The Mathematics of options: quantifying derivative price, payoff, probability, and risk
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Cham
Palgrave Macmillan
[2017]
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Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | xxii, 331 Seiten Diagramme |
ISBN: | 9783319566344 |
Internformat
MARC
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035 | |a (OCoLC)1015876525 | ||
035 | |a (DE-599)BVBBV044650460 | ||
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041 | 0 | |a eng | |
049 | |a DE-355 | ||
084 | |a QK 660 |0 (DE-625)141676: |2 rvk | ||
100 | 1 | |a Thomsett, Michael C. |d 1948- |e Verfasser |0 (DE-588)1074205464 |4 aut | |
245 | 1 | 0 | |a The Mathematics of options |b quantifying derivative price, payoff, probability, and risk |c Michael C. Thomsett |
264 | 1 | |a Cham |b Palgrave Macmillan |c [2017] | |
264 | 4 | |c © 2017 | |
300 | |a xxii, 331 Seiten |b Diagramme | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
650 | 4 | |a Finance | |
650 | 4 | |a Risk management | |
650 | 4 | |a Financial engineering | |
650 | 4 | |a Finance | |
650 | 4 | |a Risk Management | |
650 | 4 | |a Financial Engineering | |
776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe |z 978-3-319-56635-1 |
856 | 4 | 2 | |m Digitalisierung UB Regensburg - ADAM Catalogue Enrichment |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030048198&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
999 | |a oai:aleph.bib-bvb.de:BVB01-030048198 |
Datensatz im Suchindex
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adam_text | Contents
1 Trading Goals and Objectives 1
2 The Role of Fundamental and Technical Analysis 31
3 Pricing of the Option 55
4 The Dividend Effect 79
5 Return Calculations 99
6 Strategic Payoff: The Single-Option Trade 125
7 Strategic Payoff: Spreads 161
8 Strategic Payoff: Straddles 197
9 Probability and Risk 231
10 Option Pricing Models 255
11 Alternatives to Pricing Models 269
xiii
xiv
Contents
Appendix—Formulas
Bibliography
Index
285
319
325
|
any_adam_object | 1 |
author | Thomsett, Michael C. 1948- |
author_GND | (DE-588)1074205464 |
author_facet | Thomsett, Michael C. 1948- |
author_role | aut |
author_sort | Thomsett, Michael C. 1948- |
author_variant | m c t mc mct |
building | Verbundindex |
bvnumber | BV044650460 |
classification_rvk | QK 660 |
ctrlnum | (OCoLC)1015876525 (DE-599)BVBBV044650460 |
discipline | Wirtschaftswissenschaften |
format | Book |
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id | DE-604.BV044650460 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T07:58:15Z |
institution | BVB |
isbn | 9783319566344 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-030048198 |
oclc_num | 1015876525 |
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owner | DE-355 DE-BY-UBR |
owner_facet | DE-355 DE-BY-UBR |
physical | xxii, 331 Seiten Diagramme |
publishDate | 2017 |
publishDateSearch | 2017 |
publishDateSort | 2017 |
publisher | Palgrave Macmillan |
record_format | marc |
spelling | Thomsett, Michael C. 1948- Verfasser (DE-588)1074205464 aut The Mathematics of options quantifying derivative price, payoff, probability, and risk Michael C. Thomsett Cham Palgrave Macmillan [2017] © 2017 xxii, 331 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Finance Risk management Financial engineering Risk Management Financial Engineering Erscheint auch als Druck-Ausgabe 978-3-319-56635-1 Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030048198&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Thomsett, Michael C. 1948- The Mathematics of options quantifying derivative price, payoff, probability, and risk Finance Risk management Financial engineering Risk Management Financial Engineering |
title | The Mathematics of options quantifying derivative price, payoff, probability, and risk |
title_auth | The Mathematics of options quantifying derivative price, payoff, probability, and risk |
title_exact_search | The Mathematics of options quantifying derivative price, payoff, probability, and risk |
title_full | The Mathematics of options quantifying derivative price, payoff, probability, and risk Michael C. Thomsett |
title_fullStr | The Mathematics of options quantifying derivative price, payoff, probability, and risk Michael C. Thomsett |
title_full_unstemmed | The Mathematics of options quantifying derivative price, payoff, probability, and risk Michael C. Thomsett |
title_short | The Mathematics of options |
title_sort | the mathematics of options quantifying derivative price payoff probability and risk |
title_sub | quantifying derivative price, payoff, probability, and risk |
topic | Finance Risk management Financial engineering Risk Management Financial Engineering |
topic_facet | Finance Risk management Financial engineering Risk Management Financial Engineering |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=030048198&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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