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High Performance Options Trading: Option Volatility & Pricing Strategies, Leonard Yates


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Цена: 8002р.
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 417 шт.  Склад Америка: 75 шт.  
При оформлении заказа до: 13 авг 2021
Ориентировочная дата поставки: середина сентября

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Автор: Leonard Yates
Название:  High Performance Options Trading: Option Volatility & Pricing Strategies
Издательство: Wiley
Издательство: John Wiley & Sons
Классификация:
ISBN: 0471323659
ISBN-13(EAN): 9780471323655
Обложка/Формат: Hardback
Страницы: 218
Вес: 0.496 кг.
Дата издания: 15.08.2003
Серия: A marketplace book
Язык: English
Иллюстрации: Illustrations
Размер: 239 x 163 x 22
Читательская аудитория: Professional & vocational
Подзаголовок: Option volatility and pricing strategies
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: США
Описание: Leonard Yates has written this book based on 25 years of experience as an options trader and software programmer. Accompanied by a helpful OptionVue Software CD, this hands-on guide to the options market is a thorough resource for any trader looking to increase their practical knowledge of options.
Дополнительное описание: Кол-во стр.: 218
Формат: 237 x 161
Дата издания: 2003
Илюстрации: Illustrations
Вес: 482
Круг читателей: research, professional





Risk On, Risk Off: Volatility Trading Strategies to Enhance Portfolio Performance

Автор: McCarty
Название: Risk On, Risk Off: Volatility Trading Strategies to Enhance Portfolio Performance
ISBN: 1118151410 ISBN-13(EAN): 9781118151419
Издательство: Wiley
Рейтинг:
Цена: 5775 р.
Наличие на складе: Поставка под заказ.

Описание: Trading and hedging volatility an increasingly important topic in the wake of the 2008 financial crisis. Trading Volatility in Risky Markets will discuss how active traders can profit from the profusion of new volatility-based products and how money managers can smooth their returns by hedging volatility risk. Author Michael McCarty explains traditional and new measures of volatility; the structure and mechanics of new volatility tools; and how these tools can be used by different levels of market participants to invest, trade, and hedge more effectively. While the history of trading of volatility-based instruments is brief, McCarty combines the historic data with and analysis to provide a taxonomy of how volatility measures reflect market sentiment and directional bias. Most importantly, he provides an in-depth explanation of how VIX options, futures, exchange-traded notes so that participants will be better prepared to use these tools confidently and avoid unexpected outcomes.

Trading Options Greeks: How Time Volatility and Other Pricing Factors Drive Profits, 2nd Edition

Автор: Passarelli
Название: Trading Options Greeks: How Time Volatility and Other Pricing Factors Drive Profits, 2nd Edition
ISBN: 1118133161 ISBN-13(EAN): 9781118133163
Издательство: Wiley
Рейтинг:
Цена: 10296 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: A top options trader details a practical approach for pricing and trading options in any market condition The options market is always changing, and in order to keep up with it you need the greeks--delta, gamma, theta, vega, and rho--which are the best techniques for valuing options and executing trades regardless of market conditions.

Options volatility trading

Автор: Warner, Adam
Название: Options volatility trading
ISBN: 0071629653 ISBN-13(EAN): 9780071629652
Издательство: McGraw-Hill
Рейтинг:
Цена: 5148 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Research and floor-level knowledge of how volatile markets behave and how to best profit from them

Trading Options in Turbulent Markets: Master Uncertainty Through Active Volatility Management

Автор: Shover Larry
Название: Trading Options in Turbulent Markets: Master Uncertainty Through Active Volatility Management
ISBN: 1576603601 ISBN-13(EAN): 9781576603604
Издательство: Wiley
Рейтинг:
Цена: 3926 р.
Наличие на складе: Поставка под заказ.

Описание: Shover shows how to shape and optimize trades through practical option strategies that deliver both yield enhancement and downside protection. Light on math, the book instead emphasizes an understanding of the concepts to use options effectively. Using real-life examples and anecdotes from his experience as a trader and teacher, Shover fully engages readers in learning about options trading.

Option Volatility and Pricing Workbook, Second Edition

Автор: Natenberg Sheldon
Название: Option Volatility and Pricing Workbook, Second Edition
ISBN: 0071819053 ISBN-13(EAN): 9780071819053
Издательство: McGraw-Hill
Цена: 3926 р.
Наличие на складе: Поставка под заказ.

Semiparametric Modeling of Implied Volatility

Автор: Fengler Matthias R.
Название: Semiparametric Modeling of Implied Volatility
ISBN: 3540262342 ISBN-13(EAN): 9783540262343
Издательство: Springer
Рейтинг:
Цена: 6269 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The implied volatility surface is a key financial variable for the pricing and the risk management of plain vanilla and exotic options portfolios alike. Consequently, statistical models of the implied volatility surface are of immediate importance in practice: they may appear as estimates of the current surface or as fully specified dynamic models describing its propagation through space and time.This book fills a gap in the financial literature by bringing together both recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces: the first part of the book is devoted to smile-consistent pricing appoaches. The theory of implied and local volatility is presented concisely, and vital smile-consistent modeling approaches such as implied trees, mixture diffusion, or stochastic implied volatility models are discussed in detail. The second part of the book familiarizes the reader with estimation techniques that are natural candidates to meet the challenges in implied volatility modeling, such as the rich functional structure of observed implied volatility surfaces and the necessity for dimension reduction: non- and semiparametric smoothing techniques.The book introduces Nadaraya-Watson, local polynomial and least squares kernel smoothing, and dimension reduction methods such as common principle components, functional principle components models and dynamic semiparametric factor models. Throughout, most methods are illustrated with empirical investigations, simulations and pictures.

The Swing Trader`s Bible: Strategies to Profit from Market Volatility

Автор: McCall Smith Alexander
Название: The Swing Trader`s Bible: Strategies to Profit from Market Volatility
ISBN: 0470308265 ISBN-13(EAN): 9780470308264
Издательство: Wiley
Рейтинг:
Цена: 5486 р.
Наличие на складе: Поставка под заказ.

Описание: The majority of the time, most markets move sideways, with no discernible long-term up or down trend. The key to making money in these kinds of markets is to sell when the market is near the top of its range and buy when it`s near the bottom of its range. This book provides traders with different strategies to capitalize on market fluctuations.

Volatility Trading + CD-ROM

Автор: Sinclair
Название: Volatility Trading + CD-ROM
ISBN: 0470181990 ISBN-13(EAN): 9780470181997
Издательство: Wiley
Рейтинг:
Цена: 7146 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: In "Volatility Trading", Sinclair offers you a quantitative model for measuring volatility in order to gain an edge in your everyday option trading endeavors. With an accessible, straightforward approach, he guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. In addition, Sinclair explains the often-overlooked psychological aspects of trading, revealing both how behavioral psychology can create market conditions traders can take advantage of - and how it can lead them astray.

Psychological biases, he asserts, are probably the drivers behind most sources of edge available to a volatility trader. Your goal, Sinclair explains, must be clearly defined and easily expressed - if you cannot explain it in one sentence, you probably aren't completely clear about what it is. The same applies to your statistical edge.

If you do not know exactly what your edge is, you shouldn't trade.He shows how, in addition to the numerical evaluation of a potential trade, you should be able to identify and evaluate the reason why implied volatility is priced where it is, that is, why an edge exists. This means it is also necessary to be on top of recent news stories, sector trends, and behavioral psychology. Finally, Sinclair underscores why trades need to be sized correctly, which means that each trade is evaluated according to its projected return and risk in the overall context of your goals.

As the author concludes while we also need to pay attention to seemingly mundane things like having good execution software, a comfortable office, and getting enough sleep, it is knowledge that is the ultimate source of edge.So, all else being equal, the trader with the greater knowledge will be the more successful. This book, and its companion CD-ROM, will provide that knowledge. The CD-ROM includes spreadsheets designed to help you forecast volatility and evaluate trades together with simulation engines.

Volatility Trading

Автор: Sinclair Euan
Название: Volatility Trading
ISBN: 1118347137 ISBN-13(EAN): 9781118347133
Издательство: Wiley
Рейтинг:
Цена: 6641 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Popular guide to options pricing and position sizing for quant traders In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors.

Keene on the Market + Video: Trade to Win Using Unusual Options Activity, Volatility, and Earnings

Автор: Keene Andrew
Название: Keene on the Market + Video: Trade to Win Using Unusual Options Activity, Volatility, and Earnings
ISBN: 1118590767 ISBN-13(EAN): 9781118590768
Издательство: Wiley
Рейтинг:
Цена: 7508 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: A leading expert unveils his unique methodology for options trading Options provide a high leverage approach to trading that can significantly limit the overall risk of a trade or provide additional income.

Inside Volatility Arbitrage: The Secrets of Skewness

Автор: Alireza Javaheri
Название: Inside Volatility Arbitrage: The Secrets of Skewness
ISBN: 0471733873 ISBN-13(EAN): 9780471733874
Издательство: Wiley
Рейтинг:
Цена: 6930 р.
Наличие на складе: Поставка под заказ.

Описание: A groundbreaking new work on assessing volatility using financial econometrics to trade against "skewness" scenarios
Today's traders want to know when volatility is a sign that the sky is falling (and they should stay out of the market), and when it is a sign of a possible trading opportunity. Inside Volatility Arbitrage can help them do this. Author and financial expert Alireza Javaheri uses the classic approach to evaluating volatilitytime series and financial econometricsin a way that he believes is superior to methods presently used by market participants. He also suggests that there may be "skewness" trading opportunities that can be used to trade the markets more profitably. Filled with in-depth insight and expert advice, Inside Volatility Arbitrage will help traders discover when "skewness" may present valuable trading opportunities as well as why it can be so profitable.
ALEZA JAVAHERI, (New York, NY) PhD, CFA is an adjunct researcher in the finance and economics department of Ecole des Mines de Paris. He has worked in the financial industry for many years including in Citigroup, Lehman Brothers and Goldman Sachs. He has written numerous articles in various financial journals.

Derivatives in Financial Markets with Stochastic Volatility

Автор: Jean-Pierre Fouque
Название: Derivatives in Financial Markets with Stochastic Volatility
ISBN: 0521791634 ISBN-13(EAN): 9780521791632
Издательство: Cambridge Academ
Рейтинг:
Цена: 10007 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. It presents mathematical and statistical tools that exploit the bursty nature of market volatility. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one semester course for graduate students who have had exposure to methods of stochastic modeling and arbitrage pricing theory in finance. It is easily accessible to derivatives practitioners in the financial engineering industry.


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