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Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: HPB-Red, Dallas, TX, Estados Unidos de America
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Hardcover. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: SecondSale, Montgomery, IL, Estados Unidos de America
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Condición: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
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Condición: New.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: booksXpress, Bayonne, NJ, Estados Unidos de America
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Hardcover. Condición: new.
Publicado por John Wiley and Sons, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: INDOO, Avenel, NJ, Estados Unidos de America
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Condición: New. Brand New.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
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Condición: As New. Unread book in perfect condition.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
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Condición: Good. Good condition. This is the average used book, that has all pages or leaves present, but may include writing. Book may be ex-library with stamps and stickers. 1.35.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: Byrd Books, Austin, TX, Estados Unidos de America
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Hardcover. Condición: very good. In Used Condition.
Publicado por John Wiley & Sons Inc, New York, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: Grand Eagle Retail, Wilmington, DE, Estados Unidos de America
Libro Original o primera edición
Hardcover. Condición: new. Hardcover. The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Despite this success, the model is fundamentally at odds with the observed behavior of option markets: a graph of implied volatilities against strike will typically display a curve or skew, which practitioners refer to as the smile, and which the model cannot explain. Option valuation is not a solved problem, and the past forty years have witnessed an abundance of new models that try to reconcile theory with markets. The Volatility Smile presents a unified treatment of the Black-Scholes-Merton model and the more advanced models that have replaced it. It is also a book about the principles of financial valuation and how to apply them. Celebrated author and quant Emanuel Derman and Michael B. Miller explain not just the mathematics but the ideas behind the models. By examining the foundations, the implementation, and the pros and cons of various models, and by carefully exploring their derivations and their assumptions, readers will learn not only how to handle the volatility smile but how to evaluate and build their own financial models. Topics covered include: The principles of valuationStatic and dynamic replicationThe Black-Scholes-Merton modelHedging strategiesTransaction costsThe behavior of the volatility smileImplied distributionsLocal volatility modelsStochastic volatility modelsJump-diffusion models The first half of the book, Chapters 1 through 13, can serve as a standalone textbook for a course on option valuation and the Black-Scholes-Merton model, presenting the principles of financial modeling, several derivations of the model, and a detailed discussion of how it is used in practice. The second half focuses on the behavior of the volatility smile, and, in conjunction with the first half, can be used for as the basis for a more advanced course. The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: GreatBookPricesUK, Castle Donington, DERBY, Reino Unido
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Condición: New.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: GreatBookPricesUK, Castle Donington, DERBY, Reino Unido
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Condición: As New. Unread book in perfect condition.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: Ria Christie Collections, Uxbridge, Reino Unido
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Condición: New. In.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: GoldBooks, Denver, CO, Estados Unidos de America
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Hardcover. Condición: very good. Very Good Copy. Customer Service Guaranteed.
Publicado por John Wiley & Sons Inc, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Libro Original o primera edición
Condición: New. Cutting edge volatility and options pricing from the world's top quant The Volatility Smile is a comprehensive introduction to this important topic in derivatives pricing and options trading, by celebrated author and quant Emanuel Derman. Series: Wiley Finance. Num Pages: 304 pages. BIC Classification: KFF. Category: (P) Professional & Vocational. Weight in Grams: 666. . 2016. 1st Edition. Hardcover. . . . .
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: PBShop.store UK, Fairford, GLOS, Reino Unido
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HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Publicado por Wiley 2016-10-21, Hoboken, New Jersey, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: Blackwell's, London, Reino Unido
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hardback. Condición: New. Language: ENG.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: GoldenWavesOfBooks, Fayetteville, TX, Estados Unidos de America
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Hardcover. Condición: new. New. Fast Shipping and good customer service.
Publicado por John Wiley & Sons Inc, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: Revaluation Books, Exeter, Reino Unido
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Hardcover. Condición: Brand New. 1st edition. 528 pages. 9.00x6.00x1.75 inches. In Stock.
Publicado por John Wiley & Sons 2016-03-30, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: Chiron Media, Wallingford, Reino Unido
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Hardcover. Condición: New.
Publicado por John Wiley & Sons Inc, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: Kennys Bookstore, Olney, MD, Estados Unidos de America
Libro
Condición: New. Cutting edge volatility and options pricing from the world's top quant The Volatility Smile is a comprehensive introduction to this important topic in derivatives pricing and options trading, by celebrated author and quant Emanuel Derman. Series: Wiley Finance. Num Pages: 304 pages. BIC Classification: KFF. Category: (P) Professional & Vocational. Weight in Grams: 666. . 2016. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: Books Unplugged, Amherst, NY, Estados Unidos de America
Libro
Condición: New. Buy with confidence! Book is in new, never-used condition 1.35.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: GoldBooks, Denver, CO, Estados Unidos de America
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Hardcover. Condición: new. New Copy. Customer Service Guaranteed.
Publicado por John Wiley & Sons, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: moluna, Greven, Alemania
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Gebunden. Condición: New. EMANUEL DERMAN is a professor at Columbia University, where he directs its financial engineering program. He is the author of My Life as a Quant and Models.Behaving.Badly.MICHAEL B. MILLER is the founder and CEO of Northstar Risk Corp. He is the author of M.
Publicado por John Wiley & Sons Inc, New York, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: CitiRetail, Stevenage, Reino Unido
Libro Original o primera edición
Hardcover. Condición: new. Hardcover. The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Despite this success, the model is fundamentally at odds with the observed behavior of option markets: a graph of implied volatilities against strike will typically display a curve or skew, which practitioners refer to as the smile, and which the model cannot explain. Option valuation is not a solved problem, and the past forty years have witnessed an abundance of new models that try to reconcile theory with markets. The Volatility Smile presents a unified treatment of the Black-Scholes-Merton model and the more advanced models that have replaced it. It is also a book about the principles of financial valuation and how to apply them. Celebrated author and quant Emanuel Derman and Michael B. Miller explain not just the mathematics but the ideas behind the models. By examining the foundations, the implementation, and the pros and cons of various models, and by carefully exploring their derivations and their assumptions, readers will learn not only how to handle the volatility smile but how to evaluate and build their own financial models. Topics covered include: The principles of valuationStatic and dynamic replicationThe Black-Scholes-Merton modelHedging strategiesTransaction costsThe behavior of the volatility smileImplied distributionsLocal volatility modelsStochastic volatility modelsJump-diffusion models The first half of the book, Chapters 1 through 13, can serve as a standalone textbook for a course on option valuation and the Black-Scholes-Merton model, presenting the principles of financial modeling, several derivations of the model, and a detailed discussion of how it is used in practice. The second half focuses on the behavior of the volatility smile, and, in conjunction with the first half, can be used for as the basis for a more advanced course. The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Publicado por John Wiley & Sons Inc, New York, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: AussieBookSeller, Truganina, VIC, Australia
Libro Original o primera edición
Hardcover. Condición: new. Hardcover. The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Despite this success, the model is fundamentally at odds with the observed behavior of option markets: a graph of implied volatilities against strike will typically display a curve or skew, which practitioners refer to as the smile, and which the model cannot explain. Option valuation is not a solved problem, and the past forty years have witnessed an abundance of new models that try to reconcile theory with markets. The Volatility Smile presents a unified treatment of the Black-Scholes-Merton model and the more advanced models that have replaced it. It is also a book about the principles of financial valuation and how to apply them. Celebrated author and quant Emanuel Derman and Michael B. Miller explain not just the mathematics but the ideas behind the models. By examining the foundations, the implementation, and the pros and cons of various models, and by carefully exploring their derivations and their assumptions, readers will learn not only how to handle the volatility smile but how to evaluate and build their own financial models. Topics covered include: The principles of valuationStatic and dynamic replicationThe Black-Scholes-Merton modelHedging strategiesTransaction costsThe behavior of the volatility smileImplied distributionsLocal volatility modelsStochastic volatility modelsJump-diffusion models The first half of the book, Chapters 1 through 13, can serve as a standalone textbook for a course on option valuation and the Black-Scholes-Merton model, presenting the principles of financial modeling, several derivations of the model, and a detailed discussion of how it is used in practice. The second half focuses on the behavior of the volatility smile, and, in conjunction with the first half, can be used for as the basis for a more advanced course. The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: Campbell Bookstore, Austin, TX, Estados Unidos de America
Libro
Condición: very good.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: Hafa Adai Books, Moncks Corner, SC, Estados Unidos de America
Libro
Condición: very good.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: Hafa Adai Books, Moncks Corner, SC, Estados Unidos de America
Libro
Condición: new.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: Front Cover Books, Denver, CO, Estados Unidos de America
Libro
Condición: new.
Publicado por Wiley, 2016
ISBN 10: 1118959167ISBN 13: 9781118959169
Librería: Wizard Books, Long Beach, CA, Estados Unidos de America
Libro
Hardcover. Condición: new. New.