رده‌بندی های مشابه :
HG6024.A3 رکوردهای موجود با شماره رده : HG6024
مرتب سازی درج پیشنهاد خرید پالایش جستجو جستجو در منابع سایر کتابخانه ها
نوع مدرک: متون چاپی سرشناسه Ziegler ، Alexandre (1975-)، نویسنده شماره بازیابی : HG6024 .A3Z54 1999 عنوان : A game theory analysis of options تکرار نام مولف : Alexandre Ziegler. ناشر: Berlin : Springer سال نشر : c1999. فروست : Lecture notes in economics and mathematical systems, ISSN 0075-8442 ؛ 468 صفحه شمار: xiv, 145 p. ویژگی : ill. ابعاد : 24 cm. شابک/شاپا 3540656286 (acid-free paper) یادداشت Rev. version of the author's thesis (doctoral--University of St. Gallen).
Includes bibliographical references (p. [143]-145).موضوع‌ها : اصفا
Options (Finance)Prices ؛ Game theory.لینک ثابت رکورد: ../opac/index.php?lvl=record_display&id=5291 زبان مدرک : English
درخواست رزرو
شماره ثبت شماره بازیابی نام عام مواد محل نگهداری بخش وضعیت ثبت وضعیت امانت 6568 HG6024.A3 Z54 1999 کتاب الکترونیکی لاتین موسسه آموزش عالی بینالود مدیریت بازرگانی اسناد معمولی موجود
نوع مدرک: متون چاپی سرشناسه Bossu ، Sébastien.، نویسنده شماره بازیابی : HG6024 .A3 B67 2014 عنوان : Advanced equity derivatives-Volatility and Correlation تکرار نام مولف : Sebastien Bossu. صفحه شمار: xx, 152 pages ابعاد : 24 cm. شابک/شاپا 9781118750964 (hardback) یادداشت Includes bibliographical references and index. موضوع‌ها : اصفا
Derivative securities. ؛ BUSINESS & ECONOMICS / Finance.چکیده : "In Advanced Equity Derivatives: Volatility and Correlation, Sebastien Bossu reviews and explains the advanced concepts used for pricing and hedging equity exotic derivatives. Designed for financial modelers, option traders and sophisticated investors, the content covers the most important theoretical and practical extensions of the Black-Scholes model. Each chapter includes numerous illustrations and a short selection of problems, covering key topics such as implied volatility surface models, pricing with implied distributions, local volatility models, volatility derivatives, correlation measures, correlation trading, local correlation models and stochastic correlation. Volatility and correlation are remarkably connected through the author's proxy formula which he discovered in 2004, and shares in the book. He also reveals a new derivation using linear algebra (included in Chapter 6), and the proxy formula is then exploited in the following chapters for correlation trading and correlation modeling. The author has a dual professional and academic background, making Advanced Equity Derivatives: Volatility and Correlation the perfect reference for quantitative researchers and mathematically savvy finance professionals looking to acquire an in-depth understanding of equity exotic derivatives pricing and hedging"-- لینک ثابت رکورد: ../opac/index.php?lvl=record_display&id=5941 زبان مدرک : English
درخواست رزرو
شماره ثبت شماره بازیابی نام عام مواد محل نگهداری بخش وضعیت ثبت وضعیت امانت 7261 HG6024.A3 B67 2014 کتاب الکترونیکی لاتین موسسه آموزش عالی بینالود مدیریت صنعتی اسناد معمولی موجود 7467 HG6024.A3 B67 2014 کتاب الکترونیکی لاتین موسسه آموزش عالی بینالود مدیریت صنعتی اسناد معمولی موجود
نوع مدرک: متون چاپی سرشناسه Hirsa ، Ali.، نویسنده شماره بازیابی : HG6024 .A3 N44 2014 عنوان : An introduction to the mathematics of financial derivatives / تکرار نام مولف : edited by Ali Hirsa, Salih N. Neftci. ویرایش : Third edition. صفحه شمار: ix, 444 pages ویژگی : illustrations ابعاد : 25 cm شابک/شاپا 978-0-12-384682-2 یادداشت Previous edition published: An introduction to the mathematics of financial derivatives / Salih N. Neftci.
Includes bibliographical references (pages 437-438) and index.شناسه افزوده : Neftci ، Salih N. موضوع‌ها : اصفا
Derivative securitiesMathematics.لینک ثابت رکورد: ../opac/index.php?lvl=record_display&id=6275 زبان مدرک : English
درخواست رزرو
شماره ثبت شماره بازیابی نام عام مواد محل نگهداری بخش وضعیت ثبت وضعیت امانت 7684 HG6024 .A3 N44 2014 کتاب الکترونیکی فارسی موسسه آموزش عالی بینالود مدیریت صنعتی اسناد معمولی موجود
نوع مدرک: متون چاپی سرشناسه Davey ، Kevin J. (1966-)، نویسنده شماره بازیابی : HG6024 .A3 D38 2014 عنوان : Building winning algorithmic trading systems تکرار نام مولف : Kevin J. Davey. صفحه شمار: xi, 269 pages ابعاد : 24 cm. شابک/شاپا 9781118778982 (pbk.) یادداشت Includes index. موضوع‌ها : اصفا
Futures. ؛ Portfolio management. ؛ Investment analysis. ؛ Monte Carlo method. ؛ Electronic trading of securities. ؛ BUSINESS & ECONOMICS / Finance.چکیده : "Award-winning trader Kevin Davey explains how he evolved from a discretionary to a systems trader and began generating triple-digit annual returns. An inveterate systems developer, Davey explains the process of generating a trading idea, validating the idea through statistical analysis, setting entry and exit points, testing, and implementation in the market. Along the way, Davey provides insightful tips culled from his many years of successful trading. He emphasizes the importance of identifying the maximum loss a system is likely to produce and to understand that the higher the returns on a system, the higher the maximum loss. To smooth returns and minimize risk, Davey recommends that a trader utilize more than one system. He provides rules for increasing or decreasing allocation to a system and rules for when to abandon a system. As market patterns change and system performance changes and systems that performed spectacularly in the past may perform poorly going forward. The key for traders is to continue to develop systems in response to markets evolving statistical tendencies and to spread risk among different systems. An associated website will provide spreadsheets and other tools that will enable a reader to automate and test their own trading ideas.Readers will learn:- The systems Davey used to generate triple-digit returns in the World Cup Trading Championships- How to develop an algorithmic approach for around any trading idea, from very simple to the most complex using off-the-shelf software or popular trading platforms.- How to test a system using historical and current market data- How to mine market data for statistical tendencies that may form the basis of a new systemDavey struggled as a trader until he developed an algorithmic approach. In this book, he shows traders how to do the same"-- مندرجات Machine generated contents note: Acknowledgments About the Author Introduction Part 1: A Trader's Journey Chapter 1 The Birth of a Trader Chapter 2 Enough Is Enough Chapter 3 World Cup Championship of Futures Trading(r) Triumph Chapter 4 Making the Leap?Transitioning to Full Time Part 2: Your Trading System Chapter 5 Testing and Evaluating A Trading System Chapter 6 Preliminary Analysis Chapter 7 Detailed Analysis Chapter 8 Designing and Developing Systems Part 3: Developing a Strategy Chapter 9 Strategy Development?Goals and Objectives Chapter 10 Trading Idea Chapter 11 Let's Talk about Data Chapter 12 Limited Testing Chapter 13 In-Depth Testing/Walkforward Analysis Chapter 14 Monte Carlo Analysis and Incubation Chapter 15 Diversification Chapter 16 Position Sizing and Money Management Chapter 17 Documenting the Process Part 4: Creating a System Chapter 18 Goals, Initial and Walkforward Testing Chapter 19 Monte Carlo Testing and Incubation Part 5: Considerations before Going Live Chapter 20 Account and Position Sizing Chapter 21 Trading Psychology Chapter 22 Other Considerations before Going Live Part 6: Monitoring a Live Strategy Chapter 23 The Ins and Outs of Monitoring a Live Strategy Chapter 24 Real Time Part 7: Putting It All Together Chapter 25 Delusions of Grandeur Chapter 26 Conclusion Appendix A Monkey Trading Example, Tradestation Easy Language Code Appendix B Euro Night Strategy, Tradestation Easy Language Format Appendix C Euro Day Strategy, Tradestation Easy Language Format About the Companion Website Index لینک ثابت رکورد: ../opac/index.php?lvl=record_display&id=6210 زبان مدرک : English
درخواست رزرو
شماره ثبت شماره بازیابی نام عام مواد محل نگهداری بخش وضعیت ثبت وضعیت امانت 7603 HG6024 .A3 D38 2014 کتاب الکترونیکی لاتین موسسه آموزش عالی بینالود مدیریت صنعتی اسناد معمولی موجود
کاربران آنلاین :14
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