point

 

 Remember me

Register  |   Lost password?


Sign up here to let us know if you are interested in joining us for our Introduction to QuantLib Course later in the year.

 

Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits, 2nd Edition

Description:

Dan Passarelli, William J. Brodsky (Foreword by)
ISBN: 978-1-118-13316-3
Hardcover
341 pages
September 2012

A top options trader details a practical approach for pricing and trading options in any market condition.

The options market is always changing, and in order to keep up with it you need the greeks—delta, gamma, theta, vega, and rho—which are the best techniques for valuing options and executing trades regardless of market conditions. In the Second Edition of Trading Options Greeks, veteran options trader Dan Pasarelli puts these tools in perspective by offering fresh insights on option trading and valuation.

An essential guide for both professional and aspiring traders, this book explains the greeks in a straightforward and accessible style. It skillfully shows how they can be used to facilitate trading strategies that seek to profit from volatility, time decay, or changes in interest rates. Along the way, it makes use of new charts and examples, and discusses how the proper application of the greeks can lead to more accurate pricing and trading as well as alert you to a range of other opportunities.

- Completely updated with new material
- Information on spreads, put-call parity and synthetic options, trading volatility, and advanced option trading is also included
- Explores how to exploit the dynamics of option pricing to improve your trading

Having a comprehensive understanding of the greeks is essential to long-term options trading success. Trading Options Greeks, Second Edition shows you how to use the greeks to find better trades, effectively manage them, and ultimately, become more profitable.

Brief description: A top options trader details a practical approach for pricing and trading options in any market condition.

Tags: , , , , ,

Website: http://eu.wiley.com/WileyCDA/WileyTitle/productCd-1118133161,descCd-buy.html

There are no available polls yet
There are no available pages yet
There are no available bookmarks yet
There are no avaiable events yet
No topics have been created.
There are no available blog posts yet
There is no available media yet