Titolo: Trading Option Greeks: How Time, Volatility,...
Casa editrice: Bloomberg Press
Data di pubblicazione: 2008
Condizione libro: very good
Gently used. Expect delivery in 20 days. Codice inventario libreria 9781576602461-3
Veteran options trader Dan Passarelli explains a new methodology for option trading and valuation based on the ?greeks??the five factors that influence an option?s price. Using the greeks can lead to more accurate pricing information that will lead to trading opportunities. The ?greeks? (Delta, Gamma, Theta, Vega, Rho) are tools for measuring minute changes in an option?s price based on corresponding changes in: interest rates, time to expiration, price changes in the underlying security, volatility, and dividends. In straightforward language and making use of charts and examples, Passarelli explains how to use the greeks to be a better options trader. 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.
Descrizione del libro:
Veteran options trader Dan Passarelli explains a new methodology for option trading and valuation, paying special attention to how more accurate pricing can drive profit. In straightforward language and making use of charts and examples, Passarelli explains how to use the greeks--the five factors that influence an option?s price?to trade more effectively. Understanding the greeks enables traders to quantify risk, trade components of price such as volatility, and, most important, profit in every kind of market: up, down, sideways, and volatile.
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Libreria AbeBooks dal: 13 giugno 2014
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