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Volatility: Practical Options Theory, Adam S. Iqbal


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Цена: 7920.00р.
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Автор: Adam S. Iqbal
Название:  Volatility: Practical Options Theory
ISBN: 9781119501619
Издательство: Wiley
Классификация:
ISBN-10: 111950161X
Обложка/Формат: Hardback
Страницы: 208
Вес: 0.67 кг.
Дата издания: 07.11.2018
Серия: Finance & accounting
Язык: English
Размер: 160 x 236 x 20
Читательская аудитория: Professional & vocational
Ключевые слова: Finance & accounting
Подзаголовок: Practical options theory
Ссылка на Издательство: Link
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Поставляется из: Англии
Описание:

Gain a deep, intuitive and technical understanding of practical options theory

The main challenges in successful options trading are conceptual, not mathematical. Volatility: Practical Options Theory provides financial professionals, academics, students and others with an intuitive as well as technical understanding of both the basic and advanced ideas in options theory to a level that facilitates practical options trading. The approach taken in this book will prove particularly valuable to options traders and other practitioners tasked with making pricing and risk management decisions in an environment where time constraints mean that simplicity and intuition are of greater value than mathematical formalism.

The most important areas of options theory, namely implied volatility, delta hedging, time value and the so-called options greeks are explored based on intuitive economic arguments alone before turning to formal models such as the seminal Black-Scholes-Merton model. The reader will understand how the model free approach and mathematical models are related to each other, their underlying theoretical assumptions and their implications to level that facilitates practical implementation.

There are several excellent mathematical descriptions of options theory, but few focus on a translational approach to convert the theory into practice. This book emphasizes the translational aspect, while first building an intuitive, technical understanding that allows market makers, portfolio managers, investment managers, risk managers, and other traders to work more effectively within--and beyond--the bounds of everyday practice.

  • Gain a deeper understanding of the assumptions underlying options theory
  • Translate theoretical ideas into practice
  • Develop a more accurate intuition for better time-constrained decision making

This book allows its readers to gain more than a superficial understanding of the mechanisms at work in options markets. Volatility gives its readers the edge by providing a true bedrock foundation upon which practical knowledge becomes stronger.




High Performance Options Trading: Option Volatility & Pricing Strategies

Автор: Leonard Yates
Название: High Performance Options Trading: Option Volatility & Pricing Strategies
ISBN: 0471323659 ISBN-13(EAN): 9780471323655
Издательство: Wiley
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Цена: 8712.00 р.
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Описание: The essential resource for the successful option trader High Performance Options Trading offers a fresh perspective on trading options from a seasoned options trader programmer/engineer, Leonard Yates. Drawing on twenty-five years of experience as an options trader and software programmer, Yates has written this straightforward guide.

Options volatility trading

Автор: Warner, Adam
Название: Options volatility trading
ISBN: 0071629653 ISBN-13(EAN): 9780071629652
Издательство: McGraw-Hill
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Цена: 8578.00 р.
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Описание: Research and floor-level knowledge of how volatile markets behave and how to best profit from them

Semiparametric Modeling of Implied Volatility

Автор: Fengler Matthias R.
Название: Semiparametric Modeling of Implied Volatility
ISBN: 3540262342 ISBN-13(EAN): 9783540262343
Издательство: Springer
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Цена: 8384.00 р.
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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.

Dynamic Models for Volatility and Heavy Tails

Автор: Harvey
Название: Dynamic Models for Volatility and Heavy Tails
ISBN: 1107034728 ISBN-13(EAN): 9781107034723
Издательство: Cambridge Academ
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Цена: 15682.00 р.
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Описание: This book presents a statistical theory for a class of nonlinear time-series models. It has particular relevance for the modeling of volatility in financial time series but the overall approach will be of interest to econometricians and statisticians in a variety of disciplines.

Stochastic Volatility in Financial Markets

Автор: Mele, Antonio, Fornari, Fabio
Название: Stochastic Volatility in Financial Markets
ISBN: 1461370450 ISBN-13(EAN): 9781461370451
Издательство: Springer
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Цена: 23757.00 р.
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Описание: Stochastic Volatility in Financial Markets presents advanced topics in financial econometrics and theoretical finance, and is divided into three main parts.

The Volatility Smile

Автор: Derman Emanuel
Название: The Volatility Smile
ISBN: 1118959167 ISBN-13(EAN): 9781118959169
Издательство: Wiley
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Цена: 10771.00 р.
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Описание: The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance.

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
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Цена: 10296.00 р.
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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.


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