Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profit (Bloomberg Financial)

4,13 valoración promedio
( 38 valoraciones por Goodreads )
 
9781576602461: Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profit (Bloomberg Financial)

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.

"Sinopsis" puede pertenecer a otra edición de este libro.

Book Description:

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.

 

 

 

 

From the Inside Flap:

Veteran options trader Dan Pasarelli explains a methodology for option trading and valuation in this timely volume on option greeks. With an introduction to option basics as well as chapters on spreads, put-call parity and synthetic options, trading volatility, and advanced option trading, Trading Option Greeks holds new pertinent information on how the greeks can drive profit.

The greeks (delta, gamma, theta, vega, rho,) are tools to measure changes in an option's value based on corresponding changes in:

--Volatility
--Time to expiration
--Underlying price
--Interest rates

Using these tools can lead to more accurate pricing and trading and alert the option trader to a range of opportunities.

"Sobre este título" puede pertenecer a otra edición de este libro.

Comprar nuevo Ver libro

Gastos de envío: EUR 17,02
De Estados Unidos de America a España

Destinos, gastos y plazos de envío

Añadir al carrito

Los mejores resultados en AbeBooks

1.

Passarelli, Dan
Editorial: Bloomberg Press (2008)
ISBN 10: 157660246X ISBN 13: 9781576602461
Nuevos Tapa dura Cantidad: 2
Librería
Murray Media
(North Miami Beach, FL, Estados Unidos de America)
Valoración
[?]

Descripción Bloomberg Press, 2008. Hardcover. Estado de conservación: New. Never used!. Nº de ref. de la librería P11157660246X

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 81,19
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 17,02
De Estados Unidos de America a España
Destinos, gastos y plazos de envío

2.

Dan Passarelli
Editorial: Bloomberg Press (2008)
ISBN 10: 157660246X ISBN 13: 9781576602461
Nuevos Tapa dura Primera edición Cantidad: 1
Librería
Irish Booksellers
(Rumford, ME, Estados Unidos de America)
Valoración
[?]

Descripción Bloomberg Press, 2008. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería M157660246X

Más información sobre esta librería | Hacer una pregunta a la librería

Comprar nuevo
EUR 66,06
Convertir moneda

Añadir al carrito

Gastos de envío: EUR 32,36
De Estados Unidos de America a España
Destinos, gastos y plazos de envío