Forex Books - page 103

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Peter Leoni, "The Greeks and Hedging Explained" : the book

Most books on financial derivatives focus on either the investment side of the business or on the mathematical models to price them. However, there is a huge gap between how quantitative researchers and analysts, and traders, structurers, and risk managers look at derivatives problems, and in how they respond.

This book fills a gap for a technical but not impenetrable guide to hedging options, and the "Greek" (Theta, Vega, Rho, and Lambda) - parameters that represent the sensitivity of derivatives prices. Taking the viewpoint of the front office practitioner, the book introduces the various option hedging strategies and the mathematics behind them in a concise but thorough manner. The book begins at an elementary level, with an introduction to the Black-Scholes formula (upon which most quantitative finance is built) from a practitioner perspective. Hedging Options and Greeks Explained then develops the many themes that are omitted from many textbooks but which actually make up most of what happens in practice – including the effect of day conventions, interest rates, and sticky deltas. The book will feature numerous illustrations, worked examples, and, where appropriate, highlight market conventions over academic assumption.

Hedging Options and Greeks Explained will be a welcome addition to the Financial Engineering Explained series and serve as a foundation text for some of the more complex titles in the series.
 

The Money Machine: How the City Works : the book

In this excellent guide, now fully revised and updated, leading financial journalist Philip Coggan cuts through the headlines, the scandals and the jargon to explain the nuts and bolts of the financial system.

What causes the pound to rise or interest rates to fall? Which are the institutions that really matter? Why is it we need the Money Machine - and what happens when it crashes? Coggan provides clear and concise answers and shows why we should all be more familiar with a system we so intimately depend upon.
 

Tom DeMark – Trading Indicators for the 21th Century :

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At Last, You Can Discover Secrets Previously Available Only to Big-Money Traders at a Cost of $100,000 or More!

Imagine what it would be like if you could scan the markets and instantly see opportunities that can make you big money. During the last 25 years, Tom DeMark has invented dozens of proprietary technical indicators designed to do just that.

Now Tom has agreed to share his most potent trading weapons in this exciting new workshop available only from Futures Learning Center.

Here is what you?ll learn:

Volume 1: Trading Exaggerated Market Moves

•Identifying low-risk entry zones in virtually any market

•How to pinpoint potential trend reversals when a low-risk buy or sell zone has been identified

•Using Tom?s indicators to locate potential trend reversals

•Combining Tom?s indicators with additional filters to improve your market timing

Volume 2: Identifying Market Turns Before the Crowd

•Identifying tops and bottoms before other traders spot them

•Applying the two phases of Sequential to price charts

•Determining if a low-risk buy or sell zone might be successful or if the previous trend will continue? Where to ?draw the line? and when to disqualify a previously identified low-risk buy or sell zone before a trade confirmation occurs

Volume 3: Anticipating Trend Changes for Big Profits

•How to anticipate potential trend changes more quickly

•Identifying price exhaustion zones using TD Combo

•How to use TD Combo with TD Sequential to identify low-risk buy and sell zones

•An introduction to TDST, Tom?s most significant contribution to market timing

•Defining trend reversals and support and resistance zones

•Using TDST to determine whether or not the Countdown phase of TD Sequential or TD Combo will go to completion

Volume 4: Projecting Tops and Bottoms

•Calculating and applying TD Trend Factor to price charts

•Using TD Trend Factor to predict high probability upside and downside objectives

•Projecting retracements and tops or bottoms using TD Trend Factor

•Applying Relative Retracement to recent price advances or declines to determine where short- and/or long-term support and resistance levels may occur

•How to use Absolute Retracement to calculate support levels for markets that are trading at all-time highs

Volume 5: Identifying Real Trendline Breakouts

•Using trendline breakouts to create consistent indicators

•How to identify false breakouts and price exhaustion zones with more precision

•Identifying and constructing TD Lines and using them to confirm low-risk buy or sell zones

•Combining TD Diff with TD Open to confirm the identification of TD Sequential and TD Combo low-risk buy and sell zones

Volume 6: Determining the Duration of Market Moves

•Using Tom?s indicators to determine the duration of market moves

•How to use a simple moving average technique to confirm a trend change when a low-risk buy or sell zone has been identified

•Using TD Channels to alert you to a possible change in the direction of a trend ? and how to take

•advantage of the opportunity when it occurs

•How to construct your own oscillator using an oscillator ?shell?

•Identifying potential price breakouts using a price compression approach

 

A-Z Fibonacci Analysis - Carolyn Boroden :

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This:

Price Analysis

•Focus on current markets and trade setups in a variety of markets

•Fibonacci Price clusters

•Symmetry setups

•Two-step patterns

Timing

•How to run Fibonacci Time Projections using two points and three points

•Learn how these time projections can traders of potential change in trend

•Demonstrate the Automated Fibonacci Time Clusters tool within the Dynamic Trader

Trade Entry & Risk Management

•Trade ENTRY techniques

•Where to place stop loss orders

•Trade management including suggestions on how to trail up stops
 

Financial Markets and Martingales: Observations on Science and Speculation by A. Thomas : the book

Financial markets, ruling both industrial and commercial development, dominate today’s economies. The mathematics that supports the financial markets is what the economy depends on as a whole; mathematical formulae underlay the functions of major banks.
 

"The Gold Standard: Rules to Rule By" by Ari Gold : the book

Ari Gold, after years of dominating the Hollywood agency scene, finally offers invaluable tips and advice on how to be as successful in work and in life as Gold himself.

Ari Gold is known for his ruthless approach to deal-making and client relationships that made him one of, if not the, most powerful and sought-after agents in Hollywood until he retired in 2011. In his new book THE GOLD STANDARD, Gold will illuminate, for the first time, his unique, effective and, some would say, outrageous philosophies on running a successful business, client management, employee motivation, keeping a happy home life, and other keys to his many successes. Brash, emphatic, instructive and always wise, Gold's book will rival business and leadership bestsellers the world over. In his own words and with his trademark enthusiasm, Gold's tome will be the only book anyone wanting to make something of him or herself will ever need.

Ari Gold says: "In my humble opinion, if you want to run a successful business this is the only
 

Stochastic Finance: An Introduction with Market Examples by Nicolas Privault : the book

Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time financial models without friction, emphasizing the complementarity of analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of finance and stochastic calculus, and builds up to special topics, such as options, derivatives, and credit default and jump processes. It details the techniques required to model the time evolution of risky assets.

The book discusses a wide range of classical topics including Black–Scholes pricing, exotic and American options, term structure modeling and change of numéraire, as well as models with jumps. The author takes the approach adopted by mainstream mathematical finance in which the computation of fair prices is based on the absence of arbitrage hypothesis, therefore excluding riskless profit based on arbitrage opportunities and basic (buying low/selling high) trading.

With 104 figures and simulations, along with about 20 examples based on actual market data, the book is targeted at the advanced undergraduate and graduate level, either as a course text or for self-study, in applied mathematics, financial engineering, and economics.

 

Robert D. Edwards, John Magee, W.H.C. Bassetti, "Technical Analysis of Stock Trends, Ninth Edition" : the book

Based on the research and experience of Dow, Schabacker, and Edwards, Technical Analysis of Stock Trends, Ninth Edition presents proven techniques, methods, and procedures for success, even in today’s unpredictable markets.

New and updated material on

* Dow Theory and long term investing, including new tables of performance and risk

* Magee’s Basing Points Procedure, a previously little noticed gem

* The use of Edwards and Magee’s methodology in the futures and commodities area

* The Turtle systems and procedures manual for futures trading

* More than 25 new charts, each an analysis and trading lesson in itself for the modern context

* Innovative connection to internet material which makes the book easier and more informative to use at edwards-magee.com

This irreplaceable guide presents a current perspective while maintaining the time proven material of the previous editions. Technical Analysis of Stock Trends, Ninth Edition features updated and to the moment material on Pragmatic Portfolio Theory, entry and stop setting procedures at all fractal scales and includes strategic and tactical procedures and techniques.
 

Quantitative Finance: Back to Basic Principles (Applied Quantitative Finance) by Adil Reghai : the book

The series of recent financial crises has thrown open the world of quantitative finance and financial modeling. The era of stochastic calculus is over and the time of Ito derivation as a unique tool of modelling is at an end. Today, quants need a broad

modeling skill set – one that transcends mathematics to price and hedge financial products safely and effectively, but that also takes into account that we now live in a world of more frequent crises, fatter tail risk and the optimized search for alpha.

Quantitative Finance: Back to Basic Principles brings together new and proven methodologies from finance, physics and engineering, along with years of industry and academic experience to provide a cookbook of models for dealing with the challenges of today's markets. It begins by looking at approaches to vanilla and exotic options – including barrier, binary and American options. It then addresses the Black–Scholes conundrum – is it effective? The book then progresses to look at other pricing and valuation models commonly used in the industry, including terminal smile, stochastic volatility and more before confronting all the key challenges in model calibration and implementation.

The book also provides an original perspective on quantitative investment, providing recipes to help practitioners avoid the overfitting problem. It illustrates how risk neutral models can be effective tools for measuring the toxicity of investment strategies, and bridges the gap between stochastic calculus and statistics to illustrate an efficient framework for practical model development.

Written for quantitative practitioners in banks and asset managers, Quantitative Finance: Back to Basic Principles provides a toolkit and robust methodology which will enable practitioners to confront new and unforeseen pricing and valuation challenges. It offers new insights and methodologies for building models and enabling them to evolve over time, with a framework that adapts to different market regimes and different regulation
 

Frank Beichelt, "Stochastic Processes in Science, Engineering and Finance" : the book

This book presents a self-contained introduction to stochastic processes with emphasis on their applications in science, engineering, finance, computer science, and operations research. It provides theoretical foundations for modeling time-dependent random phenomena in these areas and illustrates their application by analyzing numerous practical examples.

The treatment assumes few prerequisites, requiring only the standard mathematical maturity acquired by undergraduate applied science students. It includes an introductory chapter that summarizes the basic probability theory needed as background. Numerous exercises reinforce the concepts and techniques discussed and allow readers to assess their grasp of the subject. Solutions to most of the exercises are provided in an appendix. While focused primarily on practical aspects, the presentation includes some important proofs along with more challenging examples and exercises for those more theoretically inclined.

Mastering the contents of this book prepares readers to apply stochastic modeling in their own fields and enables them to work more creatively with software designed for dealing with the data analysis aspects of stochastic processes.
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