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The handbook of exotic options : instruments, analysis, and applications
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ISBN: 1557389047 9781557389046 Year: 1996 Publisher: Chicago ; London : Irwin Professional Publishing,

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Provides an in-depth explanation of the various uses of exotic options by institutional investors and corporate treasurers, as well as the thinking on advanced topics. This book includes discussions of: options theory, volatility, and pricing; the Brownian Motion and the Black Scholes Model; and risk management applications of exotic options.


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Hedge fund investment management
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ISBN: 0750660074 9786610641987 1280641983 0080455131 9780080455136 9780750660075 9781280641985 6610641986 Year: 2006 Publisher: Amsterdam Boston London Elsevier/Butterworth-Heinemann

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There has been a tremendous growth in the Hedge Fund industry in recent years. It is estimated that there are more than 8000 Hedge Funds in the US alone. They have grown in popularity since the bear market of the early 2000's which convinced many people that they cannot just own stocks outright or inside mutual funds. Most investors understand mutual funds. They understand that the manager selects stocks and buys them. They also understand why they made (or lost) money in their mutual fund investments. The same thing cannot be said about Hedge Funds which come in a variety of flavors. E

Implementing credit derivatives
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ISBN: 0070472378 9780070472372 Year: 1999 Publisher: New York: McGraw-Hill,

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Volatility as an asset class : a guide to buying, selling and trading third-generation volatility products
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ISBN: 9781906348366 1906348367 Year: 2007 Publisher: London: Risk Books,

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Hedge fund investment management
Author:
ISBN: 0080455131 9780080455136 1280641983 9781280641985 9786610641987 6610641986 9780750660075 0750660074 Year: 2006 Publisher: Amsterdam Boston London Elsevier/Butterworth-Heinemann

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Abstract

There has been a tremendous growth in the Hedge Fund industry in recent years. It is estimated that there are more than 8000 Hedge Funds in the US alone. They have grown in popularity since the bear market of the early 2000's which convinced many people that they cannot just own stocks outright or inside mutual funds. Most investors understand mutual funds. They understand that the manager selects stocks and buys them. They also understand why they made (or lost) money in their mutual fund investments. The same thing cannot be said about Hedge Funds which come in a variety of flavors. E

Volatility as an asset class : a guide to buying, selling and trading third-generation volatility products.
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ISBN: 9781904339717 Year: 2007 Publisher: London Risk Publications

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Volatility in the capital markets : state of the art techniques for modelling, managing and trading volatility
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ISBN: 1888998059 Year: 1997 Publisher: Glenlake,

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Auditory neuroscience
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ISBN: 0262518023 026211318X 026228975X 9786613020109 1283020106 0262296810 9780262289757 9780262518024 9780262113182 9781283020107 6613020109 9780262296816 Year: 2011 Publisher: Cambridge, Mass. MIT Press

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An integrated overview of hearing and the interplay of physical, biological, and psychological processes underlying it.Every time we listen--to speech, to music, to footsteps approaching or retreating--our auditory perception is the result of a long chain of diverse and intricate processes that unfold within the source of the sound itself, in the air, in our ears, and, most of all, in our brains. Hearing is an "everyday miracle" that, despite its staggering complexity, seems effortless. This book offers an integrated account of hearing in terms of the neural processes that take place in different parts of the auditory system.Because hearing results from the interplay of so many physical, biological, and psychological processes, the book pulls together the different aspects of hearing--including acoustics, the mathematics of signal processing, the physiology of the ear and central auditory pathways, psychoacoustics, speech, and music--into a coherent whole.


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Auditory neuroscience : making sense of sound
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Year: 2011 Publisher: Cambridge, Mass. ; London : MIT Press,

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