The Mathematics of Options Quantifying Derivative Price, Payoff, Probability, and Risk /
This book is written for the experienced portfolio manager and professional options traders. It is a practical guide offering how to apply options math in a trading world that demands mathematical measurement. Every options trader deals with an array of calculations: beginners learn to identify ris...
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| Format: | Electronic eBook |
| Language: | English |
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Cham :
Springer International Publishing : Imprint: Palgrave Macmillan,
2017.
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| Online Access: | Full Text via HEAL-Link |
Table of Contents:
- Introduction: The Variability of Derivatives Trading Chapter1 Trading Goals and Objectives
- Chapter2 The Role of Fundamental and Technical Analysis
- Chapter3 Pricing of the Option
- Chapter 4 The Dividend Effect
- Chapter5 Return Calculations
- Chapter6 Strategic Payoff: The Conservative Hedge
- Chapter7 Strategic Payoff: Spreads
- Chapter8 Strategic Payoff: Saddles
- Chapter9 Probability and Risk
- Chapter10 Option Pricing Models
- Chapter11 Alternatives to Pricing Models.-.