Visual Quantitative Finance A New Look at Option Pricing, Risk Management, and Structured Securities

作者 Michael Lovelady

这本书的内容其实很多书都在介绍，但特点在可视化。 数据可视化是分析结果 被广泛认同和被理解的重要工具，也是视觉再次发现的途径。所以，数据科学领域的同仁需要重视这个技术。书的目录如下，我还没有看完，所以不做个人书评。唯一评价：可视化是要点赞的。

由于比较重要，按论坛的要求 定价为此级别最低价格： 10  喜欢的人去下 去学 去做

目录如下 但拷贝出来成这个样子很不爽

Contents
Preface

Chapter 1 Introduction Growth in Structured Securities Growing Emphasis on Low Volatility and Dividends Criticisms of Structured Securities Demand for Quantitative Skills Direction of Quantitative Finance When I Realized It Might Be Easier Try Again The Spreadsheet Visualizing the Result What It Means and Why It Works: A Nontechnical Overview It Doesn’t Get Too Complicated An Integrated View of Risk Management Endnotes

Chapter 2 Random Variables and Option Pricing Random Variables Building the Spreadsheet Correcting the Mistake Optional: Additional Resources

Chapter 3 An Overview of Option Pricing Methods The Black-Scholes Formula Black-Scholes Assumptions The Binomial Option Pricing Method Monte Carlo Methods Putting Visual Quant in Context Additional Reading, Advanced Topics, and Resources Endnotes


Chapter 4 Value-at-Risk and Conditional Value-at-Risk How Likely Is Something? Value-at-Risk 5
Multiple Stock VaR Stock and Option VaR Conditional Value-at-Risk


Chapter 5 Full Black-Scholes Model Adding Functionality to the Model Stock Return Mean (Cell G3) Stock Return Standard Deviation (Cell G4) Discount Factor Stock Price Median Summary of New Formulas Pricing Put Options Effects of Assumption Changes Endnote


Chapter 6 The Lognormal Distribution and Calc Engine Definition of the Lognormal Distribution The Forward Equation Cross Reference: Stochastic Differential Equations The Backward Equation The Calc Engine Assigning Probabilities Setting the Stock Price Range Visualizing Option Pricing As Normal or Lognormal


Chapter 7 Investment Profiles and Synthetic Annuities What Is a Synthetic Annuity, and How Does It Work? The Investment Profile Assigning Probabilities Using Implied Volatility Using Options to Reshape the Investment Profile Adjusting the Profile for Behavioral Finance Concentrated Stock Example The Synthetic Annuity in Turbulent Markets


Chapter 8 Stock-Only Investment Profile The Purpose and Context of the Model The Stock-Only Investment Profile 6
The Calc Engine The Stock-Only Profit Calculation Adding the Chart Test: Stock-Only Investment Profile


Chapter 9 Adding Options to the Model Long Put Profit Short Put Expected Values Black-Scholes Add-In The Heading Formulas Delta Formulas Time Value and Total Premium Formulas


Chapter 10 Option Investment Profiles Long Call Option Investment Profile Short Call Option Long Put Option Short Put Option


Chapter 11 Covered Calls, Condors, and SynAs Covered Call Investment Profile Put–Call Parity Iron Condor Investment Profile Synthetic Annuity (SynA) Investment Profile Adding a Customized Utility Function Endnotes


Chapter 12 Understanding Price Changes Investing in XYZ Attribution: Explaining Why the Option Price Changed Endnote


Chapter 13 The Greeks The Option Greeks Calculating Greeks: Formulas, Models, and Platforms Delta Theta 7
Vega Introduction to


Chapters 14, “Tracking Performance,” and 15, “Covered Synthetic Annuities”
Chapter 14 Tracking Performance Tracking Template TradeStation Platform Putting It All Together: Synthetic Annuity Overview


Chapter 15 Covered Synthetic Annuities Covered Synthetic Annuity (CSynA) Example: Deere & Company The Standard CSynA Supplemental Material: The CBOE S&P 500 BuyWrite Index BXM Study by Callan Associates
Index

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