ISBN 13 : 978-1119501619

Contents :
Preface
Acknowledgments
About the Author
Chapter 1 Volatility and Options
Chapter 2 Understanding Options Without a Model
Chapter 3 The Basic Greeks: Theta
Chapter 4 The Basic Greeks: Gamma
Chapter 5 The Basic Greeks: Vega
Chapter 6 Implied Volatility and Term Structure
Chapter 7 Vanna, Risk Reversal, and Skewness
Chapter 8 Volgamma, Butterfly, and Kurtosis
Chapter 10 The Black-Scholes Greeks
Chapter 11 Predictability and Mean Reversion
AppendixA Probability
AppendixB Calculus
Glossary
References
Index

Language : English

Series : WILEY FINANCE SERIES

Figure(s) : Graphique(s)

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque