Screen LibraryThe Mathematics of Options : Quantifying Derivative Price, Payoff, Probability, and Risk /
This book is written for the experienced portfolio manager and professional options traders. It is a practical guide offering how to apply options math in a trading world that demands mathematical measurement. Every options trader deals with an array of calculations: beginners learn to identify risk...
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| Published: |
Springer International Publishing : Imprint: Palgrave Macmillan,
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| Publisher Address: | Cham : |
| Publication Dates: | 2017. |
| Literature type: | eBook |
| Language: | English |
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| Online Access: |
http://dx.doi.org/10.1007/978-3-319-56635-1 |
| Summary: |
This book is written for the experienced portfolio manager and professional options traders. It is a practical guide offering how to apply options math in a trading world that demands mathematical measurement. Every options trader deals with an array of calculations: beginners learn to identify risks and opportunities using a short list of strategies, while researchers and academics turn to advanced technical manuals. However, almost no books exist for the experienced portfolio managers and professional options traders who fall between these extremes. Michael C. Thomsett addresses this glari |
| Carrier Form: | 1 online resource(XXII,331pages): illustrations |
| ISBN: | 9783319566351 |
| CLC: | F830 |
| Contents: | Introduction: The Variability of Derivatives Trading Chapter1 Trading Goals and Objectives -- Chapter2 The Role of Fundamental and Technical Analysis -- Chapter3 Pricing of the Option -- Chapter 4 The Dividend Effect -- Chapter5 Return Calculations -- Chapter6 Strategic Payoff: The Conservative Hedge -- Chapter7 Strategic Payoff: Spreads -- Chapter8 Strategic Payoff: Saddles -- Chapter9 Probability and Risk -- Chapter10 Option Pricing Models -- Chapter11 Alternatives to Pricing Models.-. |