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Основной контент книги Trading Option Greeks. How Time, Volatility, and Other Pricing Factors Drive Profit
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Volume 354 pages

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Trading Option Greeks. How Time, Volatility, and Other Pricing Factors Drive Profit

authors
dan passarelli,
William Brodsky J.
Читайте только на Литрес

The book cannot be downloaded as a file, but can be read in our app or online on the website.

$71.94

About the book

Veteran options trader Dan Passarelli explains a new methodology for option trading and valuation. With an introduction to option basics as well as chapters on all types of spreads, put-call parity and synthetic options, trading volatility and studying volatility charts, and advanced option trading, Trading Option Greeks holds pertinent new information on how more accurate pricing can drive profit. Most options traders focus on strategies such as covered calls, vertical spreads, butterflies and condors, and so on. But traders often don't know how to use the «greeks»—the five factors that influence an option's price—to trade more effectively. The «greeks» (Delta, Gamma, Theta, Vega, Rho) are tools to measure minute changes in an option's price based on corresponding changes in: Interest rates Time to expiration Price changes in the underlying security Volatility Dividends Using the greeks can lead to more accurate pricing information that will alert an option trader to mispriced derivatives that can be exploited for profit. In straightforward language and making use of charts and examples, Passarelli explains how to use the greeks to be a better options trader.

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Book Dan Passarelli «Trading Option Greeks. How Time, Volatility, and Other Pricing Factors Drive Profit» — read online on the website. Leave comments and reviews, vote for your favorites.
Age restriction:
0+
Release date on Litres:
05 February 2018
Volume:
354 p.
ISBN:
9780470883198
Total size:
2.3 МБ
Total number of pages:
354
Copyright holder:
John Wiley & Sons Limited
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