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Information Content of Right Option Tails
Language: en
Pages: 18
Authors: Greg Orosi
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Type: BOOK - Published: 2019 - Publisher:

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In this study, we investigate how useful the information content of out-of-the-money S&P 500 index call options is to predict the size and direction of the unde
Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
Language: en
Pages: 177
Authors: Fahed Mostafa
Categories: Technology & Engineering
Type: BOOK - Published: 2017-02-28 - Publisher: Springer

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This book demonstrates the power of neural networks in learning complex behavior from the underlying financial time series data. The results presented also show
CompTIA Linux+ Study Guide
Language: en
Pages: 928
Authors: Christine Bresnahan
Categories: Computers
Type: BOOK - Published: 2019-06-19 - Publisher: John Wiley & Sons

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The bestselling study guide completely updated for the NEW CompTIA Linux+ Exam XK0-004 This is your one-stop resource for complete coverage of Exam XK0-004, cov
The Information Content of Option-Implied Tail Risk on the Future Returns of the Underlying Asset
Language: en
Pages: 46
Authors: Yaw-Huei Wang
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Type: BOOK - Published: 2017 - Publisher:

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We compile option-implied tail loss and gain measures based on a deep out-of-the- money option pricing formula derived by applying 'extreme value theory', and t
Handbook of Choice Modelling
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Authors: Stephane Hess
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This thoroughly revised second edition Handbook provides an authoritative and in-depth overview of choice modelling, covering essential topics range from data c