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006 m u
007 cr cn|||||||||
008 120517s2012 njua s 001 0 eng d
010 _z 2012019462
020 _z9781118133163 (hardback)
020 _z9781118225127 (e-book)
035 _a(CaPaEBR)ebr10593129
035 _a(OCoLC)793991525
040 _aCaPaEBR
_cCaPaEBR
050 1 4 _aHG6024.A3
_bP36 2012eb
082 0 4 _a332.64/53
_223
100 1 _aPassarelli, Dan,
_d1971-
245 1 0 _aTrading options Greeks
_h[electronic resource] :
_bhow time, volatility, and other pricing factors drive profits /
_cDan Passarelli.
250 _a2nd ed.
260 _aHoboken, N.J. :
_bWiley,
_c2012.
300 _axviii, 341 p. :
_bill.
440 0 _aBloomberg financial series
500 _aIncludes index.
505 0 _apt. 1. The basics of option greeks -- pt. 2. Spreads -- pt. 3. Volatility -- pt. 4. Advanced option trading.
520 _a"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"--
_cProvided by publisher.
533 _aElectronic reproduction.
_bPalo Alto, Calif. :
_cebrary,
_d2011.
_nAvailable via World Wide Web.
_nAccess may be limited to ebrary affiliated libraries.
650 0 _aOptions (Finance)
650 0 _aStock options.
650 0 _aDerivative securities.
655 7 _aElectronic books.
_2local
710 2 _aebrary, Inc.
856 4 0 _uhttp://site.ebrary.com/lib/daystar/Doc?id=10593129
_zAn electronic book accessible through the World Wide Web; click to view
908 _a170314
942 0 0 _cEB
999 _c143676
_d143676