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Author: Jawwad Farid
Publisher: Springer
ISBN: 1137371676
Category : Business & Economics
Languages : en
Pages : 326
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Book Description
This book provides a hands-on, practical guide to understanding derivatives pricing. Aimed at the less quantitative practitioner, it provides a balanced account of options, Greeks and hedging techniques avoiding the complicated mathematics inherent to many texts, and with a focus on modelling, market practice and intuition.
Author: Jawwad Farid
Publisher: Springer
ISBN: 1137371676
Category : Business & Economics
Languages : en
Pages : 326
Get Book Here
Book Description
This book provides a hands-on, practical guide to understanding derivatives pricing. Aimed at the less quantitative practitioner, it provides a balanced account of options, Greeks and hedging techniques avoiding the complicated mathematics inherent to many texts, and with a focus on modelling, market practice and intuition.
Author: Dan Passarelli
Publisher: John Wiley & Sons
ISBN: 1118133161
Category : Business & Economics
Languages : en
Pages : 375
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Book Description
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.
Author: Nassim Nicholas Taleb
Publisher: John Wiley & Sons
ISBN: 9780471152804
Category : Business & Economics
Languages : en
Pages : 536
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Book Description
Destined to become a market classic, Dynamic Hedging is the only practical reference in exotic options hedgingand arbitrage for professional traders and money managers Watch the professionals. From central banks to brokerages to multinationals, institutional investors are flocking to a new generation of exotic and complex options contracts and derivatives. But the promise of ever larger profits also creates the potential for catastrophic trading losses. Now more than ever, the key to trading derivatives lies in implementing preventive risk management techniques that plan for and avoid these appalling downturns. Unlike other books that offer risk management for corporate treasurers, Dynamic Hedging targets the real-world needs of professional traders and money managers. Written by a leading options trader and derivatives risk advisor to global banks and exchanges, this book provides a practical, real-world methodology for monitoring and managing all the risks associated with portfolio management. Nassim Nicholas Taleb is the founder of Empirica Capital LLC, a hedge fund operator, and a fellow at the Courant Institute of Mathematical Sciences of New York University. He has held a variety of senior derivative trading positions in New York and London and worked as an independent floor trader in Chicago. Dr. Taleb was inducted in February 2001 in the Derivatives Strategy Hall of Fame. He received an MBA from the Wharton School and a Ph.D. from University Paris-Dauphine.
Author: Sheldon Natenberg
Publisher: McGraw Hill Professional
ISBN: 155738486X
Category : Business & Economics
Languages : en
Pages : 485
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Book Description
Provides a thorough discussion of volatility, the most important aspect of options trading. Shows how to identify mispriced options and to construct volatility and "delta neutral" spreads.
Author: Shanta Perera
Publisher: Global Professional Publishi
ISBN: 9780852976425
Category : Business & Economics
Languages : en
Pages : 182
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Book Description
� Presents a straightforward analysis of what options are and how to use them effectively � Practical with worked examples What are options? What influences the value of an option? What risks are the buyer and seller assuming when they enter into an options agreement? How can the option be used effectively in raising corporate finance? Options can be complex but highly effective financial tools. This book cuts through the complexities of options and the options market. Central to its approach is the proposition that options are an essential tool of financial management. This title presents practical guidance alongside reasoned and worked examples, illustrating the importance of the option as an integral part of the corporate treasurer or finance director's armory.
Author: Euan Sinclair
Publisher: John Wiley & Sons
ISBN: 0470181990
Category : Business & Economics
Languages : en
Pages : 228
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Book Description
In Volatility Trading, Sinclair offers you a quantitative model for measuring volatility in order to gain an edge in your everyday option trading endeavors. With an accessible, straightforward approach. He guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. In addition, Sinclair explains the often-overlooked psychological aspects of trading, revealing both how behavioral psychology can create market conditions traders can take advantage of-and how it can lead them astray. Psychological biases, he asserts, are probably the drivers behind most sources of edge available to a volatility trader. Your goal, Sinclair explains, must be clearly defined and easily expressed-if you cannot explain it in one sentence, you probably aren't completely clear about what it is. The same applies to your statistical edge. If you do not know exactly what your edge is, you shouldn't trade. He shows how, in addition to the numerical evaluation of a potential trade, you should be able to identify and evaluate the reason why implied volatility is priced where it is, that is, why an edge exists. This means it is also necessary to be on top of recent news stories, sector trends, and behavioral psychology. Finally, Sinclair underscores why trades need to be sized correctly, which means that each trade is evaluated according to its projected return and risk in the overall context of your goals. As the author concludes, while we also need to pay attention to seemingly mundane things like having good execution software, a comfortable office, and getting enough sleep, it is knowledge that is the ultimate source of edge. So, all else being equal, the trader with the greater knowledge will be the more successful. This book, and its companion CD-ROM, will provide that knowledge. The CD-ROM includes spreadsheets designed to help you forecast volatility and evaluate trades together with simulation engines.
Author: Richard Marcinko
Publisher: Simon and Schuster
ISBN: 1451693117
Category : Fiction
Languages : en
Pages : 406
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Book Description
As A U.S. Navy Seal, Richard Marcinko knew no limits -- as the Rogue Warrior, he obeys no rules. In six spectacular New York Times bestsellers -- Rogue Warrior, his #1 blockbuster autobiography, and five explosive Rogue Warrior novels -- covert combat master Richard Marcinko has blown the lid off the classified world of SpecWar ops. Now, the commando's (redo "kill-or-be-killed" is pushed to the brink in a shattering new conflict -- with the fate of America at stake. The Rogue Warrior is invading Germany with a blitzkrieg of bravado. His secret assignment: recover a pair of U.S. ADM's -- Atomic Demolition Munitions -- lost in the Rhine Valley. Yet, what begins as a simple SEAL mission explodes in his face when terrorists visit the cache site. With scandals at home and fresh hotbeds of political and military tensions igniting all over the world, America's diplomatic priorities are everywhere but eastern Europe -- and the Rogue Warrior and his SEALs must take matters into their own hands. But not even Marcinko is aware that a cabal of ultranational extremists -- led by Lothar Beck, a billionaire defense contractor -- is ready to take advantage of the U.S.'s global distractions. Beck and his subversive cadre believe the time is ripe for their great notion to emerge as Europe's first superpower -- a true Fourth Reich. They have the money and influence to make it happen. And thanks to Cold War stockpiling of nuclear and conventional weapons on German soil, they have the arms. Fortunately Marcinko has some firepower of his own, and the manpower to deliver it the way the God of war intended: with maximum prejudice and extreme efficiency. He and his elite SEALs will have to wade through tango cells of skinheads, neo-Nazis, Russian mobsters, and Middle Eastern terrorists before they get the scent of the real powerbrokers. But once they do, it's time to go hunting -- with no bag limit.
Author: Wendy L. Pirie
Publisher: John Wiley & Sons
ISBN: 1119381762
Category : Business & Economics
Languages : en
Pages : 784
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Book Description
The complete guide to derivatives, from the experts at the CFA Derivatives is the definitive guide to derivatives, derivative markets, and the use of options in risk management. Written by the experts at the CFA Institute, this book provides authoritative reference for students and investment professionals seeking a deeper understanding for more comprehensive portfolio management. General discussion of the types of derivatives and their characteristics gives way to detailed examination of each market and its contracts, including forwards, futures, options, and swaps, followed by a look at credit derivatives markets and their instruments. Included lecture slides help bring this book directly into the classroom, while the companion workbook (sold separately) provides problems and solutions that align with the text and allows students to test their understanding while facilitating deeper internalization of the material. Derivatives have become essential to effective financial risk management, and create synthetic exposure to asset classes. This book builds a conceptual framework for understanding derivative fundamentals, with systematic coverage and detailed explanations. Understand the different types of derivatives and their characteristics Delve into the various markets and their associated contracts Examine the use of derivatives in portfolio management Learn why derivatives are increasingly fundamental to risk management The CFA Institute is the world's premier association for investment professionals, and the governing body for the CFA, CIPM, and Investment Foundations Programs. Those seeking a deeper understanding of the markets, mechanisms, and use of derivatives will value the level of expertise CFA lends to the discussion, providing a clear, comprehensive resource for students and professionals alike. Whether used alone or in conjunction with the companion workbook, Derivatives offers a complete course in derivatives and their markets.
Author: Bob Steiner
Publisher: Pearson UK
ISBN: 0273750283
Category : Business & Economics
Languages : en
Pages : 361
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Book Description
Key Financial Market Concepts is the ultimate reference tool for anyone working in the finance industry, explaining the 100 essential financial market terms. It provides you with a definition of what each concept is, how it works, when it is likely to arise, how it’s calculated and how best to use it. You’ll also get access to many of the formulas used, already programmed into a Microsoft Excel spreadsheet. From simple and compound interest, through to bonds and yields and the Black and Scholes model, this book has it covered. The full text downloaded to your computer With eBooks you can: search for key concepts, words and phrases make highlights and notes as you study share your notes with friends eBooks are downloaded to your computer and accessible either offline through the Bookshelf (available as a free download), available online and also via the iPad and Android apps. Upon purchase, you'll gain instant access to this eBook. Time limit The eBooks products do not have an expiry date. You will continue to access your digital ebook products whilst you have your Bookshelf installed.
Author: CFA Institute
Publisher: John Wiley & Sons
ISBN: 1119850592
Category : Business & Economics
Languages : en
Pages : 899
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Book Description
The complete guide to derivatives, from experts working with CFA Institute Derivatives is the definitive guide to derivatives and derivative markets. Written by experts working with CFA Institute, this book is an authoritative reference for students and investment professionals interested in the role of derivatives within comprehensive portfolio management. General discussion of the types of derivatives and their characteristics gives way to detailed examination of each market and its contracts, including forwards, futures, options, and swaps, followed by a look at credit derivative markets and their instruments. The companion workbook (sold separately) provides problems and solutions that align with the text and allows students to test their understanding while facilitating deeper internalization of the material. Derivatives have become essential for effective financial risk management and for creating synthetic exposure to asset classes. This book builds a conceptual framework for grasping derivative fundamentals, with systematic coverage and thorough explanations. Readers will: Understand the different types of derivatives and their characteristics Delve into the various markets and their associated contracts Examine the role of derivatives in portfolio management Learn why derivatives are increasingly fundamental to risk management CFA Institute is the world's premier association for investment professionals, and the governing body for CFA® Program, CIPM® Program, CFA Institute ESG Investing Certificate, and Investment Foundations® Program. Those seeking a deeper understanding of the markets, mechanisms, and use of derivatives will value the level of expertise CFA Institute brings to the discussion, providing a clear, comprehensive resource for students and professionals alike. Whether used alone or in conjunction with the companion workbook, Derivatives offers a complete course in derivatives and their use in investment management.
