Электронная книга: Alireza Javaheri «Inside Volatility Arbitrage. The Secrets of Skewness»

Inside Volatility Arbitrage. The Secrets of Skewness

Today?s traders want to know when volatility is a sign that the sky is falling (and they should stay out of the market), and when it is a sign of a possible trading opportunity. Inside Volatility Arbitrage can help them do this. Author and financial expert Alireza Javaheri uses the classic approach to evaluating volatility– time series and financial econometrics – in a way that he believes is superior to methods presently used by market participants. He also suggests that there may be «skewness» trading opportunities that can be used to trade the markets more profitably. Filled with in-depth insight and expertadvice, Inside Volatility Arbitrage will help traders discover when «skewness» may present valuable trading opportunities as well as why it can be so profitable.

Издательство: "John Wiley&Sons Limited (USD)"

ISBN: 9780471745389

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Другие книги автора:

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Inside Volatility Filtering. Secrets of the SkewA new, more accurate take on the classical approach to volatility evaluation Inside Volatility Filtering presents a new approach to volatility estimation, using financial econometrics based on a more… — John Wiley&Sons Limited (USD), электронная книга Подробнее...6829.15электронная книга

См. также в других словарях:

  • Volatility arbitrage — (or vol arb) is a type of statistical arbitrage that is implemented by trading a delta neutral portfolio of an option and its underlier. The objective is to take advantage of differences between the implied volatility of the option, and a… …   Wikipedia


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