Ebooks mostly English and Pdf

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The Options Edge
McGraw-Hill Companies | 1998-12-31 | ISBN: 0070382964 | 273 pages | PDF | 4,2 MB

With his take-no-prisoners 1994 book Winner Takes All, Bill Gallacher first carved out a reputation as a no-nonsense authority on the futures trading game. Now, with The Options Edge, he focuses on the world of options on futures, exposing the shortcomings of current theoretical pricing formulae and offering a simple, understandable, and widely applicable option pricing model without invoking any complicated mathematics whatsoever. Gallacher¿s watershed book represents nothing less than a new mindset for trading options on futures, a revolutionary approach that depends less on esoteric, theoretical abstractions and more on empirical evidence gathered from the real world of options trading.

Enjoy this great book! Brought to you by SMIRK


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Rafael Romeu, Umar Serajuddin “Technical Analysis for Direct Access Trading:
A Guide to Charts, Indicators, and Other Indispensable Market Analysis Tools"
McGraw-Hill Companies | 2001-05-14 | ISBN: 0071363939 | 208 pages | PDF | 1,5 Mb


More than any other, the direct access trader depends on a keen knowledge of technical analysis--charts, oscillators, price, and volume--to determine optimal entry and exit points. Technical Analysis introduces basic charts, screens, and analysis, and covers popular analytic systems including price, volume, and volatility; support and resistance; and relative strength and trends. It also explains how to combine technical and fundamental analysis for taking advantage of the best aspects of each.



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T. W. Epps“Pricing Derivative Securities"
World Scientific Publishing Company | 2007-06-04 | ISBN: 9812700331 | 644 pages | PDF | 3,9 Mb

This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.



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By Neil Shephard, "Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)"
Oxford University Press | ISBN:0199257191 | 2005 | 534 pages | PDF | 2.5 MB

Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in which he discusses all major issues involved.



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Michael J. Panzner "JThe New Laws of the Stock Market Jungle: An Insider's Guide to Successful Investing in a Changing World"
FT Press | 2004-07-09 | ISBN: 032124785X | 320 pages | PDF | 1,4 Mb

In recent years, the stock market has undergone revolutionary change at virtually every level: new players, new technologies, new information flows, and new macroeconomic conditions. These changes are radically impacting investors, whether they know it or not.

Now, you can profit from the changes--instead of being victimized by them. Wall Street insider Michael J. Panzner will show you how. Panzner reveals how falling transaction costs and a barrage of data are transforming traditional investment patterns, and how stocks are increasingly being bought and sold like commodities. Discover the impact that electronic trading, instant messaging, and hedge funds are having on intraday volatility and short-term direction. Learn how an era of "boom and bust" have altered investor behavior and risk preferences, why today's market is increasingly emotional, and why many traditional indicators simply don't work anymore.

From the growing role of derivatives to the increasing unpredictability of seasonal and cyclical patterns, this book takes you "under the hood" of today's equity markets... so you can develop a winning investment strategy for today's new realities.



http://depositfiles.com/files/3171019

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Peter J. Tanous, "Investment Gurus A Road Map to Wealth from the World's Best Money Managers"
Prentice Hall Press (January 15, 1999) | ISBN: 0735200696 | 432 pages | PDF | 1,3 Mb

Can a smart money manager working from the outside revive a bankrupt company with his clients' massive capital and a sharp management agenda? Are "value" stocks better than "growth" stocks? Can anyone "beat the market"? Is volatility okay? What about the role of the Internet in trading? These and other questions vital to stock market investors are aired in this remarkable series of interviews with investment industry leaders by Tanous, whose firm, Lynx Investment Advisory, finds money managers for billion-dollar clients. The author brings out the financial background, strategy and tactics of such mutual-fund miracle men as Fidelity Magellan's Peter Lynch ("what happens to the company... happens to the stock"); "momentum" trader Richard Driehaus ("look for earnings surprises") and "Super Mario" Gabelli, who champions "intrinsic private market value." Other big-name trader/managers also speak out freely here. In closing, the author constructs sample "portfolios" of guru-managed mutual funds for the reader's consideration. $50,000 ad/promo; author tour.
Copyright 1996 Reed Business Information, Inc.


http://depositfiles.com/files/2605800

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Ser-Huang Poon, "A Practical Guide to Forecasting Financial Market Volatility"
Wiley; 1 edition (June 17, 2005) | ISBN: 0470856130 | 236 pages | PDF | 1,1 Mb

Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and financial market regulation. While many books address financial market modelling, no single book is devoted primarily to the exploration of volatility forecasting and the practical use of forecasting models. A Practical Guide to Forecasting Financial Market Volatility provides practical guidance on this vital topic through an in-depth examination of a range of popular forecasting models. Details are provided on proven techniques for building volatility models, with guide-lines for actually using them in forecasting applications.

http://depositfiles.com/files/2272534

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Franklin Allen, Douglas Gale, "Understanding Financial Crises"
Oxford University Press, USA (April 20, 2007) | ISBN: 019925141X | 320 pages | PDF | 3,2 Mb

What causes a financial crisis? Can financial crises be anticipated or even avoided? What can be done to lessen their impact? Should governments and international institutions intervene? Or should financial crises be left to run their course? In the aftermath of the recent Asian financial
crisis, many blamed international institutions, corruption, governments, and flawed macro and microeconomic policies not only for causing the crisis but also unnecessarily lengthening and deepening it.

Based on ten years of research, the authors develop a theoretical approach to analyzing financial crises. Beginning with a review of the history of financial crises and providing readers with the basic economic tools needed to understand the literature, the authors construct a series of increasingly
sophisticated models. Throughout, the authors guide the reader through the existing theoretical and empirical literature while also building on their own theoretical approach. The text presents the modern theory of intermediation, introduces asset markets and the causes of asset price volatility,
and discusses the interaction of banks and markets. The book also deals with more specialized topics, including optimal financial regulation, bubbles, and financial contagion.


http://depositfiles.com/files/2184888

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John Knight, Stephen Satchell, "Forecasting Volatility in the Financial Markets"
Butterworth-Heinemann; 3 edition (March 23, 2007) | ISBN: 075066942X | 432 pages | PDF | 3,1 Mb

This new edition of Forecasting Volatility in the Financial Markets assumes that the reader has a firm grounding in the key principles and methods of understanding volatility measurement and builds on that knowledge to detail cutting-edge modelling and forecasting techniques. It provides a survey of ways to measure risk and define the different models of volatility and return. Editors John Knight and Stephen Satchell have brought together an impressive array of contributors who present research from their area of specialization related to volatility forecasting. Readers with an understanding of volatility measures and risk management strategies will benefit from this collection of up-to-date chapters on the latest techniques in forecasting volatility.

Chapters new to this third edition:
* What good is a volatility model? Engle and Patton
* Applications for portfolio variety Dan diBartolomeo
* A comparison of the properties of realized variance for the FTSE 100 and FTSE 250 equity indices Rob Cornish
* Volatility modeling and forecasting in finance Xiao and Aydemir
* An investigation of the relative performance of GARCH models versus simple rules in forecasting volatility Thomas A. Silvey

* Leading thinkers present newest research on volatility forecasting
*International authors cover a broad array of subjects related to volatility forecasting
*Assumes basic knowledge of volatility, financial mathematics, and modelling


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Alireza Javaheri, "Inside Volatility Arbitrage : The Secrets of Skewness"
Wiley (September 14, 2005) | ISBN: 0471733873 | 272 pages | PDF | 1,4 Mb

Todays traders want to know when volatility is a sign that the sky is falling (and they should stay out of the market), and when it is a sign of a possible trading opportunity. Inside Volatility Arbitrage can help them do this. Author and financial expert Alireza Javaheri uses the classic approach to evaluating volatility -- time series and financial econometrics -- in a way that he believes is superior to methods presently used by market participants. He also suggests that there may be "skewness" trading opportunities that can be used to trade the markets more profitably. Filled with in-depth insight and expert advice, Inside Volatility Arbitrage will help traders discover when "skewness" may present valuable trading opportunities as well as why it can be so profitable.

Order your copy of this groundbreaking new work on assessing volatility using financial econometrics to trade against "skewness" scenarios today.


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Robert L. McDonald, "Derivatives Markets "
Addison Wesley; 2 edition (December 15, 2005) | ISBN:032128030X | 912 pages | PDF | 73,7 Mb


As financial instruments become ever more complex, McDonald's book gives a systematic treatment of the most common forms of derivatives. Providing a unified etymology that can help you understand how they work.

He groups options (puts and calls) with forward contracts like zero coupon bonds. Through numerous simple payoff graphs, as well as explanatory accompanying text, the ideas are easily grasped. The book starts with these ideas in its early chapters. Then it builds on them, to illustrate associated and often more elaborate constructs, as in insurance strategies for hedging.

Nor is the discussion confined to minimising one's risk. There is an alternative method, of deliberately speculating on volatility, for example.

The modelling of futures and options pricing is dealt with in detail. Including the seminal Black-Scholes formula and related analysis. The assumptions behind Black-Scholes are examined in detail, given the crucial influence of this on many types of pricing. The treatment gets rather advanced, invoking ideas like Monte Carlo simulations of stock prices.

The text is well suited for a graduate program in finance.


part1 http://depositfiles.com/files/2145924

part2 http://depositfiles.com/files/2146049

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John F. Summa, "Trading Against the Crowd: Profiting from Fear and Greed in Stock, Futures and Options Markets "
Wiley | ISBN:0471471216 | 206 pages | PDF | 1,6 Mb


Efficient market theorists contend that markets are random and thus not predictable. With the publication of Trading Against theCrowd, however, noted author, economist, and professional trader John Summa convincingly shows that investor sentiment can be incorporated into profitable stock and stock market trading systems. In this groundbreaking book, Summa explains how to use popular gauges of crowd psychology, such as put/call ratios, option-implied volatility, short sales, investor surveys, and advisory opinion to trade against, or contrary to, prevailing market sentiment. He also makes compelling arguments against the efficient markets hypothesis with the presentation of his own quantitative weekly bear and bull news-flow intensity indices, which he builds from news scans. This data series, and other popular measures of crowd psychology, are processed through custom indicators that are programmed into profitable trading systems, such as Squeeze Play I & II, Tsunami Sentiment Wave, and the Fourth Estate. Trading Against the Crowd is the first book to provide a comprehensive assessment of investor crowd psychology, offering valuable market timing tools and trading techniques, including: MetaStock and Trade Station system and custom indicator code; comparative statistical studies of CBOE, OEX, and equity-only put/call ratios; straightforward instructions for combining price triggers with sentiment indicators; a practical guide to understanding put/call ratios, short sales, investor surveys, newsletter opinion, and stock market news-flow intensity; how to use LEAP options as trading vehicles to avoid use of stop loss orders; use of put/call ratios for trading the Treasury bond futures market; and test results and evaluation of trading system performance. Many of today’s professional money managers rely on investor sentiment for improved market timing. They know that at extremes of market sentiment, markets tend to be the most predictable.Trading Against the Crowd shows how you can begin to profit from these short- to medium-term sentiment waves generated by the actions of the speculative crowd. Put into practice powerful sentiment data using thoroughly back-tested trading systems, and rise above the herd mentality of the investor crowd, where potentially large profits await.


http://depositfiles.com/files/2136370

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«Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance)»
Fabrice Douglas Rouah / Gregory Vainberg | Wiley | ISBN: 0471794643 | April 13, 2007 | 441 pages | PDF | 11 Mb

A practical guide to implementing advanced option pricing models and stochastic volatility using Excel/VBA This book offers practitioners the tools and techniques needed to use advanced models for pricing options and obtaining volatility. Divided into three comprehensive parts, Option Pricing Models and Volatility Using Excel/VBA describes cutting-edge option pricing formulas and stochastic volatility models. This book also includes a CD-ROM that contains Excel spreadsheets and VBA functions to implement all of the models presented in the book. Accessible and informative, Option Pricing Models and Volatility Using Excel/VBA is the perfect guide for those who realize the value of more advanced models and want to understand the math behind them. Fabrice Douglas Rouah (Montreal, ON, Canada) is a Montreal Institute of Financial Mathematics (IFM2) Scholar and is currently with McGill University in Montreal. Greg Vainberg (Montreal, ON, Canada) is a Corporate Risk Specialist at a large consulting firm in Montreal. He is also the creator of the top finance and math VBA site on Google.

Praise for Option Pricing Models & Volatility Using Excel-VBA

"Excel is already a great pedagogical tool for teaching option valuation and risk management. But the VBA routines in this book elevate Excel to an industrial-strength financial engineering toolbox. I have no doubt that it will become hugely successful as a reference for option traders and risk managers."
--Peter Christoffersen, Associate Professor of Finance, Desautels Faculty of Management, McGill University

"This book is filled with methodology and techniques on how to implement option pricing and volatility models in VBA. The book takes an in-depth look into how to implement the Heston and Heston and Nandi models and includes an entire chapter on parameter estimation, but this is just the tip of the iceberg. Everyone interested in derivatives should have this book in their personal library."
--Espen Gaarder Haug, option trader, philosopher, nd author of Derivatives Models on Models

"I am impressed. This is an important book because it is the first book to cover the modern generation of option models, including stochastic volatility and GARCH."
--Steven L. Heston, Assistant Professor of Finance, R.H. Smith School of Business, University of Maryland
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Why CEO's Fail: The 11 Behaviors That Can Derail Your Climb to the Top and How to Manage Them by David L., PhD Dotlich (Author), Peter C., PhD Cairo (Author), PhD, David L. Dotlich (Author), PhD, Peter C. Cairo (Author)
Publisher: Jossey-Bass; 1 edition (April 15, 2003) | ISBN-10: 0787967637 | PDF | 1 Mb | 200 pages

Businesses are often defined by the personalities at the top. Enron's Jeff Skilling and Tyco's Dennis Kozlowski rose through the ranks with their single-minded determination and abrasive styles, but also saw their careers-and companies-fail spectacularly because of those same traits. Management consultants Dotlich and Cairo diagnose the behaviors that can sink even the most talented businesspeople. Whether it's arrogance, aloofness, volatility or any of the other personality flaws they've singled out, the authors encourage CEOs to throttle back on Type A brashness and focus more on team-building that will create a loyal and honest staff. It's an original melange of business smarts and accessible psychology, and the authors' able storytelling brings their diagnoses to life. Unfortunately, after pointing out everything CEOs are doing wrong, they don't spend much time on what they should do instead; a quick wrap-up chapter on successful managing techniques is all that's offered. But as a dissection of the leadership flaws that saw so many executives crash and burn over the last couple of years, this is a book without peer.
Copyright 2003 Reed Business Information, Inc.




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A Currency Options Primer (The Wiley Finance Series) by Shani Shamah (Author)
Publisher: Wiley (March 19, 2004) | ISBN-10: 0470870362 | PDF | 1,6 Mb | 210 pages

"In recent years, currencies of major industrial nations have fluctuated widely in response to trade imbalances, interest rates, commodity prices, and political uncertainty. The pressure to maintain currency parity has led to the breakdown of many exchange rate mechanisms, and has forced the need for active foreign exchange hedging decisions to prevent the erosion of profit margins. To counteract this worldwide market volatility, currency options were developed as an alternative risk management tool to the spot and forward foreign exchange market, and owe their existence to the demands of foreign exchange users for alternative hedging and exposure management techniques. This essentially practical book gives a thorough and comprehensive guide to currency options, with clear explanations of the technicalities. It should become recommended reading for many business courses, and will be of interest to new recruits and junior members in investment and merchant banks; to Forex specialist firms; to Treasury institutions; and to investors who require a quick guide within a trading and sales environment. "




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