Pricing Books [Page 13 of 151]

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This book covers foreign exchange options from the point of view of the finance practitioner. It contains everything a quant or trader working in a bank or hedge fund would need to know about the mathematics of foreign exchange—not just the theoretical mathematics covered in other books but also comprehensive coverage of implementation, pricing and calibration.

With content developed with input from traders and with examples using real-world data, this book introduces many of the more commonly requested products from FX options trading desks, together with the models that capture the risk characteristics necessary to price these products accurately. Crucially, this book describes the numerical methods required for calibration of these models – an area often neglected in the literature, which is nevertheless of paramount importance in practice. Thorough treatment is given in one unified text to the following features:

• Correct market conventions for FX volatility surface construction
• Adjustment for settlement and delayed delivery of options
• Pricing of vanillas and barrier options under the volatility smile
• Barrier bending for limiting barrier discontinuity risk near expiry
• Industry strength partial differential equations in one and several spatial variables using finite differences on nonuniform grids
• Fourier transform methods for pricing European options using characteristic functions
• Stochastic and local volatility models, and a mixed stochastic/local volatility model
• Three-factor long-dated FX model
• Numerical calibration techniques for all the models in this work
• The augmented state variable approach for pricing strongly path-dependent options using either partial differential equations or Monte Carlo simulation

Connecting mathematically rigorous theory with practice, this is the essential guide to foreign exchange options in the context of the real financial marketplace.

This is the first comprehensive introduction to the concepts, theories, and applications of pricing and revenue optimization. From the initial success of "yield management" in the commercial airline industry down to more recent successes of markdown management and dynamic pricing, the application of mathematical analysis to optimize pricing has become increasingly important across many different industries. But, since pricing and revenue optimization has involved the use of sophisticated mathematical techniques, the topic has remained largely inaccessible to students and the typical manager.With methods proven in the MBA courses taught by the author at Columbia and Stanford Business Schools, this book presents the basic concepts of pricing and revenue optimization in a form accessible to MBA students, MS students, and advanced undergraduates. In addition, managers will find the practical approach to the issue of pricing and revenue optimization invaluable.Solutions to the end-of-chapter exercises are available to instructors who are using this book in their courses. For access to the solutions manual, please contact marketing@www.sup.org.

Commodity Modeling and Pricing provides extensions and applications of state-of-the-art methods for analyzing resource commodity behavior. Drawing from the seminal work of Professor Walter Labys on the development of econometric methods for forecasting commodity prices, this collection of essays features expert contributors ranging from practitioners in private industry, public sector, and nongovernmental organizations to scholars in higher education–all of whom were Labys's former students or collaborators. Filled with in-depth insights and expert advice, Commodity Modeling and Pricing contains the information you need to excel in this demanding environment.

If substitutes have been appointed, have they been briefed on the CSP Pricing goals and received regular communications as to the progress to date? How to Secure CSP Pricing? Are there recognized CSP Pricing problems? Do the CSP Pricing decisions we make today help people and the planet tomorrow? Who will be responsible for making the decisions to include or exclude requested changes once CSP Pricing is underway?

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There?s no better guide through these mind-expanding questions than acclaimed best-selling author Gerard Blokdyk. Blokdyk ensures all CSP Pricing essentials are covered, from every angle: the CSP Pricing self-assessment shows succinctly and clearly that what needs to be clarified to organize the required activities and processes so that CSP Pricing outcomes are achieved.

Contains extensive criteria grounded in past and current successful projects and activities by experienced CSP Pricing practitioners. Their mastery, combined with the easy elegance of the self-assessment, provides its superior value to you in knowing how to ensure the outcome of any efforts in CSP Pricing are maximized with professional results.

Your purchase includes access details to the CSP Pricing self-assessment dashboard download which gives you your dynamically prioritized projects-ready tool and shows you exactly what to do next. Your exclusive instant access details can be found in your book. You will receive the following contents with New and Updated specific criteria:

- The latest quick edition of the book in PDF

- The latest complete edition of the book in PDF, which criteria correspond to the criteria in...

- The Self-Assessment Excel Dashboard, and...

- Example pre-filled Self-Assessment Excel Dashboard to get familiar with results generation

?plus an extra, special, resource that helps you with project managing.

INCLUDES LIFETIME SELF ASSESSMENT UPDATES

Every self assessment comes with Lifetime Updates and Lifetime Free Updated Books. Lifetime Updates is an industry-first feature which allows you to receive verified self assessment updates, ensuring you always have the most accurate information at your fingertips.

Packed with case studies and practical real-world examples, Electricity Marginal Cost Pricing Principles allows regulators, engineers and energy economists to choose the pricing model that best fits their individual market.

Written by an author with 13 years of practical experience, the book begins with a clear and rigorous explanation of the theory of efficient pricing and how it impacts investor-owned, publicly-owned, and cooperatively-owned utilities using tried and true methods such as multiple-output, functional form, and multiproduct cost models. The author then moves on to include self-contained chapters on applying estimating cost models, including a cubic cost specification and policy implications while supplying actual data and examples to allow regulators, energy economists, and engineers to get a feel for the methods with which efficient prices are derived in today’s challenging electricity market.

• A guide to cost issues surrounding the generation, transmission, and distribution of electricity
• Clearly explains cost models which can yield the marginal cost of supplying electricity to end-users
• Real-world examples that are practical, meaningful, and easy to understand
• Explans the policy implications of each example 
• Provide suggestions to aid in the formation of  the optimal market price

This edited volume will highlight recent research in derivatives modelling and markets in a post-crisis world across a number of dimensions or themes. The book addresses the following main areas: derivatives models and pricing, model application and performance backtesting, new products and market features. Particular themes encompass: - continuous and discrete time modeling, - statistical arbitrage models, - arbitrage-free pricing, risk-neutral implied densities, - equilibrium pricing approaches (including e.g. co-integration), - applications of methods in computational statistics including simulation, - computationally intense techniques for pricing, estimation and backtesting, - complex derivative products, - credit and counterparty risk, - innovative market and product structures.