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.
Автор: Warner, Adam Название: Options volatility trading ISBN: 0071629653 ISBN-13(EAN): 9780071629652 Издательство: McGraw-Hill Рейтинг: Цена: 8578.00 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
Автор: Sinclair Название: Volatility Trading + CD-ROM ISBN: 0470181990 ISBN-13(EAN): 9780470181997 Издательство: Wiley Рейтинг: Цена: 9187.00 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.
Автор: Natenberg Название: Option Volatility Trading Strategies ISBN: 1592802923 ISBN-13(EAN): 9781592802920 Издательство: Wiley Рейтинг: Цена: 7920.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents two simple generalizations of commutative rings. They form (co)-complete categories, that contain commutative (semi-) rings. But they also contains the ""integers"" (and ), and the ""residue fields"" (and ), of the real (and complex) numbers. Here is the collection of unit balls, and is the collection of spheres augmented with a. The initial object is ""the field with one element"".
Автор: Bergomi Название: Stochastic Volatility Modeling ISBN: 1482244063 ISBN-13(EAN): 9781482244069 Издательство: Taylor&Francis Рейтинг: Цена: 14239.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Packed with insights, Lorenzo Bergomi's Stochastic Volatility Modeling explains how stochastic volatility is used to address issues arising in the modeling of derivatives, including:
Which trading issues do we tackle with stochastic volatility?
How do we design models and assess their relevance?
How do we tell which models are usable and when does calibration make sense?
This manual covers the practicalities of modeling local volatility, stochastic volatility, local-stochastic volatility, and multi-asset stochastic volatility. In the course of this exploration, the author, Risk's 2009 Quant of the Year and a leading contributor to volatility modeling, draws on his experience as head quant in Soci t G n rale's equity derivatives division. Clear and straightforward, the book takes readers through various modeling challenges, all originating in actual trading/hedging issues, with a focus on the practical consequences of modeling choices.
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.
Описание: This book focuses on the impact of high-frequency data in forecasting market volatility and options price. New technologies have created opportunities to obtain better, faster, and more efficient datasets to explore financial market phenomena at the most acceptable data levels. It provides reliable intraday data supporting financial investment decisions across different assets classes and instruments consisting of commodities, derivatives, equities, fixed income and foreign exchange. This book emphasises four key areas, (1) estimating intraday implied volatility using ultra-high frequency (5-minutes frequency) currency options to capture traders' trading behaviour, (2) computing realised volatility based on 5-minute frequency currency price to obtain speculators' speculation attitude, (3) examining the ability of implied volatility to subsume market information through forecasting realised volatility and (4) evaluating the predictive power of implied volatility for pricing currency options. This is a must-read for academics and professionals who want to improve their skills and outcomes in trading options.
Автор: Adam S. Iqbal Название: Volatility: Practical Options Theory ISBN: 111950161X ISBN-13(EAN): 9781119501619 Издательство: Wiley Рейтинг: Цена: 7920.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
