This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website includes data files, such as options prices, stock prices, or index prices, as well as all of the codes needed to use the option and volatility models described in the book. Praise for Option Pricing Models & Volatility Using Excel-VBA «Excel is already a great pedagogical tool for teachin ...
Unlock the secrets of an ancient charting tool The most ancient form of charting, the Japanese candlestick method has become an extremely popular analytical tool among the new generation of traders. However, because of the aura of mysticism surrounding candlesticks and the arcane terminology typically used to describe them, many traders in the West never really learn how to use them properly and exploit their full potential. Profitable Candlesti ...
This book is designed to start with simple examples that progressively develop the reader's confidence to take on more complex tasks. There is very little theoretical discussion about computer science, operations research algorithms, mathematics, or finance. The thrust of the book is to teach the reader to break complex tasks down into simple tasks. It then looks to implement those simple tasks into VBA code using a critical subset of the featur ...
«…Мы хорошо знаем принципы бережливого производства, которые сформулировал Джеймс Вумек, один из ведущих мировых гуру: определите ценность для потребителя, определите поток создания ценности, организуйте поток, дайте возможность потребителю вытягивать ценность, совершенствуйте. Ключевым из этих пяти принципов является определение ценности для потребителя и создание именно этой ценности. Однако в огромном море литературы по бережливому производст ...
Понятие «бережливые инновации» (frugal innovations) открывает новый этап в науке о бережливом движении и задает особый вектор в его осмыслении. Авторы книги формулируют шесть принципов бережливых затрат в производстве, организации бизнеса и выстраивании отношений с потребителями. Теоретические положения иллюстрируются практическими рекомендациями, основанными на опыте компаний, внедривших бережливые инновации. Цель авторов – показать, что добив ...
Рассматриваются основные аспекты управления корпоративными финансами, дается представление о логике, последовательности и инструментах управления капиталом и инвестициями в современных корпорациях. Для магистрантов, изучающих специальную профессиональную дисциплину «Корпоративные финансы», осваивающих теоретические концепции и их применение к практическим ситуациям. ...
Praise for Algorithmic Trading «Algorithmic Trading is an insightful book on quantitative trading written by a seasoned practitioner. What sets this book apart from many others in the space is the emphasis on real examples as opposed to just theory. Concepts are not only described, they are brought to life with actual trading strategies, which give the reader insight into how and why each strategy was developed, how it was implemented, and even ...
Accessible financial guidance for turbulent economic times With the stock market in a tailspin, real estate market continuing to drop, and the economy in recession, it's important to understand how you can get through these difficult times. Whether you're twenty-six or sixty-two, you still need to live and provide for your future. That's why you need Survive the Slump. As the personal finance columnist for the Wall Street Journal Online, author ...
An in-depth explanation of mezzanine finance Mezzanine finance products, which have grown increasingly popular in recent years, involve a unique and complex form of analysis because of their hybrid nature. Because mezzanine finance involves no collateral, it accentuates legal terms, term sheets, and contracts, in addition to depicting dynamics of both debt and equity. Experienced chairman, lecturer, and professor of investment banking Luc Nijs p ...
