| Description |
1 online resource ([20] pages) : illustrations. |
| Series |
FTPress Delivers insights for the agile investor on options |
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FTPress Delivers insights for the agile investor on options.
|
| Contents |
Cover13; -- Assessment of Options Investments by Ranking Analysis -- Why Is an Additional Analytic Tool Needed? -- General Concept of Ranking Analysis -- The Coefficient of Criterion Effectiveness -- Statistical Testing -- Threshold Parameter -- Maximum Obtainable Values of the Criterion Effectiveness Coefficient -- Comparison of Ranking Analysis with Traditional Methods -- Conclusions. |
| Summary |
A powerful new technique for evaluating the profit potential of complex option combinations with nonlinear payoffs. Why is an additional analytic tool needed? Generally, evaluation of investment decisions is based on comparing realized profits (variability, drawdown, and other risk measures) with their corresponding expected values. While such an approach is appropriate for financial instruments possessing linear payoff functions, it has numerous drawbacks when applied to evaluating complex option combinations with nonlinear payoffs.... |
| Subject |
Options (Finance)
|
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Investments.
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Investments |
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Options (Finances) |
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Investissements. |
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Investments. |
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Options (Finance) |
| Genre |
Electronic resource. |
| Added Author |
Tsudikman, Vadim, 1965-
|
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FT Press.
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| ISBN |
9780132487078 |
|
0132487071 |
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