The Resource Trading options Greeks : how time, volatility, and other pricing factors drive profits, Dan Passarelli

Trading options Greeks : how time, volatility, and other pricing factors drive profits, Dan Passarelli

Label
Trading options Greeks : how time, volatility, and other pricing factors drive profits
Title
Trading options Greeks
Title remainder
how time, volatility, and other pricing factors drive profits
Statement of responsibility
Dan Passarelli
Creator
Subject
Language
eng
Summary
"A top options trader details a practical approach for pricing and trading options in any market conditionThe 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"--
Member of
Assigning source
Provided by publisher
Cataloging source
DLC
Dewey number
332.64/53
Index
index present
LC call number
HG6024.A3
Literary form
non fiction
Nature of contents
dictionaries
Series statement
Bloomberg financial series
Label
Trading options Greeks : how time, volatility, and other pricing factors drive profits, Dan Passarelli
Publication
Note
Includes index
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
pt. 1. The basics of option greeks -- pt. 2. Spreads -- pt. 3. Volatility -- pt. 4. Advanced option trading
Control code
ocn793991525
Edition
2nd ed
Extent
1 online resource
Form of item
online
Isbn
9781118225127
Lccn
2012020683
Media category
computer
Media MARC source
rdamedia
Media type code
c
http://library.link/vocab/ext/overdrive/overdriveId
  • c7a04b8b-de4b-42d3-91e0-f09917ed548b
  • cl0500000216
Publisher number
EB00056389
http://library.link/vocab/recordID
.b2688057x
Specific material designation
remote
System control number
  • (OCoLC)793991525
  • pebcs1118225120

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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