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


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Варианты приобретения
Цена: 5748р.
Кол-во:
Наличие: Поставка под заказ.  Есть в наличии на складе поставщика.
Склад Англия: 938 шт.  Склад Америка: 75 шт.  
При оформлении заказа до: 17 янв 2020
Ориентировочная дата поставки: начало Февраля

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Автор: Leonard Yates
Название:  High Performance Options Trading: Option Volatility & Pricing Strategies
Издательство: Wiley
Классификация:
Финансы

ISBN: 0471323659
ISBN-13(EAN): 9780471323655
ISBN: 0-471-32365-9
ISBN-13(EAN): 978-0-471-32365-5
Обложка/Формат: Hardback
Страницы: 218
Вес: 0.496 кг.
Дата издания: 15.08.2003
Серия: A marketplace book
Язык: ENG
Иллюстрации: Illustrations
Размер: 23.47 x 16.66 x 2.29 cm
Читательская аудитория: Professional & vocational
Подзаголовок: Option volatility and pricing strategies
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Англии
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





Option Trading: Pricing and Volatility Strategies and Techniques

Автор: Sinclair Euan
Название: Option Trading: Pricing and Volatility Strategies and Techniques
ISBN: 0470497106 ISBN-13(EAN): 9780470497104
Издательство: Wiley
Рейтинг:
Цена: 5748 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: * Option Trading, is the first comprehensive guide to trading options covering historical background, to contract types and market structure, to volatility measurement and forecasting, options strategies, and hedging techniques.

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: 5225 р.
Наличие на складе: Нет в наличии.

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 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: 3552 р.
Наличие на складе: Нет в наличии.

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.

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: 4964 р.
Наличие на складе: Нет в наличии.

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.

Basic Option Volatility Strategies - Understanding Popular Pricing Models

Автор: Natenberg
Название: Basic Option Volatility Strategies - Understanding Popular Pricing Models
ISBN: 159280344X ISBN-13(EAN): 9781592803446
Издательство: Wiley
Рейтинг:
Цена: 4964 р.
Наличие на складе: Нет в наличии.

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: 7315 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: 3761 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

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: 3552 р.
Наличие на складе: Поставка под заказ.

Financial models with levy processes and volatility clustering

Автор: Rachev, Svetlozar T. Kim, Young Shim Bianchi, Mich
Название: Financial models with levy processes and volatility clustering
ISBN: 0470482354 ISBN-13(EAN): 9780470482353
Издательство: Wiley
Рейтинг:
Цена: 8883 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: In this book, authors Rachev, Kim, Bianchi, and Fabozzi present readers with the notions of risk and their corresponding performance measures.  They cover a wide range of applications to financial risk management and share with readers how to implement the applications they bring forth using professional software.  Further, they introduce statistical and econometric frameworks for readers to use in modeling asset returns for large financial portfolios, techniques absolutely necessary in todays volatile markets.  In addition to theory and application, the authors give readers a host of new approaches to portfolio optimization and trading strategies.  They provide methods for computational finance; methods that are extremely useful to financial risk analysts, portfolio managers, and finance professionals.  The authors fully cover Stochastic Processes, Continuous Market Models, Discrete Market Models with Volatility Clustering, Option Pricing in Exponential Tempered Stable Models, GARCH Models, Parameter Estimations, and much more.

Volatility Trading

Автор: Sinclair Euan
Название: Volatility Trading
ISBN: 1118347137 ISBN-13(EAN): 9781118347133
Издательство: Wiley
Рейтинг:
Цена: 6009 р.
Наличие на складе: Нет в наличии.

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.

The Option Trader`s Guide to Probability, Volatility, and Timing

Автор: Jay Kaeppel
Название: The Option Trader`s Guide to Probability, Volatility, and Timing
ISBN: 047122619X ISBN-13(EAN): 9780471226192
Издательство: Wiley
Рейтинг:
Цена: 6793 р.
Наличие на складе: Нет в наличии.

Описание: A comprehensive guide that lets you play the options game with confince
Due to the uncontrollable elements associated with options, many traders find themselves without practical strategies for specific situations. The Option Trader's Guide to Probability, Volatility, and Timing offers traders a variety of strategies to trade options intelligently and confidently in any given situation. With detail and objectivity, this book sets forth risk assessment guidelines, explains risk curve analysis, discusses exit methods, and uncovers some of the biggest mistakes options traders make. The Option Trader's Guide provides readers with strategies for trading options as well as expert advice on when to implement those strategies.

Empirical Studies on Volatility in International Stock Markets

Автор: Hol Eugenie M.J.H.
Название: Empirical Studies on Volatility in International Stock Markets
ISBN: 1402075197 ISBN-13(EAN): 9781402075193
Издательство: Springer
Рейтинг:
Цена: 15894 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: Financial market volatility plays a crucial role in financial decision making, as volatility forecasts are important input parameters in areas such as option pricing, hedging strategies, portfolio allocation and Value-at-Risk calculations. The fact that financial innovations arrive at an ever-increasing rate has motivated both academic researchers and practitioners and advances in this field have been considerable. The use of Stochastic Volatility (SV) models is one of the latest developments in this area. Empirical Studies on Volatility in International Stock Markets describes the existing techniques for the measurement and estimation of volatility in international stock markets with emphasis on the SV model and its empirical application. Eugenie Hol develops various extensions of the SV model, which allow for additional variables in both the mean and the variance equation. In addition, the forecasting performance of SV models is compared not only to that of the well-established GARCH model but also to implied volatility and so-called realised volatility models which are based on intraday volatility measures. The intended readers are financial professionals who seek to obtain more accurate volatility forecasts and wish to gain insight about state-of-the-art volatility modelling techniques and their empirical value, and academic researchers and students who are interested in financial market volatility and want to obtain an updated overview of the various methods available in this area.


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