188 products were found matching your search for Market Volatility Shiller Robert in 1 shops:

Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported

In this book, James Clunie looks at a series of market phenomena that involve security prices moving temporarily away from their 'fair value', creating opportunities for traders to profit (and the risk of losses for the unaware).These phenomena have only recently begun to be well understood and key among them are those known as 'predatory trading' and 'crowded exits'. The author examines these on three levels. Firstly, he describes the basic principles and theory behind each phenomenon, to build a solid framework for the way a trader should think about these situations. Secondly, he examines the accumulated empirical evidence of these situations. This gives an idea of what generally happens in these situations, and what the profit opportunity and the risks might be like. Finally, the author considers a number of individual cases to illustrate what can happen to traders in practice. Often, these will be special situations or extreme events from history, but always cases from which the trader can learn.By understanding these phenomena thoroughly in this way, a trader can gain an edge over others in the market. In the first instance by avoiding becoming the victim of the phenomena and secondly by using detailed knowledge of these situations to (legally and ethically) profit from the events.This book is for traders looking to gain an edge through a superior understanding of how markets work, both in theory and in practice. It will also be of interest to longer-horizon investors who are seeking to avoid timing errors, and to risk managers wanting to understand better the subtleties of risk beyond traditional risk statistics.

This book presents a comprehensive overview of the subject of "Consistent Variance Curve Models", a concept for variance swap markets which is very closely related to that of consistent Heath-Jarrow-Merton models for interest rate markets. As the title suggests, the book provides both a sound theoretical background on such models as well as guidance on how to implement them. In the course of the discussion, we address questions of existence, market completeness and integrability as well as efficient simulation and evaluation techniques. Moroever, the book also has an additional chapter on "fitted" variance curve models, most notably "Fitted Heston", which has proven to be a very valuable tool for risk-managing positions of options on variance. Comparison with other models and implementation considerations are provided. This book is a revised version of my PhD thesis "Volatility Markets: Consistent modeling, hedging and practical implementation", which has been written parallel to my work in Deutsche Bank's Quantitative Products Analytics team in London.

No subject is more critical to financial professionals than volatility. Traders, researchers, risk managers, and anyone involved in the derivatives markets will find a wealth of insights and practical applications in this breakthrough book. Specific topics include: Practical Issues Concerning Volatility and Its Measurements, Past and Predicted Option Pricing and Volatility Simple Formulas to Compute Accurate Implied Volatilities Volatility of What? Delta Hedging with Uncertain Volatility The Effects of Double-Barrier Options on Foreign Exchange Markets The Relationship Between Cap Volatilities and Swaption Volatilities Volatility and Calibration in Interest Rate Models Integrated Volatility-Based Risk Management Software: Exotic Options Portfolio Manager

The Swing Trader's Bible provides traders with different strategies to capitalize on market fluctuations. The majority of the time, most markets move sideways, with no discernible long-term up or down trend. The key to making money in these kinds of markets is to sell when the market is near the top of its range and buy when it's near the bottom of its range. The authors explain how to use fundamental stock analysis and technical analysis to spot swing trading opportunities. They then provide very specific techniques for entering and exiting the market, including: channel analysis; momentum indicators; stock sector leaders/followers; market cycles; overbought/oversold indicators; trading volume; and money flows. The authors explain how to swing trade by taking outright positions in stocks or by using various options strategies. Most of the book is devoted to swing trading using individual stocks, but the authors also explain swing trading opportunities in stock indexes and in exchange-traded funds.

Practical option strategies for the new post-crisis financial market Traditional buy-and-hold investing has been seriously challenged in the wake of the recent financial crisis. With economic and market uncertainty at a very high level, options are still the most effective tool available for managing volatility and downside risk, yet they remain widely underutilized by individuals and investment managers. In Options for Volatile Markets, Richard Lehman and Lawrence McMillan provide you with specific strategies to lower portfolio volatility, bulletproof your portfolio against any catastrophe, and tailor your investments to the precise level of risk you are comfortable with. While the core strategy of this new edition remains covered call writing, the authors expand into more comprehensive option strategies that offer deeper downside protection or even allow investors to capitalize on market or individual stock volatility. In addition, they discuss new offerings like weekly expirations and options on ETFs. For investors who are looking to capitalize on global investment opportunities but are fearful of lurking "black swans", this book shows how ETFs and options can be utilized to construct portfolios that are continuously protected against unforeseen calamities. A complete guide to the increased control and lowered risk covered call writing offers active investors and traders Addresses the changing investment environment and how to use options to succeed within it Explains how to use options with exchange-traded funds Understanding options is now more important than ever, and with Options for Volatile Markets as your guide, you'll quickly learn how to use them to protect your portfolio as well as improve its overall performance.

Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting. 1.25

Practical option strategies for the new post-crisis financial market Traditional buy-and-hold investing has been seriously challenged in the wake of the recent financial crisis. With economic and market uncertainty at a very high level, options are still the most effective tool available for managing volatility and downside risk, yet they remain widely underutilized by individuals and investment managers. In Options for Volatile Markets, Richard Lehman and Lawrence McMillan provide you with specific strategies to lower portfolio volatility, bulletproof your portfolio against any catastrophe, and tailor your investments to the precise level of risk you are comfortable with. While the core strategy of this new edition remains covered call writing, the authors expand into more comprehensive option strategies that offer deeper downside protection or even allow investors to capitalize on market or individual stock volatility. In addition, they discuss new offerings like weekly expirations and options on ETFs. For investors who are looking to capitalize on global investment opportunities but are fearful of lurking "black swans", this book shows how ETFs and options can be utilized to construct portfolios that are continuously protected against unforeseen calamities. A complete guide to the increased control and lowered risk covered call writing offers active investors and traders Addresses the changing investment environment and how to use options to succeed within it Explains how to use options with exchange-traded funds Understanding options is now more important than ever, and with Options for Volatile Markets as your guide, you'll quickly learn how to use them to protect your portfolio as well as improve its overall performance.

Book is in NEW condition. 1.34

A leading expert unveils his unique methodology for options trading Options provide a high leverage approach to trading that can significantly limit the overall risk of a trade or provide additional income. Yet, many people fail to capitalize on this potentially lucrative opportunity because they mistakenly believe that options are risky. Now options expert Andrew Keene helps aspiring investors to enter this sector by explaining the principles of the options market and showing readers how to utilize calls and puts successfully. Leading options expert Andrew Keene demystifies the basics of options trading Debunks the myth that call purchases are synonymous with being bullish and that put purchases are bearish Lays out in detail two distinct proprietary trading plans readers can follow Explains how to trade using market maker techniques and tricks from the trading floor to help with his probabilities in options trading Andrew Keene is best known for reading unusual options activity and seeing what others don't. Now he shares what he knows in a book that opens the opportunities of options trading to any investor.

A leading expert unveils his unique methodology for options trading Options provide a high leverage approach to trading that can significantly limit the overall risk of a trade or provide additional income. Yet, many people fail to capitalize on this potentially lucrative opportunity because they mistakenly believe that options are risky. Now options expert Andrew Keene helps aspiring investors to enter this sector by explaining the principles of the options market and showing readers how to utilize calls and puts successfully. Leading options expert Andrew Keene demystifies the basics of options trading Debunks the myth that call purchases are synonymous with being bullish and that put purchases are bearish Lays out in detail two distinct proprietary trading plans readers can follow Explains how to trade using market maker techniques and tricks from the trading floor to help with his probabilities in options trading Andrew Keene is best known for reading unusual options activity and seeing what others don't. Now he shares what he knows in a book that opens the opportunities of options trading to any investor.

The Swing Trader's Bible provides traders with different strategies to capitalize on market fluctuations. The majority of the time, most markets move sideways, with no discernible long-term up or down trend. The key to making money in these kinds of markets is to sell when the market is near the top of its range and buy when it's near the bottom of its range. The authors explain how to use fundamental stock analysis and technical analysis to spot swing trading opportunities. They then provide very specific techniques for entering and exiting the market, including: channel analysis; momentum indicators; stock sector leaders/followers; market cycles; overbought/oversold indicators; trading volume; and money flows. The authors explain how to swing trade by taking outright positions in stocks or by using various options strategies. Most of the book is devoted to swing trading using individual stocks, but the authors also explain swing trading opportunities in stock indexes and in exchange-traded funds.

This conceptual work introduces the mathematics of fractals and chaos theory and applies them to investments and economics. The text notes a shift away from efficient capital markets and examines the concept of a chaotic economic system which exists on volatility rather than equilibrium.

This important work addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. The authors present mathematical and statistical tools that exploit the volatile nature of the market. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one-semester course for graduate students with some exposure to methods of stochastic modeling and arbitrage pricing theory in finance. The volume is easily accessible to derivatives practitioners in the financial engineering industry.

Market Volatility proposes an innovative theory, backed by substantial statistical evidence, on the causes of price fluctuations in speculative markets. It challenges the standard efficient markets model for explaining asset prices by emphasizing the significant role that popular opinion or psychology can play in price volatility. Why does the stock market crash from time to time? Why does real estate go in and out of booms? Why do long term borrowing rates suddenly make surprising shifts? Market Volatility represents a culmination of Shiller's research on these questions over the last dozen years. It contains reprints of major papers with new interpretive material for those unfamiliar with the issues, new papers, new surveys of relevant literature, responses to critics, data sets, and reframing of basic conclusions. Included is work authored jointly with John Y. Campbell, Karl E. Case, Sanford J. Grossman, and Jeremy J. Siegel. Market Volatility sets out basic issues relevant to all markets in which prices make movements for speculative reasons and offers detailed analyses of the stock market, the bond market, and the real estate market. It pursues the relations of these speculative prices and extends the analysis of speculative markets to macroeconomic activity in general. In studies of the October 1987 stock market crash and boom and post-boom housing markets, Market Volatility reports on research directly aimed at collecting information about popular models and interpreting the consequences of belief in those models. Shiller asserts that popular models cause people to react incorrectly to economic data and believes that changing popular models themselves contribute significantly to price movements bearing no relation to fundamental shocks.

Challenging the prevailing notion among cinephiles that the auteur is an isolated genius interested primarily in individualism, Colin Burnett positions Robert Bresson as one whose life's work confronts the cultural forces that helped shape it. Regarded as one of film history's most elusive figures, Bresson (1901–1999) carried himself as an auteur long before cultural magazines, like the famed Cahiers du cinéma, advanced the term to describe such directors as Jacques Tati, Alfred Hitchcock, and Jean-Luc Godard. In this groundbreaking study, Burnett combines biography with cultural history to uncover the roots of the auteur in the alternative cultural marketplace of midcentury France.

Looks at how Robert Campeau helped precipitate the junk bond crisis

Doisneau’s photographs evoke nostalgia for the days when the now vanished Les Halles market, "the belly of Paris," sprawled across the center of the city. From fur-clad socialites to burly market porters, Doisneau captured the essence of every brand of Parisian character and the poetry in ordinary scenes: a cheery fruit seller bellowing from behind a pyramid of oranges, a fish vendor haggling over the price of the daily catch, or a mountain of floral bouquets ready to grace Parisian dinner tables. This volume exhibits some of Doisneau’s lesser-known yet extraordinary works, including six rare color photographs. Publication coincides with the ongoing long-awaited redevelopment of this Parisian hub.

Raise your options investing game to a new level through smart, focused practiceFor decades, Sheldon Natenberg’s Option Volatility & Pricing has been helping investors better understand the complexities of the option market with his clear and comprehensive explanation of trading strategies and risk management.Now, you can raise your performance to a higher level by practicing Natenberg’s methods before you enter the market. Filled with hands-on exercises designed to dramatically increase your knowledge and build your confidence, The Option Volatility and Pricing Workbook provides the necessary tools from which to build a successful options portfolio. Each exercise is preceded by clear description of the principle at hand, and each concludes with in-depth explanations of the correct answers. Hundreds of exercises cover such topics as:·Contract Settlement and Cash Flow·Expiration Profit & Loss·Theoretical Pricing·Volatility·Dynamics of Risk·Synthetic Pricing and Arbitrage·Hedging Strategies·Models and the Real WorldSuccess in option markets requires the ability to adapt to constantly changing market conditions.  This ability can only be achieved through a full and intimate understanding of the principles of option evaluation, strategy selection, risk management, and market dynamics. Whether you’re a professional or novice trader, a market maker or training manager―The Option Volatility and Pricing Workbook is an invaluable tool for achieving success in this famously tough market. 

It takes a special set of trading skills to thrive in today's intensely volatile markets, where point swings of plus or minus 200 points can occur on a weekly, sometimes daily, basis. The Volatility Course arms stock and options traders with those skills. George Fontanills and Tom Gentile provide readers with a deeper understanding of market volatility and the forces that drive it. They develop a comprehensive road map detailing how to identify its ups and downs. And they describe proven strategies and tools for quantifying volatility and confidently developing plans tailored to virtually any given market condition. The companion workbook provides step-by-step exercises to help you master the strategies outlined in The Volatility Course before putting them into action in the markets.