Trading option Greeks: how time, volatility, and other pricing factors drive profit
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York
Bloomberg Press
2008
|
| Edition: | 1. ed. |
| Series: | Bloomberg market essentials: technical analysis
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIX, 330 S. graph. Darst. 24 cm |
| ISBN: | 9781576602461 157660246X |
Staff View
MARC
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| 245 | 1 | 0 | |a Trading option Greeks |b how time, volatility, and other pricing factors drive profit |c Dan Passarelli |
| 250 | |a 1. ed. | ||
| 264 | 1 | |a New York |b Bloomberg Press |c 2008 | |
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Record in the Search Index
| _version_ | 1804148594786172928 |
|---|---|
| adam_text | Contents
Acknowledgments x
Foreword by William]. Brodsky xi
Introduction xiii
Part I The Basics of Option Greeks 1
1 The Basics 3
2 Greek Philosophy 23
3 Understanding Volatility 53
4 Option-Specific Risk and Opportunity 71
5 An Introduction to Volatility-Selling Strategies 92
6 Put-Call Parity and Synthetics 110
7 Rho 132
8 Dividends and Option Pricing 141
Part II Spreads 155
9 Vertical Spreads 157
10 Wing Spreads: Condors and Butterflies 178
11 Calendar and Diagonal Spreads 201
Part III Volatility 229
12 Delta-Neutral Trading:
Trading Implied Volatility 231
13 Delta-Neutral Trading:
Trading Realized Volatility 247
14 Studying Volatility Charts 264
Part IV Advanced Option Trading 279
15 Straddles and Strangles 281
16 Complex Spreads 304
17 The Trader s Thought Process 3 21
Index 326
|
| any_adam_object | 1 |
| author | Passarelli, Dan |
| author_facet | Passarelli, Dan |
| author_role | aut |
| author_sort | Passarelli, Dan |
| author_variant | d p dp |
| building | Verbundindex |
| bvnumber | BV039717491 |
| classification_rvk | QK 650 |
| ctrlnum | (OCoLC)756990859 (DE-599)BVBBV039717491 |
| dewey-full | 332.64/53 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/53 |
| dewey-search | 332.64/53 |
| dewey-sort | 3332.64 253 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. ed. |
| format | Book |
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| id | DE-604.BV039717491 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:09:37Z |
| institution | BVB |
| isbn | 9781576602461 157660246X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024565662 |
| oclc_num | 756990859 |
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| owner | DE-945 |
| owner_facet | DE-945 |
| physical | XIX, 330 S. graph. Darst. 24 cm |
| publishDate | 2008 |
| publishDateSearch | 2008 |
| publishDateSort | 2008 |
| publisher | Bloomberg Press |
| record_format | marc |
| series2 | Bloomberg market essentials: technical analysis |
| spelling | Passarelli, Dan Verfasser aut Trading option Greeks how time, volatility, and other pricing factors drive profit Dan Passarelli 1. ed. New York Bloomberg Press 2008 XIX, 330 S. graph. Darst. 24 cm txt rdacontent n rdamedia nc rdacarrier Bloomberg market essentials: technical analysis Instrument dérivé (Finances) rasuqam Option (Finances) rasuqam Option d'achat d'actions rasuqam Methode (DE-588)4038971-6 gnd rswk-swf Aktienoption (DE-588)4120856-0 gnd rswk-swf Bewertung (DE-588)4006340-9 gnd rswk-swf Aktienoption (DE-588)4120856-0 s Bewertung (DE-588)4006340-9 s Methode (DE-588)4038971-6 s b DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024565662&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Passarelli, Dan Trading option Greeks how time, volatility, and other pricing factors drive profit Instrument dérivé (Finances) rasuqam Option (Finances) rasuqam Option d'achat d'actions rasuqam Methode (DE-588)4038971-6 gnd Aktienoption (DE-588)4120856-0 gnd Bewertung (DE-588)4006340-9 gnd |
| subject_GND | (DE-588)4038971-6 (DE-588)4120856-0 (DE-588)4006340-9 |
| title | Trading option Greeks how time, volatility, and other pricing factors drive profit |
| title_auth | Trading option Greeks how time, volatility, and other pricing factors drive profit |
| title_exact_search | Trading option Greeks how time, volatility, and other pricing factors drive profit |
| title_full | Trading option Greeks how time, volatility, and other pricing factors drive profit Dan Passarelli |
| title_fullStr | Trading option Greeks how time, volatility, and other pricing factors drive profit Dan Passarelli |
| title_full_unstemmed | Trading option Greeks how time, volatility, and other pricing factors drive profit Dan Passarelli |
| title_short | Trading option Greeks |
| title_sort | trading option greeks how time volatility and other pricing factors drive profit |
| title_sub | how time, volatility, and other pricing factors drive profit |
| topic | Instrument dérivé (Finances) rasuqam Option (Finances) rasuqam Option d'achat d'actions rasuqam Methode (DE-588)4038971-6 gnd Aktienoption (DE-588)4120856-0 gnd Bewertung (DE-588)4006340-9 gnd |
| topic_facet | Instrument dérivé (Finances) Option (Finances) Option d'achat d'actions Methode Aktienoption Bewertung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024565662&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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