Giovanni Della Lunga's Books

Fourier Transform Methods in Finance

By: Umberto Cherubini,Giovanni Della Lunga,Sabrina Mulinacci,Pietro Rossi

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Fourier Transform Methods in Finance

By: Umberto Cherubini,Giovanni Della Lunga,Sabrina Mulinacci,Pietro Rossi

In recent years, Fourier transform methods have emerged as one of the major methodologies for the evaluation of derivative contracts, largely due to the need to strike a balance between the extension of existing pricing models beyond the traditional Black-Scholes setting and a need to evaluate prices consistently with the market quotes. Fourier Transform Methods in Finance is a practical and accessible guide to pricing financial instruments using Fourier transform. Written by an experienced team of practitioners and academics, it covers Fourier pricing methods; the dynamics of asset prices; non stationary market dynamics; arbitrage free pricing; generalized functions and the Fourier transform method. Readers will learn how to: compute the Hilbert transform of the pricing kernel under a Fast Fourier Transform (FFT) technique characterise the price dynamics on a market in terms of the characteristic function, allowing for both diffusive processes and jumps apply the concept of characteristic function to non-stationary processes, in particular in the presence of stochastic volatility and more generally time change techniques perform a change of measure on the characteristic function in order to make the price process a martingale recover a general representation of the pricing kernel of the economy in terms of Hilbert transform using the theory of generalised functions apply the pricing formula to the most famous pricing models, with stochastic volatility and jumps. Junior and senior practitioners alike will benefit from this quick reference guide to state of the art models and market calibration techniques. Not only will it enable them to write an algorithm for option pricing using the most advanced models, calibrate a pricing model on options data, and extract the implied probability distribution in market data, they will also understand the most advanced models and techniques and discover how these techniques have been adjusted for applications in finance. ISBN 978-0-470-99400-9

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Page Count

326

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470684925

ISBN 13

9780470684924

Structured Finance

The Object Oriented Approach

By: Umberto Cherubini,Giovanni Della Lunga

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Structured Finance

The Object Oriented Approach

By: Umberto Cherubini,Giovanni Della Lunga

Structured Finance: The Object Orientated Approach is aimed at both the finance and IT professionals involved in the structured finance business with the intention of sharing common concepts and language within the industry. The financial community (structurers, pricers and risk managers) view structured products as collections of objects under the so-called replicating portfolio paradigm. The IT community use object oriented programming (OOP) techniques to improve the software updating and maintenance process. For them structured products are collections of objects as well. Despite use of the same object concept, it looks like communication between these different professional functions has been problematic. Recently, construction of standard data structures known as FpML has begun to lay out a common definition of objects, at least for plain vanilla derivatives, both between IT and financial people and across different market players. Along this line, this book builds upon the concept of object to provide frontier treatment of structured finance issues relevant to both communities engaged in building, pricing and hedging products and people engaged in designing and up-dating the corresponding software. Structured Finance: The Object Orientated Approach will enable you to: decompose a structured product in elementary constituent financial objects and risk factors (replicating portfolio) understand the basics of object oriented programming (OOP) applied to the design of structured cash flows objects build your own objects and to understand FpML data structures available for standard products gauge risk exposures of the objects in structured products to: risk factors, their volatilities and the correlation among them (which factor are you long/short? Are you long/short volatility? Are you long/short correlation?) update your risk management system to accommodate structured products with non linear exposures and to design objects to represent, price and hedge, counterparty risk

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Page Count

298

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470512725

ISBN 13

9780470512722

Giovanni Boccaccio A Biographical Study by Edward Hutton by Giovanni Boccaccio - Delphi Classics (Illustrated)

By: Giovanni Boccaccio

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Giovanni Boccaccio A Biographical Study by Edward Hutton by Giovanni Boccaccio - Delphi Classics (Illustrated)

By: Giovanni Boccaccio

This eBook features the unabridged text of ‘Giovanni Boccaccio A Biographical Study by Edward Hutton by Giovanni Boccaccio - Delphi Classics (Illustrated)’ from the bestselling edition of ‘The Collected Works of Giovanni Boccaccio’. Having established their name as the leading publisher of classic literature and art, Delphi Classics produce publications that are individually crafted with superior formatting, while introducing many rare texts for the first time in digital print. The Delphi Classics edition of Boccaccio includes original annotations and illustrations relating to the life and works of the author, as well as individual tables of contents, allowing you to navigate eBooks quickly and easily. eBook features: * The complete unabridged text of ‘Giovanni Boccaccio A Biographical Study by Edward Hutton by Giovanni Boccaccio - Delphi Classics (Illustrated)’ * Beautifully illustrated with images related to Boccaccio’s works * Individual contents table, allowing easy navigation around the eBook * Excellent formatting of the textPlease visit www.delphiclassics.com to learn more about our wide range of titles

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Page Count

590

Publisher

Delphi Classics

Published Date

ISBN 10

1788779061

ISBN 13

9781788779067

Sicilian Stories

A Dual-Language Book

By: Giovanni Verga

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Sicilian Stories

A Dual-Language Book

By: Giovanni Verga

Outstanding selection of tales include the celebrated "Cavalleria Rusticana" (Rustic Chivalry), "Nedda," "L'amante di Gramigna" (Gramigna's Mistress), "Reverie," "Jeli the Herdsman," "Nasty Redhead," and 6 others. Introduction. Notes.

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Page Count

306

Publisher

Courier Corporation

Published Date

ISBN 10

0486121658

ISBN 13

9780486121659

Il Filostrato

By: Giovanni Boccaccio

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Il Filostrato

By: Giovanni Boccaccio

Originally published in 1986, this translated version of Giovanni Boccaccio's Il Filostrato is of particular interest as the principal source for Chaucer's great work, the Troilus. This edition includes the original Italian alongside the translation, so that even the English reader with no knowledge of Italian will be able to make out a good deal of the original assisted by a close translation.

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Page Count

510

Publisher

Routledge

Published Date

ISBN 10

0429656033

ISBN 13

9780429656033

The Decameron and Collected Works of Giovanni Boccaccio (Illustrated)

By: Giovanni Boccaccio

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The Decameron and Collected Works of Giovanni Boccaccio (Illustrated)

By: Giovanni Boccaccio

The poet and scholar Giovanni Boccaccio was a leading writer of the Italian Renaissance, now best remembered as the author of the famous compendium of tales ‘The Decameron’. Boccaccio helped lay the foundations for the humanism of the Renaissance, while raising vernacular literature to the status of the classics of antiquity. Noted for their realistic dialogue and imaginative use of character and plot, Boccaccio’s works went on to inspire Chaucer, Spenser, Shakespeare and countless other writers in the ensuing centuries. This comprehensive eBook presents Boccaccio’s collected works, with numerous illustrations, rare translations appearing in digital print for the first time, informative introductions and the usual Delphi bonus material. (Version 1) * Beautifully illustrated with images relating to Boccaccio’s life and works * Concise introductions to the novels and other texts * Multiple translations of ‘The Decameron’, including the first English translation by John Florio, 1620 * John Payne's complete translation, with all the hyperlinked footnotes - ideal for students * The original Italian text of ‘The Decameron’ * Rare translations of two novels, with individual contents tables * Images of how the books were first published, giving your eReader a taste of the original texts * Excellent formatting of the texts * The rare long poem ‘Il Filostrato’, available in no other collection * The key works of Chaucer and Shakespeare that were inspired by Boccaccio * Includes a translation of Boccaccio’s ‘De Mulieribus Claris’, first time in digital print * Features two biographies - discover Boccaccio’s intriguing life * Scholarly ordering of texts into chronological order and literary genres Please visit www.delphiclassics.com to browse through our range of exciting titles CONTENTS: The Decameron The Decameron: John Florio, 1620 The Decameron: John Payne, 1886 The Decameron: J. M. Rigg, 1903 The Decameron: Original Italian Text The Novels The Filocolo (Translated by H. G., London, 1566) The Elegy of Lady Fiammetta (Translated by Bartholomew Young, 1587) The Verse ‘The Knight’s Tale’ and ‘The Two Noble Kinsmen’ (Teseida) Il Filostrato (Translated by Hubertis Cummings) The Non-Fiction De Mulieribus Claris (Partially translated by Henry Parker, Lord Morely) The Life of Dante (Translated by James Robinson Smith) The Biographies Giovanni Boccaccio: A Biographical Study by Edward Hutton Giovanni Boccaccio by Francis Hueffer Please visit www.delphiclassics.com to browse through our range of exciting titles or to purchase this eBook as a Parts Edition of individual eBooks

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Page Count

4212

Publisher

Delphi Classics

Published Date

ISBN 10

1786561034

ISBN 13

9781786561039

The Decameron Original Italian Text by Giovanni Boccaccio - Delphi Classics (Illustrated)

By: Giovanni Boccaccio

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The Decameron Original Italian Text by Giovanni Boccaccio - Delphi Classics (Illustrated)

By: Giovanni Boccaccio

This eBook features the unabridged text of ‘The Decameron Original Italian Text by Giovanni Boccaccio - Delphi Classics (Illustrated)’ from the bestselling edition of ‘The Collected Works of Giovanni Boccaccio’. Having established their name as the leading publisher of classic literature and art, Delphi Classics produce publications that are individually crafted with superior formatting, while introducing many rare texts for the first time in digital print. The Delphi Classics edition of Boccaccio includes original annotations and illustrations relating to the life and works of the author, as well as individual tables of contents, allowing you to navigate eBooks quickly and easily. eBook features: * The complete unabridged text of ‘The Decameron Original Italian Text by Giovanni Boccaccio - Delphi Classics (Illustrated)’ * Beautifully illustrated with images related to Boccaccio’s works * Individual contents table, allowing easy navigation around the eBook * Excellent formatting of the textPlease visit www.delphiclassics.com to learn more about our wide range of titles

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Age

Page Count

1028

Publisher

Delphi Classics

Published Date

ISBN 10

1788779002

ISBN 13

9781788779005

Book's by Giovanni Della Lunga

Fourier Transform Methods in Finance

Fourier Transform Methods in Finance

Structured Finance

Structured Finance

Giovanni Boccaccio A Biographical Study by Edward Hutton by Giovanni Boccaccio - Delphi Classics (Illustrated)

Giovanni Boccaccio A Biographical Study by Edward Hutton by Giovanni Boccaccio - Delphi Classics (Illustrated)

Sicilian Stories

Sicilian Stories

Il Filostrato

Il Filostrato

The Decameron and Collected Works of Giovanni Boccaccio (Illustrated)

The Decameron and Collected Works of Giovanni Boccaccio (Illustrated)

The Decameron Original Italian Text by Giovanni Boccaccio - Delphi Classics (Illustrated)

The Decameron Original Italian Text by Giovanni Boccaccio - Delphi Classics (Illustrated)

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