High Performance Options Trading: Option Volatility & Pricing Strategies, Leonard Yates

Автор: Warner, Adam
Название: Options volatility trading
ISBN: 0071629653 ISBN-13(EAN): 9780071629652
Издательство: McGraw-Hill
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Цена: 57190.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Research and floor-level knowledge of how volatile markets behave and how to best profit from them

Автор: Sinclair
Название: Volatility Trading + CD-ROM
ISBN: 0470181990 ISBN-13(EAN): 9780470181997
Издательство: Wiley
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Цена: 61250.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In Volatility Trading , Sinclair offers you a quantitative model for measuring volatility in order to gain an edge in your everyday option trading endeavors. With an accessible, straightforward approach. He guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation.

Автор: Fengler Matthias R.
Название: Semiparametric Modeling of Implied Volatility
ISBN: 3540262342 ISBN-13(EAN): 9783540262343
Издательство: Springer
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Цена: 55890.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The implied volatility surface is a key financial variable for the pricing and the risk management of plain vanilla and exotic options portfolios alike. Consequently, statistical models of the implied volatility surface are of immediate importance in practice: they may appear as estimates of the current surface or as fully specified dynamic models describing its propagation through space and time.This book fills a gap in the financial literature by bringing together both recent advances in the theory of implied volatility and refined semiparametric estimation strategies and dimension reduction methods for functional surfaces: the first part of the book is devoted to smile-consistent pricing appoaches. The theory of implied and local volatility is presented concisely, and vital smile-consistent modeling approaches such as implied trees, mixture diffusion, or stochastic implied volatility models are discussed in detail. The second part of the book familiarizes the reader with estimation techniques that are natural candidates to meet the challenges in implied volatility modeling, such as the rich functional structure of observed implied volatility surfaces and the necessity for dimension reduction: non- and semiparametric smoothing techniques.The book introduces Nadaraya-Watson, local polynomial and least squares kernel smoothing, and dimension reduction methods such as common principle components, functional principle components models and dynamic semiparametric factor models. Throughout, most methods are illustrated with empirical investigations, simulations and pictures.

Автор: Rachev, Svetlozar T. Kim, Young Shim Bianchi, Mich
Название: Financial models with levy processes and volatility clustering
ISBN: 0470482354 ISBN-13(EAN): 9780470482353
Издательство: Wiley
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Цена: 89760.00 T
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Описание: * In this book, authors Rachev, Kim, Bianchi, and Fabozzi present readers with the notions of risk and their corresponding performance measures.

Автор: Keene Andrew
Название: Keene on the Market + Video: Trade to Win Using Unusual Options Activity, Volatility, and Earnings
ISBN: 1118590767 ISBN-13(EAN): 9781118590768
Издательство: Wiley
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Цена: 68640.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A leading expert unveils his unique methodology for options trading Options provide a high leverage approach to trading that can significantly limit the overall risk of a trade or provide additional income.