Über dieses Produkt

Product Identifiers

PublisherWiley & Sons, Incorporated, John

ISBN-10157660246X

ISBN-139781576602461

eBay Product ID (ePID)20038389001

Product Key Features

Book TitleTrading Option Greeks : How Time, Volatility, and Other Pricing Factors Drive Profit

Number of Pages352 Pages

LanguageEnglish

TopicInvestments & Securities / Derivatives, Investments & Securities / Options, Investments & Securities / General

Publication Year2008

IllustratorYes

GenreBusiness & Economics

AuthorDaniel Passarelli

Book SeriesBloomberg Financial Ser.

FormatHardcover

Dimensions

Item Height1 in

Item Weight24.4 Oz

Item Length9.3 in

Item Width6.3 in

Additional Product Features

Intended AudienceTrade

LCCN2008-016643

Dewey Edition22

Reviews"Dan's book is a primer for options aficionados. Without bogging you downwith super-heavy math, he walks you through the key principles and shows youwhat matters the most to your trading portfolio."--Fari Hamzei, founder, Hamzei Analytics, LLC, "A must-read for individuals who are serious about trading options."-James Bittman, author,"Trading Options as a Professional"

Series Volume Number35

Dewey Decimal332.64/53

SynopsisVeteran options trader Dan Passarelli explains a new methodology for option trading and valuation. With an introduction to option basics as well as chapters on all types of spreads, put-call parity and synthetic options, trading volatility and studying volatility charts, and advanced option trading, Trading Option Greeks holds pertinent new information on how more accurate pricing can drive profit. Most options traders focus on strategies such as covered calls, vertical spreads, butterflies and condors, and so on. But traders often don't know how to use the "greeks"-the five factors that influence an option's price-to trade more effectively. The "greeks" (Delta, Gamma, Theta, Vega, Rho) are tools to measure minute changes in an option's price based on corresponding changes in: Interest rates Time to expiration Price changes in the underlying security Volatility Dividends Using the greeks can lead to more accurate pricing information that will alert an option trader to mispriced derivatives that can be exploited for profit. In straightforward language and making use of charts and examples, Passarelli explains how to use the greeks to be a better options trader., Passarelli shows how to apply the unique characteristics of options to unlock the power of the greeks--the factors that can have the greatest influence on the price of an option., Veteran options trader Dan Passarelli explains a new methodology for option trading and valuation. With an introduction to option basics as well as chapters on all types of spreads, put-call parity and synthetic options, trading volatility and studying volatility charts, and advanced option trading, Trading Option Greeks holds pertinent new information on how more accurate pricing can drive profit. Most options traders focus on strategies such as covered calls, vertical spreads, butterflies and condors, and so on. But traders often don't know how to use the "greeks"--the five factors that influence an option's price--to trade more effectively. The "greeks" (Delta, Gamma, Theta, Vega, Rho) are tools to measure minute changes in an option's price based on corresponding changes in: Interest rates Time to expiration Price changes in the underlying security Volatility Dividends Using the greeks can lead to more accurate pricing information that will alert an option trader to mispriced derivatives that can be exploited for profit. In straightforward language and making use of charts and examples, Passarelli explains how to use the greeks to be a better options trader., Veteran options trader Dan Passarelli explains a new methodology for option trading and valuation based on the "greeks"--the five factors that influence an option's price. Using the greeks can lead to more accurate pricing information that will lead to trading opportunities. The "greeks" (Delta, Gamma, Theta, Vega, Rho) are tools for measuring minute changes in an option's price based on corresponding changes in: interest rates, time to expiration, price changes in the underlying security, volatility, and dividends. In straightforward language and making use of charts and examples, Passarelli explains how to use the greeks to be a better options trader. With an introduction to option basics as well as chapters on all types of spreads, put-call parity and synthetic options, trading volatility and studying volatility charts, and advanced option trading, "Trading Option Greeks" holds pertinent new information on how more accurate pricing can drive profit.

LC Classification NumberHG6024.A3P36 2008