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LEADER 00000cam a2200505Ii 4500
001 929988255
003 OCoLC
005 20240129213017.0
006 m o d
007 cr unu||||||||
008 151119s2015 enka o 001 0 eng d
020 1119011620
020 9781119011620
029 1 DEBBG|bBV043967957
029 1 DEBSZ|b485784432
029 1 GBVCP|b882745859
035 (OCoLC)929988255
037 CL0500000674|bSafari Books Online
040 UMI|beng|erda|epn|cUMI|dDEBBG|dDEBSZ|dOCLCF|dCEF|dUAB
|dUKAHL|dTOH|dOCLCO|dOCLCQ|dOCLCO|dOCLCL|dOCLCQ
049 INap
082 04 332.64/53
082 04 332.64/53|qOCoLC|223/eng/20231120
099 eBook O'Reilly for Public Libraries
100 1 Ursone, Pierino,|d1966-|eauthor.|1https://id.oclc.org/
worldcat/entity/E39PCjF8hdWKXY6jVHBMDpH7gX
245 10 How to calculate options prices and their Greeks :
|bexploring the black scholes model from delta to vega /
|cPierino Ursone.|h[O'Reilly electronic resource]
264 1 Chichester, West Sussex, United Kingdom :|bJohn Wiley &
Sons,|c2015.
300 1 online resource (1 volume) :|billustrations.
336 text|btxt|2rdacontent
337 computer|bc|2rdamedia
338 online resource|bcr|2rdacarrier
490 1 Wiley finance series
500 Includes index.
520 A unique, in-depth guide to options pricing and valuing
their greeks, along with a four dimensional approach
towards the impact of changing market circumstances on
options How to Calculate Options Prices and Their Greeks
is the only book of its kind, showing you how to value
options and the greeks according to the Black Scholes
model but also how to do this without consulting a model.
You'll build a solid understanding of options and hedging
strategies as you explore the concepts of probability,
volatility, and put call parity, then move into more
advanced topics in combination with a four-dimensional
approach of the change of the P&L of an option portfolio
in relation to strike, underlying, volatility, and time to
maturity. This informative guide fully explains the
distribution of first and second order Greeks along the
whole range wherein an option has optionality, and delves
into trading strategies, including spreads, straddles,
strangles, butterflies, kurtosis, vega-convexity, and
more. Charts and tables illustrate how specific positions
in a Greek evolve in relation to its parameters, and
digital ancillaries allow you to see 3D representations
using your own parameters and volumes. The Black and
Scholes model is the most widely used option model,
appreciated for its simplicity and ability to generate a
fair value for options pricing in all kinds of markets.
This book shows you the ins and outs of the model, giving
you the practical understanding you need for setting up
and managing an option strategy. Understand the Greeks,
and how they make or break a strategy See how the Greeks
change with time, volatility, and underlying Explore
various trading strategies Implement options positions,
and more Representations of option payoffs are too often
based on a simple two-dimensional approach consisting of P
&L versus underlying at expiry. This is misleading, as the
Greeks can make a world of difference over the lifetime of
a strategy. How to Calculate Options Prices and Their
Greeks is a comprehensive, in-depth guide to a thorough
and more effective understanding of options, their Greeks,
and (hedging) option strategies.
588 Description based on online resource; title from title
page (Safari, viewed November 16, 2015).
590 O'Reilly|bO'Reilly Online Learning: Academic/Public
Library Edition
650 0 Options (Finance)|xStatistical methods.
650 0 Probabilities.
650 6 Options (Finances)|xMéthodes statistiques.
650 6 Probabilités.
650 7 probability.|2aat
650 7 Probabilities|2fast
830 0 Wiley finance series.
856 40 |uhttps://ezproxy.naperville-lib.org/login?url=https://
learning.oreilly.com/library/view/~/9781119011620/?ar
|zAvailable on O'Reilly for Public Libraries
938 Askews and Holts Library Services|bASKH|nAH27098626
938 Askews and Holts Library Services|bASKH|nAH27099415
994 92|bJFN