The Gamma Option
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The Gamma Option
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Author : Jon Land
language : en
Publisher: Open Road Media
Release Date : 2011-03-01
The Gamma Option written by Jon Land and has been published by Open Road Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-03-01 with Fiction categories.
DIVWhen his estranged son is kidnapped, Blaine McCracken goes to work for a group of Arab militants to recover the child he never knew/divDIV /divDIVSince he first went behind enemy lines in Vietnam, Blaine McCracken has faced death on every continent. In the line of fire he is an iron man, but now he faces a different challenge: fatherhood./divDIV /divDIVHis son, Matt, is thirteen—the unknown product of a long ago tryst. When the boy’s mother dies, McCracken goes to England to meet him. He finds a son cut in his father’s mold: a young athlete determined to put his body at risk to serve his country. But before Blaine can explain their relationship, Matt is snatched away, kidnapped by a band of Arab nationals intent on using McCracken’s strength to serve their own cause. The target? An Israeli weapon that they claim threatens the entire Arab world. To recover his son, McCracken must bring the Middle East back from the brink of war./divDIV /divDIVThis ebook features an illustrated biography of Jon Land including rare photos from the author’s personal collection./div
Option Gamma Trading
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Author : Simon Gleadall
language : en
Publisher:
Release Date : 2014
Option Gamma Trading written by Simon Gleadall and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014 with Electronic books categories.
An accessible guide to option gamma trading, from basic definitions to more advanced gamma hedging and gamma trading techniques as practised by professional option traders. Starting from first principles, option gamma is explained in straightforward English before separate sections on gamma hedging, gamma trading and advanced gamma trading ideas. Simple but detailed examples are provided throughout. Four sets of exercises, complete with solutions, are provided to test the reader's understanding. A basic glossary of terms is also provided.
Option Gamma Trading
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Author : Simon Gleadall
language : en
Publisher:
Release Date : 2021
Option Gamma Trading written by Simon Gleadall and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with categories.
How To Calculate Options Prices And Their Greeks
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Author : Pierino Ursone
language : en
Publisher: John Wiley & Sons
Release Date : 2015-04-13
How To Calculate Options Prices And Their Greeks written by Pierino Ursone and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-04-13 with Business & Economics categories.
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.
Volatility
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Author : Adam S. Iqbal
language : en
Publisher: John Wiley & Sons
Release Date : 2018-10-02
Volatility written by Adam S. Iqbal and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-02 with Business & Economics categories.
Gain a deep, intuitive and technical understanding of practical options theory The main challenges in successful options trading are conceptual, not mathematical. Volatility: Practical Options Theory provides financial professionals, academics, students and others with an intuitive as well as technical understanding of both the basic and advanced ideas in options theory to a level that facilitates practical options trading. The approach taken in this book will prove particularly valuable to options traders and other practitioners tasked with making pricing and risk management decisions in an environment where time constraints mean that simplicity and intuition are of greater value than mathematical formalism. The most important areas of options theory, namely implied volatility, delta hedging, time value and the so-called options greeks are explored based on intuitive economic arguments alone before turning to formal models such as the seminal Black-Scholes-Merton model. The reader will understand how the model free approach and mathematical models are related to each other, their underlying theoretical assumptions and their implications to level that facilitates practical implementation. There are several excellent mathematical descriptions of options theory, but few focus on a translational approach to convert the theory into practice. This book emphasizes the translational aspect, while first building an intuitive, technical understanding that allows market makers, portfolio managers, investment managers, risk managers, and other traders to work more effectively within—and beyond—the bounds of everyday practice. Gain a deeper understanding of the assumptions underlying options theory Translate theoretical ideas into practice Develop a more accurate intuition for better time-constrained decision making This book allows its readers to gain more than a superficial understanding of the mechanisms at work in options markets. Volatility gives its readers the edge by providing a true bedrock foundation upon which practical knowledge becomes stronger.
Trading Options Greeks
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Author : Dan Passarelli
language : en
Publisher: John Wiley & Sons
Release Date : 2012-10-02
Trading Options Greeks written by Dan Passarelli and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-10-02 with Business & Economics categories.
A top options trader details a practical approach for pricing and trading options in any market condition The 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.
Review Of The Gamma Gamma And Electron Gamma Options At A Linear Collider
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Author : David J. Miller
language : de
Publisher:
Release Date : 1995
Review Of The Gamma Gamma And Electron Gamma Options At A Linear Collider written by David J. Miller and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with categories.
Key Financial Market Concepts
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Author : Bob Steiner
language : en
Publisher: Pearson UK
Release Date : 2012-09-07
Key Financial Market Concepts written by Bob Steiner and has been published by Pearson UK this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-09-07 with Business & Economics categories.
Key Financial Market Concepts is the ultimate reference tool for anyone working in the finance industry, explaining the 100 essential financial market terms. It provides you with a definition of what each concept is, how it works, when it is likely to arise, how it’s calculated and how best to use it. You’ll also get access to many of the formulas used, already programmed into a Microsoft Excel spreadsheet. From simple and compound interest, through to bonds and yields and the Black and Scholes model, this book has it covered. The full text downloaded to your computer With eBooks you can: search for key concepts, words and phrases make highlights and notes as you study share your notes with friends eBooks are downloaded to your computer and accessible either offline through the Bookshelf (available as a free download), available online and also via the iPad and Android apps. Upon purchase, you'll gain instant access to this eBook. Time limit The eBooks products do not have an expiry date. You will continue to access your digital ebook products whilst you have your Bookshelf installed.
The Variance Gamma Option Pricing Model
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Author : Dilip B. Madan
language : en
Publisher:
Release Date : 1997
The Variance Gamma Option Pricing Model written by Dilip B. Madan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with categories.
Trading Option Greeks
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Author : Dan Passarelli
language : en
Publisher: John Wiley and Sons
Release Date : 2010-05-13
Trading Option Greeks written by Dan Passarelli and has been published by John Wiley and Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-05-13 with Business & Economics categories.
Veteran options trader Dan Passarelli explains a new methodology for option trading and valuation. With an introduction to option basics as well as chapters on all types of spreads, put-call parity and synthetic options, trading volatility and studying volatility charts, and advanced option trading, Trading Option Greeks holds pertinent new information on how more accurate pricing can drive profit. Most options traders focus on strategies such as covered calls, vertical spreads, butterflies and condors, and so on. But traders often don't know how to use the "greeks"—the five factors that influence an option's price—to trade more effectively. The "greeks" (Delta, Gamma, Theta, Vega, Rho) are tools to measure minute changes in an option's price based on corresponding changes in: Interest rates Time to expiration Price changes in the underlying security Volatility Dividends Using the greeks can lead to more accurate pricing information that will alert an option trader to mispriced derivatives that can be exploited for profit. In straightforward language and making use of charts and examples, Passarelli explains how to use the greeks to be a better options trader.
