Trading option greeks
how time, volatility, and other pricing factors drive profit
- ISBN: 9781576602461
- Editorial: Bloomberg Press
- Fecha de la edición: 2008
- Lugar de la edición: New York. Estados Unidos de Norteamérica
- Encuadernación: Cartoné
- Medidas: 23 cm
- Nº Pág.: 330
- Idiomas: Inglés
Papel: Cartoné
54,54 €
Sin Stock. Disponible en 5/6 semanas.
Veteran options trader Dan Passarelli 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.
