The Skew-Normal and Related Families, Azzalini Adelchi

Автор: Goldman Seth
Название: Trading Volatility Using Correlation, Term Structure and Skew: Learn to Successfully Trade VIX, Uvxy, Tvix, Vxxb & Svxy
ISBN: 9563101235 ISBN-13(EAN): 9789563101232
Издательство: Неизвестно
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Цена: 2068.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание:

Trading Volatility Using Correlation, Term Structure and Skew: Learn to successfully trade VIX, UVXY, TVIX, VXXB & SVXY

If you wanted to learn more about Trading Volatility - tickers like UVXY, TVIX, VXXB & SVXY then this book is for you. The book discusses how the VIX related ETFs/ETNs are priced and introduces you to an innovative & logical strategy of portfolio carrying UVXY, VXXB & TVIX shorts long-term, and credit spreads with options. The book discusses why going long volatility is generally unwise.

The book explains "risk management."

One of the best resources out there for the volatility community.

About the Author

Seth Goldman is a portfolio manager within the Multi-Asset Strategy Group at Interactive Investment.
Goldman has previously worked at Banco Santander as Head of Quantitative and Derivative Strategy, and Barclays Capital. Goldman studied Mathematics and Electrical Engineering and Finances at Stanford University.

Автор: Lachos D?vila
Название: Finite Mixture of Skewed Distributions
ISBN: 3319980289 ISBN-13(EAN): 9783319980287
Издательство: Springer
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Цена: 6986.00 р.
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Описание: This book presents recent results in finite mixtures of skewed distributions to prepare readers to undertake mixture models using scale mixtures of skew normal distributions (SMSN).