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Options For A New Britain

RRP $315.99

This volume is a follow up to its highly influential predecessor, "Options for Britain," which in 1995 brought together a leading group of academics and policy experts to assess the key economic, social and constitutional policy options for Britain.
A decade on and the British political world is very different. Much of the analysis in "Options for Britain" has become accepted wisdom, and many of the policy proposals have become reality. However, there is also a sense of deja vu. The Labour government has been in power for a decade and governments find it difficult to refresh themselves in power, as the legacy of their own decisions build up. It is in these historical moments that outside thinking such as that embodied within "Options for a New Britain" can have a decisive influence, helping to inform the public and key commentators, and to provide a source of ideas and inspiration.
Leading policy experts examine what has happened over the last decade across a broad range of key policy areas, what are the current challenges and what options might an incoming government- regardless of political persuasion- have to address them.


A Game Theory Analysis Of Options

RRP $546.99

Modern option pricing theory was developed in the late sixties and early seventies by F. Black, R. e. Merton and M. Scholes as an analytical tool for pricing and hedging option contracts and over-the-counter warrants. How- ever, already in the seminal paper by Black and Scholes, the applicability of the model was regarded as much broader. In the second part of their paper, the authors demonstrated that a levered firm's equity can be regarded as an option on the value of the firm, and thus can be priced by option valuation techniques. A year later, Merton showed how the default risk structure of cor- porate bonds can be determined by option pricing techniques. Option pricing models are now used to price virtually the full range of financial instruments and financial guarantees such as deposit insurance and collateral, and to quantify the associated risks. Over the years, option pricing has evolved from a set of specific models to a general analytical framework for analyzing the production process of financial contracts and their function in the financial intermediation process in a continuous time framework. However, very few attempts have been made in the literature to integrate game theory aspects, i. e. strategic financial decisions of the agents, into the continuous time framework. This is the unique contribution of the thesis of Dr. Alexandre Ziegler. Benefiting from the analytical tractability of contin- uous time models and the closed form valuation models for derivatives, Dr.


Humane Options For Dealing With A Deceased Horse's Remains

RRP $12.99

When the worst happens, what is a grieving horse owner to do? What are the options for dealing with the remains of a horse that has died? It's difficult even to consider the possibility, but it's essential and helpful to consider possible plans before such a crisis occurs. This handy little book presents four legitimate and practical alternatives for handling this difficult situation.



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