Supercharge options analytics and hedging using the power of PythonDerivatives Analytics with Python shows you how to implement market-consistent valuation and hedging approaches using advanced fin...

The world of options is considered high-risk by many. At its original options treading in the modern era began in the early 1970s when the first listed calls were offered on a short list of compani...

Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand arbitrage for professional traders and money managers Watch the professionals. From...

Bruno Bouchard is Professor of Mathematics at Université Paris-Dauphine. He is a renowned specialist in mathematical finance and stochastic control. He has been teaching arbitrage theory, option he...

A comprehensive overview of trading and risk management in the energy markets Energy Trading and Risk Management provides a comprehensive overview of global energy markets from one of the foremost...

Employee stock options (ESOs) are an integral component of compensation in the US. In fact, almost all S&P 500 companies grant options to their top executives, and the total value accounts for almo...

This book is an invaluable resource of hedging case studies and examples, explaining with clarity and coherence how various instruments - such as futures and options - are used in different market ...

Historical and recent developments at international ?nancial markets show that it is easy to loose money, while it is dif?cult to predict future developments and op- mize decision-making towards ma...

Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of derivative and assumptions placed on the underl...

This book offers a practical answer for the non-mathematician to all the questions any businessman always wanted to ask about risk quantification, and never dare to ask.Enterprise-wide risk managem...

DAVID F. DeROSA is President of DeRosa Research and Trading, Inc. and Adjunct Professor of Finance at Yale School of Management. He is a contributing editor for global investment strategy for the I...