rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: How to calculate options prices and their greeks
    sub title: exploring the black scholes model from delta to vega
  name:
    name part: Ursone, Pierino
    name part: 1966-
    role:
      role term: creator
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: nju
    date issued: 2015
    edition: 1
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource.
  abstract: "A unique, in-depth guide to options pricing and valuing theirgreeks, along with a four dimensional approach towards the impactof changing market circumstances on optionsHow to Calculate Options Prices and Their Greeks is the onlybook of its kind, showing you how to value options and thegreeks according to the Black Scholes model but also how to do thiswithout consulting a model. You'll build a solid understanding ofoptions and hedging strategies as you explore the concepts ofprobability, volatility, and put call parity, then move into moreadvanced topics in combination with a four-dimensional approach ofthe change of the P&L of an option portfolio in relation tostrike, underlying, volatility, and time to maturity. Thisinformative guide fully explains the distribution of first andsecond order Greeks along the whole range wherein an option hasoptionality, and delves into trading strategies, including spreads,straddles, strangles, butterflies, kurtosis, vega-convexity , andmore. Charts and tables illustrate how specific positions in aGreek evolve in relation to its parameters, and digital ancillariesallow you to see 3D representations using your own parameters andvolumes. The Black and Scholes model is the most widely used optionmodel, appreciated for its simplicity and ability to generate afair value for options pricing in all kinds of markets. This bookshows you the ins and outs of the model, giving you the practicalunderstanding you need for setting up and managing an optionstrategy. 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[bullet] Implement options positions, and more. Representations of option payoffs are too often based on a simpletwo-dimensional approach consisting of P&L versus underlying atexpiry. This is misleading, as the Greeks can make a world ofdifference over the lifetime of a strategy. How to CalculateOptions Prices and Their Greeks …
  note: Pierino Ursone.
  note: Includes index.
  subject:
    topic: Options (Finance)
    topic: Statistical methods
  subject:
    topic: Probabilities
  subject:
    topic: BUSINESS & ECONOMICS / Finance
  classification: HG6024.A3
  classification: 332.64/53
  classification: BUS027000
  related item:
    title info:
      title: How to calculate options prices and their greeks
    name:
      name part: Ursone, Pierino, 1966-
    origin info:
      publisher: Hoboken : Wiley, 2015
      edition: 1
    identifier: (DLC) 2015006144
  related item:
    title info:
      title: Wiley finance series
  identifier: 9781119011644
  identifier: 1119011647
  identifier: 9781119011637
  identifier: 1119011639
  identifier: 9781119011620 (hardback)
  identifier: 9781119011651
  identifier: 1119011655
  identifier: 1119011620
  identifier: 2015010828
  identifier: E6990565-6A52-4AC9-8AB1-9E7DAA832E88 OverDrive, Inc.
  identifier: https://doi.org/10.1002/9781119011651
  record info:
    record content source: DLC
    record creation date: 150319
    record change date: 20170124070338.8
    record identifier: ocn905419582
    language of cataloging:
      language term: eng