Trading option Greeks : how time, volatility, and other pricing factors drive profit
Year of publication: |
2012 ; 2. ed.
|
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Authors: | Passarelli, Dan |
Publisher: |
Hoboken, NJ : Wiley |
Subject: | Options (Finance) | Options (Finance)--Prices. |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
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The pitfalls in inferring risk from financial market data
Bliss, Robert R., (2000)
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Recovering risk aversion from options
Bliss, Robert R., (2001)
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Extracting market expectations from option prices: case studies in Japanese option markets
Nakamura, Hisashi, (1999)
- More ...
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Trading options Greeks : how time, volatility, and other pricing factors drive profits
Passarelli, Dan, (2012)
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Trading option Greeks : how time, volatility, and other pricing factors drive profit
Passarelli, Dan, (2008)
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Trading options Greeks : how time, volatility, and other pricing factors drive profits
Passarelli, Dan, (2012)
- More ...