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1. Fx barrier options
: a comprehensive guide for industry quants
by Dadachanji, Zareer
2015, Applied quantitative finance series, ISBN 1137462744, xxix, 244
Foreign exchange options | Mathematical models | Exotic options (Finance) | Banks and banking
Book
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2. Advances in futures and options research
Advances in futures and options research, 1986
Financial futures | Periodicals | Hedging (Finance) | Investments
Journal
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3. Quantitative modeling of derivative securities
: from theory to practice
by Avellaneda, Marco, 1955 and Laurence, Peter
2000, ISBN 9781584880318, xii, 322
Options (Finance) | Exotic options (Finance) | Derivative securities
Book
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4. Full Text Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options
by Andersen, Leif and Broadie, Mark
Management science, ISSN 0025-1909, 09/2004, Volume 50, Issue 9, pp. 1222 - 1234
multiple state variables | Libor market model | real options | American options | option pricing | Monte Carlo simulation | Bermudan options | Bermudan swaptions | American option | Monte Carlo methods | Approximation | Management science | Working papers | Valuation | Standard deviation | Binomials | Martingales | Confidence interval | Option pricing | Real options | Multiple state variables | Business & Economics | Operations Research & Management Science | Social Sciences | Management | Technology | Science & Technology | American options; Bermudan options; Bermudan swaptions; Monte Carlo simulation; Libor market model; option pricing; multiple state variables; real options | Prices and rates | Monte Carlo method | Usage | Options (Finance) | Methods | Pricing | Studies | Algorithms | Simulation | Pricing policies | Mathematical models | Options markets
Journal Article
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5. Competitive strategy
: options and games
by Chevalier-Roignant, Benoît, 1983 and Trigeorgis, Lenos
2011, 1, MIT Press Books, ISBN 9780262015998, Volume 1, xxvii, 488
Options (Finance) | Investment analysis | Game theory | Finance | game theory; strategy; investment; finance; options | Stock options
Book
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6. Full Text Fundamentals of futures and options markets
by Hull, John, 1946
2011, 7th ed., ISBN 9780136103226
Options (Finance) | Futures market
eBook
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7. Prepayment option of a perpetual corporate loan: The impact of the funding costs
by Papin, Timothee and Turinici, Gabriel
International journal of theoretical and applied finance, ISSN 0219-0249, 2014, Volume 17, Issue 4, pp. 1450028 - 1-1450028-32
CIR process | American option | Funding costs | prepayment option | perpetual option | liquidity regime | Markov modulated dynamics | loan prepayment | variational inequality | option pricing | switching regimes | mortgage option
Journal Article
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8. Mathematical modeling and methods of option pricing
by Jiang, Lishang and Li, Canguo
2005, ISBN 9812563695, xi, 329
Options (Finance) | Prices | Mathematical models
Book
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9. Option volatility and pricing
: advanced trading strategies and techniques
by Natenberg, Sheldon
2015, 2nd edition., ISBN 9780071818773, xiv, 570
Options (Finance)
Book
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10. The intelligent option investor
: applying value investing to the world of options
by Kobayashi-Solomon, Erik
2015, ISBN 9780071833653, xvi, 317 pages
Options (Finance) | Investments
Book
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11. Full Text What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?
by Xing, Yuhang and Zhang, Xiaoyan and Zhao, Rui
Journal of financial and quantitative analysis, ISSN 0022-1090, 06/2010, Volume 45, Issue 3, pp. 641 - 662
Research Articles | Call options | Stock prices | Stock options | Price volatility | Predictability | ATMs | Put options | Stock markets | Skewed distribution | Options markets | Economics | Business & Economics | Social Sciences | Business, Finance | Stock redemption | Analysis | Forecasts and trends | Studies | Volatility | Rates of return | Securities markets | Options trading | Put & call options | Forecasting
Journal Article
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12. Full Text Pricing and Hedging Path-Dependent Options Under the CEV Process
by Davydov, Dmitry and Linetsky, Vadim
Management science, ISSN 0025-1909, 07/2001, Volume 47, Issue 7, pp. 949 - 965
Barrier Options | Radial Ornstein-Uhlenbeck Process | CEV Model | Diffusion Processes | Path-Dependent Options | Lookback Options | Generalized Bessel Process | Call options | Brownian motion | Price volatility | Infinity | Market prices | Strike prices | Price elasticity | Sales rebates | Laplace transformation | Modeling | Business & Economics | Operations Research & Management Science | Social Sciences | Management | Technology | Science & Technology | Path-Dependent Options; Barrier Options; Lookback Options; Diffusion Processes; CEV Model; Generalized Bessel Process; Radial Ornstein-Uhlenbeck Process | Prices and rates | Research | Options (Finance) | Pricing | Studies | Economic models | Volatility | Purchase options | Hedging | Put & call options | Variance analysis | Constant elasticity of variance
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13. Volatility surface and term structure
: high-profit options trading strategies
by Zhou, Shifei and Lai, Kin Keung and Yen, Jerome and Wang, Hao
2013, Routledge advances in risk management, ISBN 9780415826204, Volume 1, x, 87
Options (Finance) | Stock options | Investments | Speculation | Risk Management | Banking | Investment & Securities
Book
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14. Full Text Robust barrier option pricing by frame projection under exponential Lévy dynamics
by Kirkby, J. Lars
Applied mathematical finance., ISSN 1350-486X, 07/2017, Volume 24, Issue 4, pp. 337 - 386
delayed barrier options | Toeplitz | discretely monitored | fader option | Levy processes | fast Fouriertransform | Parasian | basis | CGMY | exotic option pricing | step option | knock out | Parisian options | occupation time derivatives | PROJ | barrier options | cumulative Parisian options | Augmentation | Matrix algebra | Robustness (mathematics) | Mathematical analysis | Barriers | Pricing | Options trading | Mathematical models | Matrix methods | Convergence
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15. The option trader handbook
: strategies and trade adjustments
by Jabbour, George (George Moussa) and Budwick, Philip
2010, 2nd ed., Wiley trading, ISBN 9780470481615, xviii, 381
Options (Finance) | Stock options | Prices
Book
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16. Full Text The Joint Cross Section of Stocks and Options
by BYEONG-JE AN and ANDREW ANG and TURAN G. BALI and NUSRET CAKICI
The Journal of finance (New York), ISSN 0022-1082, 10/2014, Volume 69, Issue 5, pp. 2279 - 2337
Call options | Stock prices | Stock options | Predictability | Put options | Financial portfolios | Skewed distribution | Modeling | Stock markets | Options markets | Economics | Business & Economics | Social Sciences | Business, Finance | Stocks | Analysis | Studies | Spread | Securities trading | Put & call options | Volatility | Rates of return
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17. Full Text Option theory
by James, Peter, 1943
2003, Wiley finance series., ISBN 9780471492894, 390
Options (Finance) | Business & Economics | Finance
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18. Strategic investment
: real options and games
by Smit, Han T. J
2004, ISBN 9780691010397, xxxii, 471
Options (Finance) | Economics | Investments | Game theory | Finance | Investments & Securities | Theory | BUSINESS & ECONOMICS
Book
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