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...

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Detalles Bibliográficos
Autor principal: Passarelli, Dan, 1971- (-)
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.