Products related to Volatility:
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Stochastic Volatility Modeling
Packed with insights, Lorenzo Bergomi’s Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including: Which trading issues do we tackle with stochastic volatility?How do we design models and assess their relevance? How do we tell which models are usable and when does calibration make sense?This manual covers the practicalities of modeling local volatility, stochastic volatility, local-stochastic volatility, and multi-asset stochastic volatility.In the course of this exploration, the author, Risk’s 2009 Quant of the Year and a leading contributor to volatility modeling, draws on his experience as head quant in Société Générale’s equity derivatives division.Clear and straightforward, the book takes readers through various modeling challenges, all originating in actual trading/hedging issues, with a focus on the practical consequences of modeling choices.
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Volatility Trading, + Website
Popular guide to options pricing and position sizing for quant traders In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors.With an accessible, straightforward approach, he guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation.This new edition includes new chapters on the dynamics of realized and implied volatilities, trading the variance premium and using options to trade special situations in equity markets. Filled with volatility models including brand new option trades for quant tradersOptions trader Euan Sinclair specializes in the design and implementation of quantitative trading strategies Volatility Trading, Second Edition + Website outlines strategies for defining a true edge in the market using options to trade volatility profitably.
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Volatility : Practical Options Theory
Gain a deep, intuitive and technical understanding of practical options theory The main challenges in successful options trading are conceptual, not mathematical. Volatility: Practical Options Theory provides financial professionals, academics, students and others with an intuitive as well as technical understanding of both the basic and advanced ideas in options theory to a level that facilitates practical options trading. The approach taken in this book will prove particularly valuable to options traders and other practitioners tasked with making pricing and risk management decisions in an environment where time constraints mean that simplicity and intuition are of greater value than mathematical formalism. The most important areas of options theory, namely implied volatility, delta hedging, time value and the so-called options greeks are explored based on intuitive economic arguments alone before turning to formal models such as the seminal Black-Scholes-Merton model. The reader will understand how the model free approach and mathematical models are related to each other, their underlying theoretical assumptions and their implications to level that facilitates practical implementation. There are several excellent mathematical descriptions of options theory, but few focus on a translational approach to convert the theory into practice.This book emphasizes the translational aspect, while first building an intuitive, technical understanding that allows market makers, portfolio managers, investment managers, risk managers, and other traders to work more effectively within—and beyond—the bounds of everyday practice. Gain a deeper understanding of the assumptions underlying options theoryTranslate theoretical ideas into practiceDevelop a more accurate intuition for better time-constrained decision making This book allows its readers to gain more than a superficial understanding of the mechanisms at work in options markets.Volatility gives its readers the edge by providing a true bedrock foundation upon which practical knowledge becomes stronger.
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Leadership Assessment for Talent Development
For professionals responsible for talent management and development, assessing competence and capability is crucial, especially in relation to recruiting the right leader.Yet talent professionals can also use leadership assessment as a positive and powerful talent development tool.Leadership Assessment for Talent Development goes beyond recruitment to position assessment as a central, strategic activity.It demonstrates how to apply a connected process that accelerates behavioural change areas and facilitates the engagement and enabling of in-house talent.This practical, forward-looking book uses authentic, engaging case studies to show how the principles of leadership assessment can work in practice.It is an essential companion for HR and talent professionals in any field who want to equip their company with the talent it needs to be fit for business success.
Price: 34.99 £ | Shipping*: 0.00 £
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What does volatility mean?
Volatility refers to the degree of variation or fluctuation in the price of a financial instrument, such as a stock, bond, or currency, over a specific period of time. High volatility indicates that the price of the asset is experiencing large and rapid changes, while low volatility suggests that the price is relatively stable. Investors often use volatility as a measure of risk, with higher volatility assets generally considered riskier investments. Traders may also use volatility to identify potential trading opportunities based on the expected price movements.
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How do you calculate volatility?
Volatility is typically calculated using standard deviation, which measures the dispersion of returns around the average return of an investment. To calculate volatility, you would first need to gather historical data on the returns of the investment over a specific period of time. Then, you would calculate the average return and the standard deviation of those returns. The standard deviation is a measure of how much the returns deviate from the average return, with higher standard deviation indicating higher volatility.
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What does 30-day volatility mean?
30-day volatility refers to the measure of how much the price of an asset, such as a stock or cryptocurrency, is expected to fluctuate over a 30-day period. It is calculated by analyzing historical price movements and is often used by investors and traders to assess the level of risk associated with an investment. A higher 30-day volatility indicates that the price of the asset is more likely to experience significant fluctuations, while lower volatility suggests more stable price movements.
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What does volatility mean in ETFs?
Volatility in ETFs refers to the degree of fluctuation in the price of the ETF over a certain period of time. High volatility indicates that the price of the ETF is experiencing large and frequent fluctuations, while low volatility suggests that the price is relatively stable. Investors often use volatility as a measure of risk, with higher volatility indicating higher risk. Traders may use volatility to make decisions on when to buy or sell an ETF based on their risk tolerance and investment goals.
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Reshaping Entrepreneurship Education With Strategy and Innovation
New small business owners are constantly pressured to play a major role in the economic growth of their respected nation.However, revitalizing how individuals think, research, teach, and implement performance strategies to improve the operations of these small businesses is critical to entrepreneurial success. Reshaping Entrepreneurship Education With Strategy and Innovation is an essential reference source that discusses strategies to overcome performance barriers as well as implementation of effective entrepreneurial processes based on a wide range of global issues.Featuring research on topics such as authentic leadership, business ethics, and social entrepreneurship, this book is ideally designed for entrepreneurs, business professionals, scholars, researchers, students, and practitioners seeking coverage on innovative performance operations of small businesses.
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The Volatility Surface : A Practitioner's Guide
Praise for The Volatility Surface "I'm thrilled by the appearance of Jim Gatheral's new book The Volatility Surface.The literature on stochastic volatility is vast, but difficult to penetrate and use.Gatheral's book, by contrast, is accessible and practical.It successfully charts a middle ground between specific examples and general models--achieving remarkable clarity without giving up sophistication, depth, or breadth." --Robert V.Kohn, Professor of Mathematics and Chair, Mathematical Finance Committee, Courant Institute of Mathematical Sciences, New York University "Concise yet comprehensive, equally attentive to both theory and phenomena, this book provides an unsurpassed account of the peculiarities of the implied volatility surface, its consequences for pricing and hedging, and the theories that struggle to explain it." --Emanuel Derman, author of My Life as a Quant "Jim Gatheral is the wiliest practitioner in the business.This very fine book is an outgrowth of the lecture notes prepared for one of the most popular classes at NYU's esteemed Courant Institute.The topics covered are at the forefront of research in mathematical finance and the author's treatment of them is simply the best available in this form." --Peter Carr, PhD, head of Quantitative Financial Research, Bloomberg LP Director of the Masters Program in Mathematical Finance, New York University "Jim Gatheral is an acknowledged master of advanced modeling for derivatives.In The Volatility Surface he reveals the secrets of dealing with the most important but most elusive of financial quantities, volatility." --Paul Wilmott, author and mathematician "As a teacher in the field of mathematical finance, I welcome Jim Gatheral's book as a significant development.Written by a Wall Street practitioner with extensive market and teaching experience, The Volatility Surface gives students access to a level of knowledge on derivatives which was not previously available.I strongly recommend it." --Marco Avellaneda, Director, Division of Mathematical Finance Courant Institute, New York University "Jim Gatheral could not have written a better book." --Bruno Dupire, winner of the 2006 Wilmott Cutting Edge Research Award Quantitative Research, Bloomberg LP
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Management, Leadership and Entrepreneurship in Pharmacy
Management, Leadership and Entrepreneurship in Pharmacy provides the knowledge, skills and confidence to assume managerial and leadership roles throughout the pharmacy profession, and to unleash full entrepreneurial potential.It brings the principles of managerial sciences to the practice of pharmacy in diverse and modern day settings. The new book is split into four sections, the first focuses on the core concepts that apply to managers, leaders and entrepreneurs including emotional intelligence and conflict management. Section two summarises managerial competencies including traditional topics of inventory management and financial literacy, but also subjects such as workplace design and workflow management. Section three focuses on leadership competencies that transcend day-to-day managerial responsibilities such as leading change and addressing ‘wicked’ problems (such as sustainability). Section four focuses on innovation and entrepreneurship, exploring topics such as the psychology of innovation, business planning and networking. The book contains helpful, supportive examples and useful resources all designed to empower, support and motivate the next generation of managers, leaders and entrepreneurs in pharmacy.
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Leadership and Management Development
Firmly established as the leading text in its field, Leadership and Management Development is the ideal core text for students on the CIPD PDS qualification and on business and HR degree programmes, both at undergraduate and postgraduate level.This 5th edition has been re-titled and revised to focus more on leadership in line with how the subject is being taught today.It also achieves a greater balance between theory and practice, supporting in depth academic and critical coverage with real life case studies and examples from industry.Further improvements include:Third author, specialising in industry and leadership, added to the prestigious line upExpanded coverage of diversity, ecology, ethics and SMEsA more international, global perspective in line with current teaching practiceCompletely revised and updated references to bring the book up to dateLearning FeaturesWeblinks and further reading enable students to explore key ideas, while 'reflect', 'conclude' and 'plan' boxes, discussion questions and group activities engage and challenge students, encouraging them to link issues with industry and form their own conclusions.WRITTEN FOR - Students on the CIPD PDS qualification and on business and HR degree programmes, both at undergraduate and postgraduate level.
Price: 49.99 £ | Shipping*: 0.00 £
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What is the meaning of volatility in chemistry?
In chemistry, volatility refers to the tendency of a substance to vaporize or evaporate at a given temperature. Substances with high volatility tend to vaporize easily, while those with low volatility do not. Volatility is an important factor in determining the behavior of substances in various chemical processes, such as distillation and evaporation. It is also a key consideration in understanding the environmental impact of certain chemicals, as highly volatile substances can easily become airborne and contribute to air pollution.
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What is the significance of molecular bonding for volatility?
Molecular bonding is significant for volatility because it determines how tightly the molecules are held together in a substance. Substances with strong molecular bonding, such as those with covalent or ionic bonds, tend to have lower volatility because the molecules are held tightly and are less likely to escape into the vapor phase. On the other hand, substances with weaker molecular bonding, such as those with van der Waals forces or hydrogen bonding, tend to have higher volatility because the molecules are held less tightly and are more likely to escape into the vapor phase. Understanding the molecular bonding of a substance is crucial for predicting its volatility and behavior under different conditions.
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What is the difference between entrepreneurship, business administration, and international management?
Entrepreneurship focuses on identifying and pursuing opportunities to create new ventures or innovate within existing organizations. Business administration involves the management and operation of a business, including functions such as finance, marketing, and human resources. International management, on the other hand, deals with the challenges and opportunities of managing businesses that operate across different countries and cultures, requiring a deep understanding of global markets and international business practices. Each field has its unique focus and skill set, but they are all interconnected and essential for successful business operations in today's global economy.
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Why does the volatility increase with increasing chain length in alkanes?
The volatility of alkanes increases with increasing chain length because longer chain alkanes have a higher boiling point and lower vapor pressure. This means that longer chain alkanes require more energy to overcome intermolecular forces and transition from the liquid to the gas phase. As a result, longer chain alkanes are less volatile and evaporate more slowly compared to shorter chain alkanes, leading to an increase in volatility with increasing chain length.
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