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Options and the volatility risk premium /
Master the new edge in options trades: the hidden volatility risk premium that exists in options for every major asset class. One of the most exciting areas of recent financial research has been the study of how the volatility implied by option prices relates to the volatility exhibited by their und...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Upper Saddle River, N.J. :
FTPress Delivers,
Ã2011.
|
| Colección: | FTPress Delivers insights for the agile investor on options
|
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
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| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr unu|||||||| | ||
| 008 | 110504s2011 njua ob 000 0 eng d | ||
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| 019 | |a 746579776 |a 803439844 | ||
| 020 | |a 9780132756136 | ||
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| 020 | |a 0132756102 | ||
| 020 | |a 9780132756105 | ||
| 020 | |z 9780132756105 | ||
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| 035 | |a (OCoLC)720025586 |z (OCoLC)746579776 |z (OCoLC)803439844 | ||
| 037 | |a CL0500000089 |b Safari Books Online | ||
| 050 | 4 | |a HG6024.A3 |b W66 2011 | |
| 049 | |a UAMI | ||
| 100 | 1 | |a Woodard, Jared. | |
| 245 | 1 | 0 | |a Options and the volatility risk premium / |c Jared Woodard. |
| 260 | |a Upper Saddle River, N.J. : |b FTPress Delivers, |c Ã2011. | ||
| 300 | |a 1 online resource ([22] pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 0 | |a FTPress Delivers insights for the agile investor on options | |
| 504 | |a Includes bibliographical references (pages 20-21). | ||
| 505 | 0 | |a Cover13; -- Options and the Volatility Risk Premium -- 1. What Is the Volatility Risk Premium? -- How Do You Know the Volatility Risk Premium Exists? -- The Price of Volatility Risk -- 2. Where Is the Volatility Risk Premium Present? -- a. Equities -- b. Commodities -- c. Interest Rates -- 3. Estimating, Predicting, and Trading the VRP -- Predicting the VRP -- Trading the VRP -- Conclusion -- Endnotes. | |
| 520 | |a Master the new edge in options trades: the hidden volatility risk premium that exists in options for every major asset class. One of the most exciting areas of recent financial research has been the study of how the volatility implied by option prices relates to the volatility exhibited by their underlying assets. Here, I'll explain the concept of the volatility risk premium, present evidence for its presence in options on every major asset class, and show how to estimate, predict, and trade on it ... | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Options (Finance) | |
| 650 | 0 | |a Financial risk management. | |
| 650 | 6 | |a Options (Finances) | |
| 650 | 6 | |a Finances |x Gestion du risque. | |
| 650 | 7 | |a Financial risk management. |2 fast |0 (OCoLC)fst01739657 | |
| 650 | 7 | |a Options (Finance) |2 fast |0 (OCoLC)fst01046893 | |
| 650 | 7 | |a Finance. |2 hilcc | |
| 650 | 7 | |a Business & Economics. |2 hilcc | |
| 650 | 7 | |a Investment & Speculation. |2 hilcc | |
| 655 | 4 | |a Electronic resource. | |
| 776 | 0 | 8 | |i Print version: |a Woodard, Jared. |t Options and the volatility risk premium. |d [Upper Saddle River, N.J] : FT Press, 2011 |z 9780132756105 |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9780132756136/?ar |z Texto completo (Requiere registro previo con correo institucional) |
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n 300374 | ||
| 994 | |a 92 |b IZTAP | ||