Trading options Greeks how time, volatility, and other pricing factors drive profits
"A top options trader details a practical approach for pricing and trading options in any market conditionThe 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 executi...
Autor principal: | |
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Formato: | Libro electrónico |
Idioma: | Inglés |
Publicado: |
Hoboken, N.J. :
Wiley
2012.
|
Edición: | 2nd ed |
Colección: | Bloomberg financial series
Bloomberg financial series. |
Materias: | |
Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009628480906719 |
Tabla de Contenidos:
- pt. 1. The basics of option greeks
- pt. 2. Spreads
- pt. 3. Volatility
- pt. 4. Advanced option trading.