Smile Pricing Explained (Financial Engineering Explained)

Amazon Price: $149.99 $60.00 You save: $89.99 (60%). (as of April 16, 2019 8:59 pm – Details). Product prices and availability are accurate as of the date/time indicated and are subject to change. Any price and availability information displayed on the Amazon site at the time of purchase will apply to the purchase of this product.

This book provides a critical analysis of The European Union’s regulatory framework for mobile payments and bitcoin. Chapters discuss the creation of the EU single market for e-payments and combine legal analysis with comparative case studies in their exploration of the regulatory challenges surrounding e-payments. The contributing authors analyse the key economic and legal issues of the development of bitcoin and mobile payments within the EU framework through a comparative lens. They cover topics ranging from user data and funds protection and the stability of the payment system to the competitiveness of the EU market. Providing a comprehensive and methodological guide to the bitcoin and mobile payments in Europe, this book will prove an illuminating and informative read for academics, students and policy makers with an interest in the impact of innovation on payment systems.

Digital currencies are a fairly new phenomenon brought about by the spectacular rise of the internet. While Bitcoin is the most famous, there are numerous other digital currencies?from Amazon Coin to Zetacoin. Beyond Bitcoin explores the economic forces underlying the design of their features and their potential. Halaburda and Sarvary argue that digital currencies are best understood by considering the economic incentives driving their creators and users. The authors present a framework that will allow systemic analysis of this dynamic environment and support further discussion of the design of digital currencies' features and the competition in the market.

  • Financial Engineering with Copulas Explained Financial Engineering Explained
  • Introduction to Copula – Financial Engineering – IIQF
  • Financial Engineering with Copulas Explained Financial Engineering Explained
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Amazon Price: $37.99 $27.67 You save: $10.32 (27%). (as of April 16, 2019 8:59 pm – Details). Product prices and availability are accurate as of the date/time indicated and are subject to change. Any price and availability information displayed on the Amazon site at the time of purchase will apply to the purchase of this product.

The modeling of dependence structures (or copulas) is undoubtedly one of the key challenges for modern financial engineering. First applied to credit-risk modeling, copulas are now widely used across a range of derivatives transactions, asset pricing techniques, and risk models, and are a core part of the financial engineer's toolkit. However, by their very nature, copulas are complex and their applications are often misunderstood. Incorrectly applied, copulas can be hugely detrimental to a model or algorithm.

Financial Engineering with Copulas Explained is a reader-friendly, yet rigorous introduction to the state-of-the-art regarding the theory of copulas, their simulation and estimation, and their use in financial applications.

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Amazon Price: $39.99 $32.98 You save: $7.01 (18%). (as of April 17, 2019 3:58 am – Details). Product prices and availability are accurate as of the date/time indicated and are subject to change. Any price and availability information displayed on the Amazon site at the time of purchase will apply to the purchase of this product.

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  • The Greeks and Hedging Explained Financial Engineering Explained
  • The Greeks and Hedging Explained Financial Engineering Explained
  • The Greeks and Hedging Explained Financial Engineering Explained
  • The Greeks and Hedging Explained Financial Engineering Explained
  • Smile Pricing Explained Financial Engineering Explained
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Amazon Price: $34.99 $27.40 You save: $7.59 (22%). (as of April 17, 2019 12:19 am – Details). Product prices and availability are accurate as of the date/time indicated and are subject to change. Any price and availability information displayed on the Amazon site at the time of purchase will apply to the purchase of this product.

Most books on financial derivatives focus on either the investment side of the business or on the mathematical models to price them. However, there is a gap between how quantitative researchers, analysts, structurers, risk managers and traders look and communicate on derivatives problems. In particular there often is a strong emphasis on pricing rather than hedging or risk management.

This book fills a gap for a technical but not impenetrable guide to hedging options, and the 'Greek' (Theta, Vega, Rho, and Lambda) parameters that represent the sensitivity of derivatives prices. Taking the viewpoint of the front office practitioner, the book introduces the various option hedging strategies and the mathematics behind them in a concise but thorough manner. The book begins at an elementary level, with an introduction to the Black–Scholes formula (upon which most quantitative finance is built) from a practitioner perspective. The Greeks and Hedging Explained then develops the many themes that are omitted from many textbooks but which actually make up most of what happens in practice – including the effect of day conventions, interest rates and sticky deltas. The book features numerous illustrations, worked examples and, where appropriate, highlights market conventions over academic assumption.

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  • Smile Pricing Explained Financial Engineering Explained
  • Smile Pricing Explained Financial Engineering Explained
  • Smile Pricing Explained Financial Engineering Explained
  • Smile Pricing Explained Financial Engineering Explained
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  • Implied Volatility (Smile)
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Amazon Price: $39.99 $30.52 You save: $9.47 (24%). (as of April 17, 2019 3:59 am – Details). Product prices and availability are accurate as of the date/time indicated and are subject to change. Any price and availability information displayed on the Amazon site at the time of purchase will apply to the purchase of this product.

In modern derivatives trading, Black–Scholes theory is only a starting point. Asset volatilities are not constant, but change with market conditions. Large price moves are associated with periods of market turbulence and this leads to a smile shaped curve of the volatility implied from market prices.

Smile Pricing Explained provides a clear and thorough explanation of the concepts of smile modelling that are at the forefront of modern derivatives pricing. The key models used in practice are covered, together with numerical techniques and calibration.

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