موضوعات
آموزش و پرورش
ادبیات و زبان
پزشکی، دندانپزشکی و داروسازی
تاریخ و جغرافیا
داستان و رمان
دیگر
دین و فلسفه
روانشناسی
ریاضیات و آمار
سلامتی، تناسب اندام و رژیم غذایی
شیمی و پلیمر
علوم اجتماعی و حقوق
علوم زیستی و بیوتکنولوژی
فیزیک و نجوم
کامپیوتر و اینترنت
کتابهای کودکان و داستان
کسب و کار و اقتصاد
کشاورزی و دامپزشکی و غذا
معماری
مهندسی و فناوری
هنر و تئاتر
محصولات
Option Volatility and Pricing: Advanced Trading Strategies and Techniques - Original PDF
نویسندگان: خلاصه: WHAT EVERY OPTION TRADER NEEDS TO KNOW. THE ONE BOOK EVERY TRADER SHOULD OWN. The bestselling Option Volatility & Pricing has made Sheldon Natenberg a widely recognized authority in the option industry. At firms around the world, the text is often the first book that new professional traders are given to learn the trading strategies and risk management techniques required for success in option markets. Now, in this revised, updated, and expanded second edition, this thirty-year trading professional presents the most comprehensive guide to advanced trading strategies and techniques now in print. Covering a wide range of topics as diverse and exciting as the market itself, this text enables both new and experienced traders to delve in detail into the many aspects of option markets, including: The foundations of option theory Dynamic hedging Volatility and directional trading strategies Risk analysis Position management Stock index futures and options Volatility contracts Clear, concise, and comprehensive, the second edition of Option Volatility & Pricing is sure to be an important addition to every option trader's library--as invaluable as Natenberg's acclaimed seminars at the world's largest derivatives exchanges and trading firms. You'll learn how professional option traders approach the market, including the trading strategies and risk management techniques necessary for success. You'll gain a fuller understanding of how theoretical pricing models work. And, best of all, you'll learn how to apply the principles of option evaluation to create strategies that, given a trader's assessment of market conditions and trends, have the greatest chance of success. Option trading is both a science and an art. This book shows how to apply both to maximum effect.
Networks and Trans-Cultural Exchange: Slave Trading in the South Atlantic, 1590-1867 - Original PDF
نویسندگان: خلاصه: Winner of the 2015 Choice Outstanding Academic Title Award Studies of the South Atlantic commercial world typically focus on connections between Angola and Brazil, and specifically on the flows of enslaved Africans from Luanda and the relations between Portuguese-Brazilian traders and other agents and their local African and mulatto trading partners. While reaffirming the centrality of slaving activities and of the networks that underpinned them, this collection of new essays shows that there were major Portuguese-Brazilian slave-trading activities in the South Atlantic outside Luanda as well as the Angolan-Brazil axes upon which historians usually focus. In drawing attention to these aspects of the South Atlantic commercial world, we are reminded that this was a world of change and also one in which Portuguese-Brazilian traders were unable to sustain in the face of competition from northern European rivals the dominant position in slave trading in Atlantic Africa that they had first established in the sixteenth century.
Dark Pools: Off-Exchange Liquidity in an Era of High Frequency, Program, and Algorithmic Trading - Original PDF
نویسندگان: خلاصه: Pricing and execution are essential ingredients of every financial product and market. In order to create a viable and enduring market, participants must derive some form of economic benefit, or interest will soon wane. Equally, for a transaction to be of use, it must actually be executed – it is pointless to submit orders that go unfilled or are rerouted so often that the speed advantages of the marketplace are lost. The same applies within the dark pool sector, where it is critical for clients to derive cost savings and venues to generate revenues, and for orders to be filled efficiently. In this chapter, we will explore several essential topics related to the pricing process, focusing on pricing costs and benefits, price discovery, price derivation, and dark pool pricing impact. This will be followed by some of the execution issues that are specific to the dark sector, including execution rates, fungibility, fragmentation, information leakage, and adverse selection/information asymmetries. We will build on these practical concepts in the next chapter, when we discuss the nature of trading strategies that are routinely used to exploit market opportunities.
Trading Thalesians: What the Ancient World Can Teach Us About Trading Today - Original PDF
نویسندگان: خلاصه: Financial markets had been teetering for just over a year. It all started during the summer of 2007, when the first signs of a credit crunch had emerged. Traders had begun to air concerns about the US subprime mortgage market. All it needed was a trigger to evolve from nervousness to a full-blown crisis. The bankruptcy of Lehman Brothers, one of the largest US investment banks, in September 2008 proved to be the ominous spark that lit the flames of turmoil as though the market were covered in glistening gasoline
Lit and Dark Liquidity with Lost Time Data: Interlinked Trading Venues around the Global Financial Crisis - Original PDF
نویسندگان: خلاصه: Introduction Trading volumes and volatility in the U.S. equity markets increased strongly in the second half of 2007, and continued to do so in 2008. As the U.S. finance sector problems became public knowledge around those times – widely referred to as the Global Financial Crisis – it would seem that the financial problems caused the activity increase. In reality, however, trading volumes had been increasing for years. While being relatively stable from 2001 to 2005, the average annual trading volume has been reported to have doubled from 2006 to 2009 [see, e.g., Anderson and Dyl (2014)]
Trading Volatility, correlation, term structure, and skew 2014!! - Original PDF
نویسندگان: خلاصه: SELLING OPTIONS GIVES OPPOSITE EXPOSURE As a call option gives long exposure to the underlying security, selling a call option results in short exposure to the underlying security. Similarly while a put option is a bearish (profits from decline in the underlying) strategy, selling a put option is a bullish strategy (profits from a rise in the underlying). While the direction of the underlying is the primary driver of profits and losses from buying or selling options, the volatility of the underlying is also a driver. OPTIONS TRADING GIVES VOLATILITY EXPOSURE If the volatility of an underlying is zero, then the price will not move and an option’s payout. is equal to the intrinsic value. Intrinsic value is the greater of zero and the ‘spot – strike price’ for a call and is the greater of zero and ‘strike price – spot’ for a put. Assuming that stock prices can move, the value of a call and put will be greater than intrinsic due to the time value (price of option = intrinsic value + time value). If an option strike is equal to spot (or is the nearest listed strike to spot) it is called at-the-money (ATM).
Trend following with managed futures : the search for crisis alpha - Original PDF
نویسندگان: خلاصه: "The investment manager's all-inclusive guide to trend followingCovering a range of areas vital to investors, Trend Following with Managed Futures brings readers up to speed on the basics and theoretical foundations of trend following, then moves on to more advanced topics, like trend following as an alternative asset class, benchmarking and factor decomposition, trend following in an investment portfolio, and much Abstract: An all-inclusive guide to trend following As more and more savvy investors move into the space, trend following has become one of the most popular investment strategies. �Read more...
Computational Intelligence Techniques for Trading and Investment - Original PDF
نویسندگان: خلاصه: Computational intelligence, a sub-branch of artificial intelligence, is a field which draws on the natural world and adaptive mechanisms in order to study behaviour in changing complex environments. This book provides an interdisciplinary view of current technological advances and challenges concerning the application of computational intelligence techniques to financial time-series forecasting, trading and investment. The book is divided into five parts. The first part introduces the most important computational intelligence and financial trading concepts, while also presenting the most important methodologies from these different domains. The second part is devoted to the application of traditional computational intelligence techniques to the fields of financial forecasting and trading, and the third part explores the applications of artificial neural networks in these domains. The fourth part delves into novel evolutionary-based hybrid methodologies for trading and portfolio management, while the fifth part presents the applications of advanced computational intelligence modelling techniques in financial forecasting and trading. This volume will be useful for graduate and postgraduate students of finance, computational finance, financial engineering and computer science. Practitioners, traders and financial analysts will also benefit from this book.
Agent-Mediated Electronic Commerce. Designing Trading Strategies and Mechanisms for Electronic Markets - Original PDF
نویسندگان: خلاصه: This volume contains 12 thoroughly refereed and revised papers detailing recent advances in research on designing trading agents and mechanisms for agent-mediated e-commerce. They were originally presented at three events: the Workshop on Agent-Mediated Electronic Commerce (AMEC 2013), co-located with AAMAS 2013 in Saint Paul, MN, USA, in May 2013; the Workshop on Trading Agent Design and Analysis (TADA 2013), co-located with AAAI 2013 in Bellevue, WA, USA, in July 2013; and the Joint Workshop on Trading Agent Design and Analysis (TADA 2014) and Agent-Mediated Electronic Commerce (AMEC 2014), co-located with AAMAS 2014 in Paris, France, in May 2014. Given the breadth of research topics in this field, the range of topics addressed in these papers is correspondingly broad. These include the study of theoretical issues related to the design of interaction protocols and marketplaces; the design and analysis of automated trading strategies used by individual agents; and the deployment of such strategies, in times as part of an entry to the trading agent competition.
Trade Mindfully: Achieve Your Optimum Trading Performance with Mindfulness and "Cutting Edge" Psychology - Original PDF
نویسندگان: خلاصه: Overcome psychological obstacles to increase trading success Successful traders need to be well-versed and skilled in a wide range of business and economic areas. But now, in addition to effective trading strategies and sound money management techniques, traders need to possess the know-how to handle the mental and emotional challenges of working in a highly volatile environment. Excellence in Trading is a unique resource that applies cutting-edge psychological techniques to trading skills, allowing readers to improve their mental outlooks and maximize the potential of their trading strategies. This book draws upon recent psychological research in behaviorism to teach new approaches that call for better focus, more confidence, and more positive perspectives and outcomes. One of the key concepts covered in the book is mindfulness, a state of mind traditionally touted in the East for its ability to reduce stress and increase perspective, useful qualities for traders looking to rise above emotional obstacles and the poor results they cause. The author also discusses the importance of High Value Trading Actions (HVAs), specific actions that are under a trader's control. With this guide, trading professionals will be able to form solid strategies based on a combination of these notions and practices, leading to higher levels of trading performance. Applies sound psychological practice and evidence-based research to the trading profession Covers the psychological perspectives and mental skills needed to succeed in today's trading world Focuses on key concepts that lead to deliberate practice, specific trading activities, and increased awareness and focus Designed to help traders deal with the emotional challenges that come with uncertainty and risk Excellence in Trading touches on the most essential concepts for anyone intrigued by what trading psychology has to offer, and delivers the best strategies for achieving the right mental skills for peak performance.آیا کتاب مورد نظر هنوز بر روی سایت قرار نگرفته است؟ جای نگرانی نیست! کافی است بر روی گزینه سفارش کتاب کلیک کرده و درخواست خود را ثبت کنید. در کمتر از چند ساعت کتاب شما را آماده خواهیم کرد.