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| Author | : Jerry Marlow |
| Publisher | : John Wiley & Sons |
| Total Pages | : 358 |
| Release | : 2001-10-29 |
| Genre | : Business & Economics |
| ISBN | : 9780471436416 |
This text and CD-ROM tutorial provides traders with an accessible, interactive approach to understanding and using the Black-Scholes approach to options pricing. Integrating text and interactive computer animation, it teaches readers the basics of good options trading.
| Author | : Fabrice D. Rouah |
| Publisher | : John Wiley & Sons |
| Total Pages | : 456 |
| Release | : 2012-06-15 |
| Genre | : Business & Economics |
| ISBN | : 1118429206 |
This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website includes data files, such as options prices, stock prices, or index prices, as well as all of the codes needed to use the option and volatility models described in the book. Praise for Option Pricing Models & Volatility Using Excel-VBA "Excel is already a great pedagogical tool for teaching option valuation and risk management. But the VBA routines in this book elevate Excel to an industrial-strength financial engineering toolbox. I have no doubt that it will become hugely successful as a reference for option traders and risk managers." —Peter Christoffersen, Associate Professor of Finance, Desautels Faculty of Management, McGill University "This book is filled with methodology and techniques on how to implement option pricing and volatility models in VBA. The book takes an in-depth look into how to implement the Heston and Heston and Nandi models and includes an entire chapter on parameter estimation, but this is just the tip of the iceberg. Everyone interested in derivatives should have this book in their personal library." —Espen Gaarder Haug, option trader, philosopher, and author of Derivatives Models on Models "I am impressed. This is an important book because it is the first book to cover the modern generation of option models, including stochastic volatility and GARCH." —Steven L. Heston, Assistant Professor of Finance, R.H. Smith School of Business, University of Maryland
| Author | : Sheldon Natenberg |
| Publisher | : McGraw Hill Professional |
| Total Pages | : 485 |
| Release | : 1994-08 |
| Genre | : Business & Economics |
| ISBN | : 155738486X |
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 | : Scott Nations |
| Publisher | : John Wiley & Sons |
| Total Pages | : 277 |
| Release | : 2012-10-30 |
| Genre | : Business & Economics |
| ISBN | : 1118164377 |
A practical guide to the math behind options and how that knowledge can improve your trading performance No book on options can guarantee success, but if a trader understands and utilizes option math effectively, good things are going to happen. The idea behind Options Math for Traders + Website is to help retail option traders understand some of the basic tenants and enduring relationships of options, and option math, that professional and institutional traders rely on every day. This book skillfully highlights those strategies that are inherently superior from an option math point of view and explains what drives that superiority while also examining why some strategies are inherently inferior. The material is explained without complex equations or technical jargon. The goal is to give you a solid conceptual foundation of options behavior so you can make more informed decisions when choosing an option strategy for your market outlook. Topics covered include the volatility premium, because over time, options will cost more than they are ultimately worth; skew, wherein far out of the money put options may seem cheap from an absolute term, but are very expensive in relative terms; and the acceleration in option price erosion. The book also has a companion Website, which includes links to those sites that can scan for the best strategies discussed in the book. Explains, in a non-technical manner, the mathematical properties of options so that traders can better select the right options strategy for their market outlook Companion Website contains timely tools that allow you to continue to learn in a hands-on fashion long after closing the book Written by top options expert Scott Nations Most independent traders have an imperfect understanding of the math behind options pricing. With Options Math for Traders + Website as your guide, you'll gain valuable lessons in this area and discover how this information can improve your trading performance.
| Author | : Scott Nations |
| Publisher | : John Wiley & Sons |
| Total Pages | : 278 |
| Release | : 2014-10-08 |
| Genre | : Business & Economics |
| ISBN | : 1118806204 |
Get a handle on option spreads to hike profit and squash loss The Complete Book of Option Spreads and Combinations is the definitive educational resource and reference guide for using option spreads and other common sense option strategies. This useful guide shows readers how to select the right strategy for their market outlook and risk/reward comfort level by describing the inner workings of each strategy and how they are affected by underlying market movements, implied volatility, and time decay. Even more importantly, readers will understand where each strategy performs well, and the market conditions where each should be avoided. Once the proper strategy is selected, readers will learn how to identify the best options to use based on "moneyness" and time to expiration. The companion website features tools including an option pricing tool and implied volatility calculator to help all traders implement these concepts effectively. There are many different types of spreads, and while less risky than other option strategies in general, they are more complex, with more variables to monitor. This guide serves as a handbook for the trader wanting to exploit options to the greatest possible benefit. Generate monthly income by selling covered strangles Use call spreads to recover from a losing stock position Protect an existing stock position using put diagonals Discover the best strategies for directional market plays Option spreads are a great tool for traders who would rather be an option seller but who need to limit their risk. The Complete Book of Option Spreads and Combinations identifies those strategies that benefit from option erosion but that limit risk. If managed properly, spreads can provide both novice and experienced investors with the potential for a large return while limiting risk. Electronic trading platforms and reduced brokerage commissions have increased option spread trading, which should occupy a spot in every savvy investor's toolkit. Comprehensive and authoritative, The Complete Book of Option Spreads and Combinations provides a valuable manual and lasting reference.
| Author | : Euan Sinclair |
| Publisher | : John Wiley & Sons |
| Total Pages | : 326 |
| Release | : 2010-07-16 |
| Genre | : Business & Economics |
| ISBN | : 0470642521 |
An A to Z options trading guide for the new millennium and the new economy Written by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this discipline covering everything from historical background, contract types, and market structure to volatility measurement, forecasting, and hedging techniques. This comprehensive guide presents the detail and practical information that professional option traders need, whether they're using options to hedge, manage money, arbitrage, or engage in structured finance deals. It contains information essential to anyone in this field, including option pricing and price forecasting, the Greeks, implied volatility, volatility measurement and forecasting, and specific option strategies. Explains how to break down a typical position, and repair positions Other titles by Sinclair: Volatility Trading Addresses the various concerns of the professional options trader Option trading will continue to be an important part of the financial landscape. This book will show you how to make the most of these profitable products, no matter what the market does.
| Author | : Espen Gaarder Haug |
| Publisher | : Professional Finance & Investment |
| Total Pages | : 586 |
| Release | : 2007-01-08 |
| Genre | : Business & Economics |
| ISBN | : |
Accompanying CD-ROM contains ... "all pricing formulas, with VBA code and ready-to-use Excel spreadsheets and 3D charts for Greeks (or Option Sensitivities)."--Jacket.
| Author | : Robert A. Jarrow |
| Publisher | : McGraw-Hill/Irwin |
| Total Pages | : 268 |
| Release | : 1983 |
| Genre | : Business & Economics |
| ISBN | : |
| Author | : Neil J. Beaton |
| Publisher | : John Wiley & Sons |
| Total Pages | : 229 |
| Release | : 2010-03-29 |
| Genre | : Business & Economics |
| ISBN | : 0470436298 |
Valuing Early Stage and Venture-Backed Companies Unique in the overall sphere of business valuation, the valuing of early stage and venture-backed companies lacks the traditional metrics of cash flow, earnings, or even revenue at times. But without these metrics, traditional discounted cash flow models and comparison to public markets or private transactions take on less relevance, calling for a more "experiential" valuation approach. In a straightforward, no-nonsense manner, the mystique surrounding the valuation of early stage and venture-backed companies is now unveiled. With an emphasis on applications and models, Valuing Early Stage and Venture-Backed Companies shows the most effective way for your company to prepare and present its valuations. Featuring contributed chapters by a panel of top valuation experts, this book dispels improper valuation techniques promulgated by unknowing business appraisers and answers your key questions about valuation theory and which tools you need to successfully apply in your specific situation. Here, you'll find out more about various valuation techniques, including: "Back solving" valuation Modified cost approach Option pricing model Probability-weighted expected returns model Asian puts New data on discounts for lack of marketability Detailed and hands-on, Valuing Early Stage and Venture-Backed Companies equips you with broad foundational data on the venture capital industry, as well as in-depth analyses of distinct early stage company valuation approaches. Performing valuations for your early stage company requires an understanding of the special circumstances faced by your organization. With ample examples of generally accepted allocation models with complex capital structures common to early stage companies, Valuing Early Stage and Venture-Backed Companies mixes real-life experience with deep technical expertise to equip you with the complete, user-friendly resource you'll turn to often in valuing your early stage or venture-backed company.
