Stock Options Greeks
Stock Options Greeks
Stock Option Greeks
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Dynamic Hedging: Managing Vanilla and Exotic Options (Wiley Finance) $53.69 Dynamic Hedging is the definitive source on derivatives risk. It provides a real-world methodology for managing portfolios containing any nonlinear security. It presents risks from the vantage point of the option market maker and arbitrage operator. The only book about derivatives risk written by an experienced trader with theoretical training, it remolds option theory to fit the practitioner’s en… |
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Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profit (Bloomberg Financial) $32.00 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… |
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Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability) (v. 53) $54.41 From the reviews: “Paul Glasserman has written an astonishingly good book that bridges financial engineering and the Monte Carlo method. The book will appeal to graduate students, researchers, and most of all, practicing financial engineers [...] So often, financial engineering texts are very theoretical. This book is not.” –Glyn Holton, Contingency Analysis… |
