Options and the volatility risk premium
Master the new edge in options trades: the hidden volatility risk premium that exists in options for every major asset class. One of the most exciting areas of recent financial research has been the study of how the volatility implied by option prices relates to the volatility exhibited by their und...
| Otros Autores: | |
|---|---|
| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
[Place of publication not identified]
FT Press
2011
|
| Edición: | 1st edition |
| Colección: | FTPress Delivers insights for the agile investor on options
|
| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629129806719 |
| Sumario: | Master the new edge in options trades: the hidden volatility risk premium that exists in options for every major asset class. One of the most exciting areas of recent financial research has been the study of how the volatility implied by option prices relates to the volatility exhibited by their underlying assets. Here, I’ll explain the concept of the volatility risk premium, present evidence for its presence in options on every major asset class, and show how to estimate, predict, and trade on it.... |
|---|---|
| Notas: | Bibliographic Level Mode of Issuance: Monograph |
| Descripción Física: | 1 online resource ([22] p.) : ill |
| Bibliografía: | Includes bibliographical references (p. [20]-[21]). |
| ISBN: | 9780132756129 9781283003742 9786613003744 9780132756105 |
