Basso Drawdown In Fast Trading Con Gli Indicatori Del Tipo Dorsey Come Fare Trading Vol 15 Book PDF, EPUB Download & Read Online Free

Predicting Sovereign Debt Crises
Author: Mr. Axel Schimmelpfennig, Nouriel Roubini, Paolo Manasse
Publisher: International Monetary Fund
ISBN: 1451919859
Pages: 41
Year: 2003-11-01
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We develop an early-warning model of sovereign debt crises. A country is defined to be in a debt crisis if it is classified as being in default by Standard & Poor''s, or if it has access to nonconcessional IMF financing in excess of 100 percent of quota. By means of logit and binary recursive tree analysis, we identify macroeconomic variables reflecting solvency and liquidity factors that predict a debt-crisis episode one year in advance. The logit model predicts 74 percent of all crises entries while sending few false alarms, and the recursive tree 89 percent while sending more false alarms.
Israel in Egypt
Author: George Frideric Handel
Publisher: Forgotten Books
ISBN: 0267176597
Pages: 198
Year: 2018-01-29
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Excerpt from Israel in Egypt: Sacred Oratorio And the children of Israel sighed by reason of the bondage, and their cry came up unto God. They oppressed them with burthens, and made them serve with rigour; and their cry came up unto God. - Ex. Ii. 23. About the Publisher Forgotten Books publishes hundreds of thousands of rare and classic books. Find more at www.forgottenbooks.com This book is a reproduction of an important historical work. Forgotten Books uses state-of-the-art technology to digitally reconstruct the work, preserving the original format whilst repairing imperfections present in the aged copy. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in our edition. We do, however, repair the vast majority of imperfections successfully; any imperfections that remain are intentionally left to preserve the state of such historical works.
FX Options and Smile Risk
Author: Antonio Castagna
Publisher: John Wiley & Sons
ISBN: 0470684933
Pages: 330
Year: 2010-02-12
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The FX options market represents one of the most liquid and strongly competitive markets in the world, and features many technical subtleties that can seriously harm the uninformed and unaware trader. This book is a unique guide to running an FX options book from the market maker perspective. Striking a balance between mathematical rigour and market practice and written by experienced practitioner Antonio Castagna, the book shows readers how to correctly build an entire volatility surface from the market prices of the main structures. Starting with the basic conventions related to the main FX deals and the basic traded structures of FX options, the book gradually introduces the main tools to cope with the FX volatility risk. It then goes on to review the main concepts of option pricing theory and their application within a Black-Scholes economy and a stochastic volatility environment. The book also introduces models that can be implemented to price and manage FX options before examining the effects of volatility on the profits and losses arising from the hedging activity. Coverage includes: how the Black-Scholes model is used in professional trading activity the most suitable stochastic volatility models sources of profit and loss from the Delta and volatility hedging activity fundamental concepts of smile hedging major market approaches and variations of the Vanna-Volga method volatility-related Greeks in the Black-Scholes model pricing of plain vanilla options, digital options, barrier options and the less well known exotic options tools for monitoring the main risks of an FX options’ book The book is accompanied by a CD Rom featuring models in VBA, demonstrating many of the approaches described in the book.

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