The Volatility Surface

The Volatility Surface: A Practitioner's Guide (repost)  eBooks & eLearning

Posted by interes at Feb. 16, 2017
The Volatility Surface: A Practitioner's Guide (repost)

The Volatility Surface: A Practitioner's Guide by Jim Gatheral, Nassim Nicholas Taleb
English | 2006 | ISBN: 0471792519 | 208 pages | PDF | 1,7 MB

Volatility Surface and Term Structure: High-profit Options Trading Strategies  eBooks & eLearning

Posted by DZ123 at March 26, 2022
Volatility Surface and Term Structure: High-profit Options Trading Strategies

Kin Keung Lai, Jerome Yen, Shifei Zhou, "Volatility Surface and Term Structure: High-profit Options Trading Strategies"
English | 2017 | ISBN: 1138916269, 0415826209 | PDF | pages: 98 | 1.1 mb

Fitting Local Volatility  eBooks & eLearning

Posted by hill0 at Dec. 10, 2020
Fitting Local Volatility

Fitting Local Volatility: Analytic And Numerical Approaches In Black-scholes And Local Variance Gamma Models
by Andrey Itkin

English | 2020 | ISBN: 9811212767 | 205 Pages | PDF | 12 MB

Advanced Equity Derivatives: Volatility and Correlation (repost)  eBooks & eLearning

Posted by libr at April 28, 2017
Advanced Equity Derivatives: Volatility and Correlation (repost)

Advanced Equity Derivatives: Volatility and Correlation by Sebastien Bossu and Peter Carr
English | 2014 | ISBN: 1118750969 | ISBN-13: 9781118750964 | 176 pages | PDF | 4,8 MB

Advanced Equity Derivatives: Volatility and Correlation  eBooks & eLearning

Posted by l3ivo at Jan. 22, 2021
Advanced Equity Derivatives: Volatility and Correlation

Sebastien Bossu, Peter Carr, "Advanced Equity Derivatives: Volatility and Correlation"
English | 2014 | ISBN: 1118750969 | 176 pages | EPUB | 8.1 MB
Emerging Financial Derivatives: Understanding exotic options and structured products (Repost)

Jerome Yen, Kin Keung Lai, "Emerging Financial Derivatives: Understanding exotic options and structured products"
2015 | ISBN-10: 0415826195 | 150 pages | PDF | 3 MB
Emerging Financial Derivatives: Understanding exotic options and structured products

Jerome Yen, Kin Keung Lai, "Emerging Financial Derivatives: Understanding exotic options and structured products"
English | 2014 | pages: 150 | ISBN: 0415826195 | PDF | 3,1 mb
Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities

Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities by Anatoliy Swishchuk
Language: English | 2013 | ISBN: 9814440124 | 328 pages | PDF | 2,8 MB

Modeling and Pricing of Swaps for Financial and Energy Markets with Stochastic Volatilities is devoted to the modeling and pricing of …

Coursera - Financial Engineering and Risk Management Part II  eBooks & eLearning

Posted by ParRus at April 27, 2020
Coursera - Financial Engineering and Risk Management Part II

Coursera - Financial Engineering and Risk Management Part II (Columbia University)
WEBRip | English | MP4 | 1280 x 720 | AVC ~54.2 kbps | 29.970 fps
AAC | 64 Kbps | 44.1 KHz | 2 channels | Subs: English (.srt) | ~15 hours | 744 MB
Genre: eLearning Video / Business, Finance

Financial Engineering is a multidisciplinary field involving finance and economics, mathematics, statistics, engineering and computational methods. The emphasis of FE & RM Part II will be on the use of simple stochastic models to (i) solve portfolio optimization problems (ii) price derivative securities in various asset classes including equities and credit and (iii) consider some advanced applications of financial engineering including algorithmic trading and the pricing of real options. We will also consider the role that financial engineering played during the financial crisis.

Machine Learning for Risk Calculations: A Practitioner's View (The Wiley Finance Series)  eBooks & eLearning

Posted by Free butterfly at Feb. 15, 2023
Machine Learning for Risk Calculations: A Practitioner's View (The Wiley Finance Series)

Machine Learning for Risk Calculations: A Practitioner's View (The Wiley Finance Series) by Ignacio Ruiz, Mariano Zeron
English | December 28, 2021 | ISBN: 1119791383 | 464 pages | MOBI | 16 Mb