from the heart of the business, inside a derivatives operation, the practical and intuitive discussions of these aspects make these exotic concepts truly accessible. Adoptions of real trades are examined in detail, and all of the numerous examples are carefully selected so as to highlight interesting and significant aspects of the business. The introduction of payoff structures is accompanied by scenario analysis, diagrams and lifelike sample term sheets. Readers learn how to spot where the risks lie to pave the way for sound valuation and hedging of such products. There are also questions and accompanying discussions dispersed in the text, each exploited to illustrate one or more concepts from the context in which they are set. The applications, the strengths and the limitations of various models are highlighted, in relevance to the products and their risks, rather than the model implementations. Models are de-mystified in separately dedicated sections, but their implications are alluded to throughout the book in an intuitive and non-mathematical manner. By discussing exotic options and hybrids in a practical, non-mathematical and highly intuitive setting, this book will blast through the misunderstanding of exotic derivatives, enabling practitioners to fully understand and correctly structure, price and hedge theses products effectively, and stand strong as the only book in its class to make these “exotic” concepts truly accessible.

Derivatives and Risk Management:

Derivatives and Risk Management: PDF Author: Madhumathi
Publisher: Pearson Education India
ISBN: 9332506817
Category :
Languages : en
Pages : 542

Book Description
Through the incorporation of real-life examples from Indian organizations, Derivatives and Risk Management provides cutting-edge material comprising new and unique study tools and fresh, thought-provoking content. The organization of the text is designed to conceptually link a firm’s actions to its value as determined in the derivatives market. It addresses the specific needs of Indian students and managers by successfully blending the best global derivatives and risk management practices with an in-depth coverage of the Indian environment.

Mathematical Modeling and Methods of Option Pricing

Mathematical Modeling and Methods of Option Pricing PDF Author: Lishang Jiang
Publisher: World Scientific
ISBN: 9812563695
Category : Science
Languages : en
Pages : 344

Book Description
From the perspective of partial differential equations (PDE), this book introduces the Black-Scholes-Merton's option pricing theory. A unified approach is used to model various types of option pricing as PDE problems, to derive pricing formulas as their solutions, and to design efficient algorithms from the numerical calculation of PDEs.

Exotic Options: A Guide To Second Generation Options (2nd Edition)

Exotic Options: A Guide To Second Generation Options (2nd Edition) PDF Author: Peter Guangping Zhang
Publisher: World Scientific
ISBN: 9814496146
Category : Business & Economics
Languages : en
Pages : 696

Book Description
This is the first systematic and extensive book on exotic options. The book covers essentially all popular exotic options currently trading in the Over-the-Counter (OTC) market, from digitals, quantos, spread options, lookback options, Asian options, vanilla barrier options, to various types of exotic barrier options and other options. Each type of exotic options is largely written in a separate chapter, beginning with the basic concepts of the products and then moving on to how to price them in closed-form solutions. Many pricing formulae and analyses which have not previously appeared in the literature are included and illustrated with detailed examples. It will be of great interest to traders, marketers, analysts, risk managers, professors, graduate students, and anyone who is interested in what is going on in the rapidly changing financial market.

Financial Derivatives

Financial Derivatives PDF Author: Rob Quail
Publisher: John Wiley & Sons
ISBN: 0470541741
Category : Business & Economics
Languages : en
Pages : 627

Book Description
Essential insights on the various aspects of financial derivatives If you want to understand derivatives without getting bogged down by the mathematics surrounding their pricing and valuation, Financial Derivatives is the book for you. Through in-depth insights gleaned from years of financial experience, Robert Kolb and James Overdahl clearly explain what derivatives are and how you can prudently use them within the context of your underlying business activities. Financial Derivatives introduces you to the wide range of markets for financial derivatives. This invaluable guide offers a broad overview of the different types of derivatives-futures, options, swaps, and structured products-while focusing on the principles that determine market prices. This comprehensive resource also provides a thorough introduction to financial derivatives and their importance to risk management in a corporate setting. Filled with helpful tables and charts, Financial Derivatives offers a wealth of knowledge on futures, options, swaps, financial engineering, and structured products. Discusses what derivatives are and how you can prudently implement them within the context of your underlying business activities Provides thorough coverage of financial derivatives and their role in risk management Explores financial derivatives without getting bogged down by the mathematics surrounding their pricing and valuation This informative guide will help you unlock the incredible potential of financial derivatives.

Managing Financial Risk: A Guide to Derivative Products, Financial Engineering, and Value Maximization

Managing Financial Risk: A Guide to Derivative Products, Financial Engineering, and Value Maximization PDF Author: Charles Smithson
Publisher: McGraw Hill Professional
ISBN: 9780070593541
Category : Business & Economics
Languages : en
Pages : 696

Book Description
Managing Financial Risk is the most authoritative and comprehensive primer ever published for financial professionals who must understand and successfully use derivaties. The previous edition of this professional financial classic sold over 18,000 copies and emerged as a leading training tool in the derivatives industry. The book covers derivative products from the most basic to the most complex and explains how derivatives are used by each major player in the market: dealers, financial firms, and corporations. In addition, the book includes short contributions from a variety of experts from leading companies such as Citibank, J.P. Morgan, British Petroleum, and Ciba-Geigy. Completely updated to include new material on new products such as commodity swaps and credit swaps, this edition will cover every aspect of the derivatives marketplace with insight and authority.

The Rainbow Book

The Rainbow Book PDF Author: Kate Ohrt
Publisher: Accord Publishing, a division of Andrews McMeel
ISBN: 9781449401719
Category : Juvenile Fiction
Languages : en
Pages : 0

Book Description
A whole rainbow of feelings, combined with beautiful cut-paper pages make the perfect gift for any girl. Emotions are as bright and unique as rainbows. The Rainbow Book explores the relationship between colors and sentiments they might inspire. Does yellow suggest happiness? Is blue peaceful? Set against a deep black background, each page reveals an intricate paper-cutting in a single color and the emotion it suggests: "When I feel RED, I am fiery and bold." Each turn of the page reveals another color, leading to a bright rainbow of feelings. A thoughtful gift for everyone from kids to grads, The Rainbow Book culminates with a bright, fold-out rainbow that lets all its colors show.

Managing Global Financial and Foreign Exchange Rate Risk

Managing Global Financial and Foreign Exchange Rate Risk PDF Author: Ghassem A. Homaifar
Publisher: John Wiley & Sons
ISBN: 0471557331
Category : Business & Economics
Languages : en
Pages : 403

Book Description
A comprehensive guide to managing global financial risk From the balance of payment exposure to foreign exchange and interest rate risk, to credit derivatives and other exotic options, futures, and swaps for mitigating and transferring risk, this book provides a simple yet comprehensive analysis of complex derivatives pricing and their application in risk management. The risk posed by foreign exchange transactions stems from the volatility of the exchange rate, the volatility of the interest rates, and factors unique to individual companies which are interrelated. To protect and hedge against adverse currency and interest rate changes, multinational corporations need to take concrete steps for mitigating these risks. Managing Global Financial and Foreign Exchange Rate Risk offers a thorough treatment of price, foreign currency, and interest rate risk management practices of multinational corporations in a dynamic global economy. It lays out the pros and cons of various hedging instruments, as well as the economic cost benefit analysis of alternative hedging vehicles. Written in a detailed yet user–friendly manner, this resource provides treasurers and other financial managers with the tools they need to manage their various exposures to credit, price, and foreign exchange risk. Managing Global Financial and Foreign Exchange Rate Risk covers various swaps in this geometrically growing field with notional principal in excess of $120 trillion. From caplet and corridors to call and put swaptions this book covers the micro structure of the swaps, options, futures, and foreign exchange markets. From credit default swap and transfer and convertibility options to asset swap switch and weather derivatives this book illustrates their simple pricing and application. To show real-world examples, each chapter includes a case study highlighting a specific problem, as well as a set of steps to solve it. Numerous charts accompanied with actual Wall Street figures provide the reader with the opportunity to comprehend and appreciate the role and function of derivatives, which are often misunderstood in the financial market. This detailed resource will guide the individual, government and multinational corporations safely through the maze of various exposures. A must-read for treasures, controllers, money mangers, portfolio managers, security analyst and academics, Managing Global Financial and Foreign Exchange Rate Risk represents an important collection of up-to-date risk management solutions. Ghassem A. Homaifar is a professor of financial economics at Middle Tennessee State University. He has Master of Science in Industrial Management from State University of New York at Stony Brook and PhD in Finance from University of Alabama in 1982. He is the author of numerous articles that have appeared in the Journal of Risk and Insurance, Journal of Business Finance and Accounting, Weltwirtschsftliches Archiv Review of World Economics, Advances in Futures and Options Research,Applied Financial Economics, Applied Economics, International Economics, and Global Finance Journal.