Titlebook: Options Explained²; Robert Tompkins Book 1994 Palgrave Macmillan, a division of Macmillan Publishers Limited 1994 accounting.management.Op

粗野的整个

书目名称Options Explained²影响因子(影响力)




书目名称Options Explained²影响因子(影响力)学科排名




书目名称Options Explained²网络公开度




书目名称Options Explained²网络公开度学科排名




书目名称Options Explained²被引频次




书目名称Options Explained²被引频次学科排名




书目名称Options Explained²年度引用




书目名称Options Explained²年度引用学科排名




书目名称Options Explained²读者反馈




书目名称Options Explained²读者反馈学科排名

Rheumatologist

OTC Interest Rate Options,flexible (a restricted range of maturities and strike prices) while OTCs offer tailor-made terms but often with a lower liquidity or at a higher cost. In this chapter, I will examine only interest rate OTCs. In the next chapter, the coverage of OTCs will cover all the major financial markets with the discussion of exotic options.

intertwine

Paraplegia

Structure Of Exchange Traded Options Markets,uctures: the Philadelphia Stock Exchange, the European Options Exchange, the Option Market (Stockholm) and the Chicago Mercantile Exchange. At that point, I will finish the chapter with a discussion of a new kind of margining system that is based upon the risk analysis techniques in Chapter 14.

山顶可休息

Book 1994what has traditionally been treated as a highly complex product.The second edition also includes over 100 pages of new material, with sections on exotic options, worldwide accounting practices and issues in volatility estimation.

exhibit

2946-2010 ystifying what has traditionally been treated as a highly complex product.The second edition also includes over 100 pages of new material, with sections on exotic options, worldwide accounting practices and issues in volatility estimation.978-1-349-13638-4978-1-349-13636-0Series ISSN 2946-2010 Series E-ISSN 2946-2029

Endoscope

The Basics of Options,cribed hereafter. Additionally, the book is meant to help develop an understanding of the mechanics of how option trading works and thereby also help potential market traders anticipate and benefit from the experiences encountered in the actual market.

Increment

Volatility Estimation, will examine the long and colourful history of volatility estimation and show the reader how these principles can be practically applied to the fundamental problem when pricing options, that of an accurate measure of volatility.

AVOW

In-Situ

Book 1994ing options on a wide variety of assets. Written with the emphasis on a practical, straightforward approach,Options Explainedsucceeds in demystifying what has traditionally been treated as a highly complex product.The second edition also includes over 100 pages of new material, with sections on exot