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...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Woodard, Jared
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:
Options (Finance)
Financial risk management.
Options (Finances)
Finances > Gestion du risque.
Finance.
Business & Economics.
Investment & Speculation.
Electronic resource.
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • 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.

Ejemplares similares