Format:
1 Online-Ressource (X, 208 S.) :
,
zahlr. graph. Darst.
ISBN:
978-1-119-01163-7
,
978-1-119-01164-4
,
978-1-119-01165-1
Series Statement:
Wiley finance series
Content:
"A unique, in-depth guide to options pricing and valuing theirgreeks, along with a four dimensional approach towards the impactof changing market circumstances on optionsHow to Calculate Options Prices and Their Greeks is the onlybook of its kind, showing you how to value options and thegreeks according to the Black Scholes model but also how to do thiswithout consulting a model. You'll build a solid understanding ofoptions and hedging strategies as you explore the concepts ofprobability, volatility, and put call parity, then move into moreadvanced topics in combination with a four-dimensional approach ofthe change of the P&L of an option portfolio in relation tostrike, underlying, volatility, and time to maturity. Thisinformative guide fully explains the distribution of first andsecond order Greeks along the whole range wherein an option hasoptionality, and delves into trading strategies, including spreads,straddles, strangles, butterflies, kurtosis, vega-convexity , andmore.
Additional Edition:
Erscheint auch als Druck-Ausgabe, Hardcover ISBN 978-1-119-01162-0
Language:
English
DOI:
10.1002/9781119011651
URL:
Volltext
(URL des Erstveröffentlichers)
URL:
Volltext
(URL des Erstveröffentlichers)
