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Blowout Sale! Up to 67% off on Options at HYIP Offer, Page 4. Top brands include Oxford University Press, The MIT Press, Chapman and Hall/CRC, Wiley, Cengage Learning, Cambridge University Press, FT Press, Brand: Probus Professional Pub, Brand: FT Press, Garner, Carley/ Brittain, Paul, McGraw-Hill, Brand: Kaplan Publishing, Palgrave Macmillan, CreateSpace Independent Publishing Platform, Pearson, & Andreas Kyprianou. Hurry! Limited time offers. Offers valid only while supplies last.
Pricing and Hedging of Derivative Securities
By Oxford University Press
You Save: 13%
mpn: A-109-192, ean: 9780198776192, isbn: 0198776195,
4.5 out of 5 stars with 12 reviews
The theory of pricing and hedging of derivative securities is mathematically sophisticated. This book is an introduction to the use of advanced probability theory in financial economics, presenting the necessary mathematics in a precise and rigorous ...
Famous First Bubbles: The Fundamentals of Early Manias
ean: 9780262072045, isbn: 0262072041,
4.4 out of 5 stars with 21 reviews
The jargon of economics and finance contains numerous colorful terms for market-asset prices at odds with any reasonable economic explanation. Examples include "bubble," "tulipmania," "chain letter," "Ponzi scheme," "panic," "crash," "herding," and "...
LEAPS Trading Strategies: Powerful Techniques for Options Trading Success
ean: 9781592800438, isbn: 1592800432,
4.3 out of 5 stars with 212 reviews
Run Time: 82 minutes. Investors are increasingly turning to LEAPS® to combine the advantages of options investing with the benefits and security a longer timeframe offers. Now, the popular Options Industry Council instructor Marty Kearney of the C...
Financial Markets and Institutions, Abridged Edition (with Stock-Trak Coupon)
You Save: 67%
ean: 9781305257191, isbn: 1305257197,
4.8 out of 5 stars with 37 reviews
Reflecting the latest developments from the field, best-selling FINANCIAL MARKETS AND INSTITUTIONS: ABRIDGED, 11E equips you with a solid understanding of why financial markets exist, how financial institutions serve these markets, and what services ...
The Mathematics of Financial Derivatives: A Student Introduction
By Cambridge University Press
You Save: 33%
ean: 9780521497893, isbn: 0521497892,
4.0 out of 5 stars with 14 reviews
Finance is one of the fastest growing areas in the modern banking and corporate world. This, together with the sophistication of modern financial products, provides a rapidly growing impetus for new mathematical models and modern mathematical methods...
A Technical Approach To Trend Analysis: Practical Trade Timing for Enhanced Profits
ean: 9780134190655, isbn: 0134190653,
4.8 out of 5 stars with 285 reviews
This is the only modern, action-oriented and practical guide to trend analysis and prediction for the professional trader. Unlike outdated competitive guides, it fully reflects today’s markets and charting sciences. Writing for traders with basi...
Sell and Sell Short
You Save: 24%
ean: 9780470181676, isbn: 0470181672,
4.1 out of 5 stars with 11 reviews
In Sell and Sell Short, Dr. Alexander Elder examines one of the most overlooked aspects of trading and reveals how you can protect and profit from your trades by exiting them the right way. Throughout the book, he explains how to set profit targets a...
Automated Option Trading: Create, Optimize, and Test Automated Trading Systems
You Save: 21%
mpn: Illustrations, ean: 9780132478663, isbn: 0132478668,
4.5 out of 5 stars with 11 reviews
The first and only book of its kind, Automated Options Trading describes a comprehensive, step-by-step process for creating automated options trading systems. Using the authors’ techniques, sophisticated traders can create powerful frameworks for t...
Commodity Options: Trading and Hedging Volatility in the World's Most Lucrative Market
By Garner, Carley/ Brittain, Paul
mpn: Illustrations, ean: 9780137142866, isbn: 0137142862,
4.8 out of 5 stars with 271 reviews
Don’t Miss out on Today’s Hottest Trading Arena: Commodity Options! “The authors have written the definitive work on trading commodity options. Their in-depth knowledge of this subject is legendary among industry professionals and expert t...
Black-Scholes and Beyond: Option Pricing Models
ean: 9780786310258, isbn: 0786310251,
4.8 out of 5 stars with 213 reviews
An unprecedented book on option pricing! For the first time, the basics on modern option pricing are explained ``from scratch'' using only minimal mathematics. Market practitioners and students alike will learn how and why the Black-Scholes equation ...
Paul Wilmott on Quantitative Finance 3 Volume Set (2nd Edition)
You Save: 27%
ean: 9780470018705, isbn: 0470018704,
4.5 out of 5 stars with 32 reviews
Paul Wilmott on Quantitative Finance, Second Edition provides a thoroughly updated look at derivatives and financial engineering, published in three volumes with additional CD-ROM. Volume 1: Mathematical and Financial Foundations; Basic Theory of Der...
The Mathematics of Options: Quantifying Derivative Price, Payoff, Probability, and Risk
You Save: 41%
ean: 9783319566344, isbn: 3319566342,
4.2 out of 5 stars with 26 reviews
This book is written for the experienced portfolio manager and professional options traders. It is a practical guide offering how to apply options math in a trading world that demands mathematical measurement. Every options trader deals with an arra...
Hull: Stud Solu Manu Stud Guid SSP_9
You Save: 3%
ean: 9780134083650, isbn: 0134083652,
4.7 out of 5 stars with 39 reviews
This text represents how academia and real-world practice have come together with a common respect and focus of theory and practice. It provides a unifying approach to the valuation of all derivatives. This popular course text is considered to be the...
Exotic Option Pricing and Advanced Levy Models
You Save: 47%
ean: 9780470016848, isbn: 0470016841,
4.8 out of 5 stars with 58 reviews
Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness...
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