home · products · affiliates · search · checkout · About Us  
 
  PRODUCT DETAIL

 All Prices are in US Dollars.

For credit card orders over USD 4,500, please contact Sales@Arbitrage-Trading.com first.

About the Cost of Shipping click Here

 
 

 

 Shopping cart
0 Product(s) in cart
Total USD 0.00
» Checkout

 

Copyright ©
Arbitrage Research and Trading Ltd

 
Home » ART Books » TG2Books
 

A Trader's Guide To Quantitative Methods - Monte Carlo Methods. Discounts Apply !
10% Discount on TG2 orders over USD 600

A Trader's Guide To Quantitative Methods - Monte Carlo Methods

e-Books have free delivery, and are "convertible" to hardcopy (see HardCopy), see details and specials at TG2 e-Books or contact TG2Books@arbitrage-trading.com.

The TG2QM: Monte Carlo Methods monograph is the most practical MC book for trading floor and risk management application. It includes not only the down to earth explanation of how and why it works, but also the code and spreadsheets.

The book and software include clear explanation and code for pricing Vanilla, Compound, Asian, American options, with/for multi-factor, term-structure, stochastic volatility, Convertible bonds, etc. Risk measurement and hedging calculations and methods are provided. In each case, much "reality impact" is included to show how/why real world effects require additional considerations/usage.

Importantly, the method is extended to show entire PaR "optimal P&L based" holding period simulation of hedging or investment strategies (with real world effects such as rebalancing, transactions cost, liquidity, etc), and includes the simulators/software.

Almost anybody working on a trading floor will be able to create/use basic MC calculators by end of the book, and do so sensibly in real world/real P&L settings.

Registered owners of other TG2 products may be eligible for additional discounts, but must first obtain "discount code", please contact TG2Books@arbitrage-trading.com

Visit TG2QM Monte Carlo for a detailed Table of Contents, and excerpts from the book, or read/write a review at TG2 Reviews, such as:

"The material is really unique. One really feels that the authors have lived the material and have been down in the 'trenches' - excellent and one-of-a-kind! ... Head of Prop Trading for a global trading house"

867 colour pages, soft cover, +software)

Visit The TG2 ... Series for information about the entire Series.

SAVE BIG with combined optional orders (please be sure make an explicit selection for each option)

TG2QM Monte Carlo:
ADD TG2QM Maths&Stats:
ADD TG2 ReadMe 1st:
ADD TG2 Bonds, Swaps, & IR - Vol1:
ADD TG2 Options - Vol1:

Email Friend Price: USD 225.00

This month's specials:

A Trader's Guide to Options - Volume 1: Products, Pricing, Structuring.

... possibly the best options book ... ever!

ARTWare: ARTLib XL® - Core Lite

Version 1.1 pre-release available now reduced to USD 599, which includes CalcPak Lite and CurveMan Lite (worth USD 199).  Now has OIS functions and "turn-key" curve generators, plus extended PosAna®  derivatives position keeping and hedge/rebalance analytics, and more.

 

ARTicles :  Derivatives for Dummies & Journalists 2nd Ed released.

 

e-Books details are here:

TG2 e-Books

 e-Books are convertible to hardcopy

see other special at  TG2 e-Books

 ARTWare suite of professional P&L-friendly software modules for directional, market-making, arbitrage, and portfolio management operations (see feature comparison)

The "TG2" Series

The "Trader's Guide to (TG2) ... Series " is the definitive reference set of books for securities and derivatives trading and risk management "for market professionals by market professionals".

Premium Support


Arbitrage Research and Trading Ltd

Info@arbitrage-trading.com

 

 

Hit Counter

 

 All Prices are in US Dollars.

For credit card orders over USD 4,500, please contact Sales@Arbitrage-Trading.com first.

About the Cost of Shipping click Here

 

Send mail to webmaster@arbitrage-trading.com with questions or comments about this web site.

Last modified: April 15, 2011                                        Click here for Privacy Policy
Copyright © Arbitrage Research and Trading Ltd