Products related to Derivatives:
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Options, Futures, and Other Derivatives, Global Edition
Build essential foundations around the derivatives market for your future career in finance with the definitive guide on the subject.Options, Futures, and Other Derivatives, Global Edition, 11th edition by John Hull, is the industry-leading, gold standard text for business and economics professionals. Ideal for students studying Business, Economics, and Financial Engineering and Mathematics, this edition gives you a modern look at the derivatives market by incorporating the industry's hottest topics, such as securitisation and credit crisis, bridging the gap between theory and practice. Written with the knowledge of how Maths can be a key challenge for this course, the text adopts a simple language that makes learning approachable, providing a clear explanation of ideas throughout the text. The latest edition covers the most recent regulations and trends, including the Black-Scholes-Merton formulas, overnight indexed swaps, and the valuation of commodity derivatives. Key features include: Tables, charts, examples, and market data discussions, reflecting current market conditions. A delicate balance between theory and practice with the use of mathematics, adding numerical examples for added clarity. Useful practice-focused resources to help students overcome learning obstacles. End-of-chapter problems reflecting contemporary key ideas to support your understanding of the topics based on the new reference rates. Whether you need an introductory guide to derivatives to support your existing knowledge in algebra and probability distributions, or useful study content to advance your understanding of stochastic processes, this must-have textbook will support your learning and understanding from theory to practice.
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Emerging Financial Derivatives : Understanding exotic options and structured products
Exotic options and structured products are two of the most popular financial products over the past ten years and will soon become very important to the emerging markets, especially China.This book first discusses the products' recent development in the world and provides comprehensive overview of the major products.The book also discusses the risks of issuing and buying such products as well as the techniques to price them and to assess the risks.Volatility is the most important factor in determining the return and risk.Therefore, significant part of the book's content discusses how we can measure the volatility by using local and stochastic volatility models — Heston Model and Dupire Model, the volatility surface, the term structure of volatility, variance swaps, and breakeven volatility. The book introduces a set of dimensions which can be used to describe structured products to help readers to classify them.It also describes the more commonly traded exotic options with details.The book discusses key features of each exotic option which can be used to develop structured products and covers their pricing models and when to issue such products that contain such exotic options.This book contains several case studies about how to use the models or techniques to price and hedge risks.These case analyses are illuminating.
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The Complete Options Trader : A Strategic Reference for Derivatives Profits
Options traders rely on a vast array of information concerning probability, risk, strategy components, calculations, and trading rules.Traders at all levels, as well as portfolio managers, must refer to numerous print and online sources, each source only providing part of the information they need.This is less than ideal, as online sources tend to be basic, simplified, and in some cases incorrect.Print sources, on the other hand, are mostly focused on a very narrow range of strategies or trading systems.Up until now, there has been no single source to provide a comprehensive reference for the serious trader. The Complete Options Trader is that much-need comprehensive reference, a compilation of the many attributes options traders need. Thomsett lays out a rich and complete guide to 100 strategies, including profit and loss calculations, illustrations, examples, and much more.A thorough evaluation of these strategies (and the rewards and risk involved) demonstrates how a broad approach to analytically using options can and does enhance portfolio profits with lower levels of risk. The book also features a complete glossary of terms used in the options industry, the most comprehensive glossary of this nature currently available. All too often, the attributes of options trading are poorly understood; risk is ignored or over-simplified; hedging is not folded into a strategic evaluation; and options traders shun the value of holding equity positions.No longer—if options traders rely on this comprehensive guide as the reference for the industry.
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Market Risk Analysis, Quantitative Methods in Finance
Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set.Starting from the basics, this book helps readers to take the first step towards becoming a properly qualified financial risk manager and asset manager, roles that are currently in huge demand.Accessible to intelligent readers with a moderate understanding of mathematics at high school level or to anyone with a university degree in mathematics, physics or engineering, no prior knowledge of finance is necessary.Instead the emphasis is on understanding ideas rather than on mathematical rigour, meaning that this book offers a fast-track introduction to financial analysis for readers with some quantitative background, highlighting those areas of mathematics that are particularly relevant to solving problems in financial risk management and asset management.Unique to this book is a focus on both continuous and discrete time finance so that Quantitative Methods in Finance is not only about the application of mathematics to finance; it also explains, in very pedagogical terms, how the continuous time and discrete time finance disciplines meet, providing a comprehensive, highly accessible guide which will provide readers with the tools to start applying their knowledge immediately. All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study.Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the accompanying CD-ROM.Empirical examples and case studies specific to this volume include: Principal component analysis of European equity indices;Calibration of Student t distribution by maximum likelihood;Orthogonal regression and estimation of equity factor models;Simulations of geometric Brownian motion, and of correlated Student t variables;Pricing European and American options with binomial trees, and European options with the Black-Scholes-Merton formula;Cubic spline fitting of yields curves and implied volatilities;Solution of Markowitz problem with no short sales and other constraints;Calculation of risk adjusted performance metrics including generalised Sharpe ratio, omega and kappa indices.
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What is options trading?
Options trading is a type of investing strategy that involves buying and selling options contracts on the stock market. An options contract gives the holder the right, but not the obligation, to buy or sell a specific asset at a predetermined price within a set timeframe. Options trading allows investors to speculate on the direction of a stock's price movement without actually owning the stock itself. It can be a high-risk, high-reward strategy that requires a good understanding of the market and careful risk management.
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How are derivatives related?
Derivatives are related in the sense that they are all based on the concept of the rate of change. For example, the derivative of a function represents the rate at which the function is changing at a given point. Additionally, different types of derivatives, such as options, futures, and swaps, are related in that they are all financial instruments whose values are derived from the value of an underlying asset or index. Overall, derivatives are related in their fundamental basis of measuring and capturing the rate of change in various contexts.
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How can one assign derivatives?
One can assign derivatives by calculating the rate of change of a function with respect to its independent variable. This involves finding the limit of the difference quotient as the interval over which the change is measured approaches zero. The derivative represents the slope of the tangent line to the function at a specific point and can be used to analyze the behavior of the function at that point. Derivatives are fundamental in calculus and are used to solve various problems in mathematics, science, and engineering.
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How can derivatives be formed?
Derivatives can be formed through a process called differentiation in calculus. This involves finding the rate of change of a function at a specific point. By taking the derivative of a function, we can determine how the function's value is changing with respect to its input. Derivatives can also be formed through rules and formulas that allow us to find the derivative of more complex functions.
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Student Solutions Manual for Options, Futures, and Other Derivatives, Global Edition
This book contains solutions to the Practice Questions that appear at the ends of chapters in my book Options, Futures, and Other Derivatives, 9th edition, Global Edition.The questions have been designed to help readers study on their own and test their understanding of the material.They range from quick checks on whether a key point is understood to much more challenging applications of analytical techniques.Some prove or extend results presented in the book. To maximize the benefits from this book readers are urged to sketch out their own solutions to the questions before consulting mine.
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A Complete Guide to the Futures Market : Technical Analysis, Trading Systems, Fundamental Analysis, Options, Spreads, and Trading Principles
The essential futures market reference guide A Complete Guide to the Futures Market is the comprehensive resource for futures traders and analysts.Spanning everything from technical analysis, trading systems, and fundamental analysis to options, spreads, and practical trading principles, A Complete Guide is required reading for any trader or investor who wants to successfully navigate the futures market. Clear, concise, and to the point, this fully revised and updated second edition provides a solid foundation in futures market basics, details key analysis and forecasting techniques, explores advanced trading concepts, and illustrates the practical application of these ideas with hundreds of market examples.A Complete Guide to the Futures Market: Details different trading and analytical approaches, including chart analysis, technical indicators and trading systems, regression analysis, and fundamental market models. Separates misleading market myths from reality. Gives step-by-step instruction for developing and testing original trading ideas and systems. Illustrates a wide range of option strategies, and explains the trading implications of each. Details a wealth of practical trading guidelines and market insights from a recognized trading authority. Trading futures without a firm grasp of this market’s realities and nuances is a recipe for losing money.A Complete Guide to the Futures Market offers serious traders and investors the tools to keep themselves on the right side of the ledger.
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Options and Derivatives Programming in C++20 : Algorithms and Programming Techniques for the Financial Industry
Master the features of C++ that are frequently used to write financial software for options and derivatives, including the STL, templates, functional programming, and numerical libraries.This book also covers new features introduced in C++20 and other recent standard releases: modules, concepts, spaceship operators, and smart pointers. You will explore how-to examples covering all the major tools and concepts used to build working solutions for quantitative finance.These include advanced C++ concepts as well as the basic building libraries used by modern C++ developers, such as the STL and Boost, while also leveraging knowledge of object-oriented and template-based programming.  Options and Derivatives Programming in C++ provides a great value for readers who are trying to use their current programming knowledge in order to become proficient in the style of programming used in large banks, hedge funds, and other investment institutions.The topics covered in the book are introduced in a logical and structured way and even novice programmers will be able to absorb the most important topics and competencies. This book is written with the goal of reaching readers who need a concise, algorithms-based book, providing basic information through well-targeted examples and ready-to-use solutions.You will be able to directly apply the concepts and sample code to some of the most common problems faced in the analysis of options and derivative contracts. What You Will LearnDiscover how C++ is used in the development of solutions for options and derivatives trading in the financial industry Grasp the fundamental problems in options and derivatives trading Converse intelligently about credit default swaps, Forex derivatives, and more Implement valuation models and trading strategies Build pricing algorithms around the Black-Sholes model, and also using the binomial and differential equations methods Run quantitative finance algorithms using linear algebra techniques Recognize and apply the most common design patterns used in options trading Who This Book Is ForProfessional developers who have some experience with the C++ language and would like to leverage that knowledge into financial software development. Â
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Calculus Without Derivatives
Calculus Without Derivatives expounds the foundations and recent advances in nonsmooth analysis, a powerful compound of mathematical tools that obviates the usual smoothness assumptions.This textbook also provides significant tools and methods towards applications, in particular optimization problems. Whereas most books on this subject focus on a particular theory, this text takes a general approach including all main theories. In order to be self-contained, the book includes three chapters of preliminary material, each of which can be used as an independent course if needed. The first chapter deals with metric properties, variational principles, decrease principles, methods of error bounds, calmness and metric regularity.The second one presents the classical tools of differential calculus and includes a section about the calculus of variations.The third contains a clear exposition of convex analysis.
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How do you determine derivatives?
To determine derivatives, you can use various methods such as the power rule, product rule, quotient rule, and chain rule. The power rule is used to find the derivative of functions raised to a power. The product rule is used to find the derivative of the product of two functions. The quotient rule is used to find the derivative of the quotient of two functions. The chain rule is used to find the derivative of composite functions. Additionally, you can also use the concept of limits to find the derivative of a function at a specific point.
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What are derivatives of fractions?
The derivatives of fractions involve applying the quotient rule, which states that the derivative of a fraction is the derivative of the numerator times the denominator minus the numerator times the derivative of the denominator, all divided by the square of the denominator. In other words, to find the derivative of a fraction, we differentiate the top and bottom separately and then use the quotient rule to combine them. This allows us to find the rate of change of a fraction with respect to its variable.
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Are my graphical derivatives correct?
To determine if your graphical derivatives are correct, you should compare them to the analytical derivatives of the function you are working with. If the graphical derivatives match the analytical derivatives at various points on the graph, then they are likely correct. Additionally, you can also check for consistency in the slopes of the tangent lines at different points on the graph to verify the accuracy of your graphical derivatives.
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What is meant by derivatives?
Derivatives are financial instruments whose value is derived from the value of an underlying asset, index, or rate. They can be used for hedging, speculation, or arbitrage purposes. Examples of derivatives include options, futures, forwards, and swaps.
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