期权论坛
title

4

主题

12

帖子

36

积分

2级吧友

试试分享此贴到朋友圈
与微信的朋友一起讨论此话题
发表于 2016-12-28 20:19:49 | 查看: 942| 回复: 4

    上证指数    深圳指数    沪深300

作者

摘要
Trading option Greeks : how time, volatility, and other pricing factors drive profits Dan Passarelli (Bloomberg financial series) Wiley, c2012 2nd ed : hardback
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.


Trading Options Greeks How Time, Volatility, and Other Pricing Factors Drive Pro.pdf

3.13 MB, 下载次数: 16

售价: 5 金币  [记录]

pdf

收藏回复 显示全部楼层 道具 举报

9

主题

44

帖子

130

积分

4级常客

期权论坛名人堂前50名

积分:暂未上榜

发帖:暂未上榜

在线:NO. 17 名

发表于 2016-12-28 21:16:01

回复 显示全部楼层 道具 举报

2

主题

100

帖子

206

积分

4级常客

发表于 2016-12-28 22:51:44
好东西,谢谢

                               
登录/注册后可看大图

                               
登录/注册后可看大图

                               
登录/注册后可看大图

来自安卓客户端来自安卓客户端

回复 显示全部楼层 道具 举报

3

主题

17

帖子

47

积分

3级会员

发表于 2016-12-29 08:59:42

回复 显示全部楼层 道具 举报

0

主题

51

帖子

102

积分

4级常客

发表于 2017-1-11 23:04:54

回复 显示全部楼层 道具 举报

您需要登录后才可以回帖 登录 | 立即注册

关闭
衍生品之家APP,排名前三,扫描下载
期权论坛
开户考试系统点我

QQ|小黑屋|手机版|Archiver|期权论坛 ( 辽ICP备15012455号-4 )

商务合作: 邮件至optbbs@163.com X3.2 © 2001-2016 Comsenz Inc.

返回顶部