Inside Volatility Arbitrage: The Secrets of Skewness (Wiley Finance) - Hardcover

Javaheri, Alireza

Hardcover

ISBN 10: 0471733873 ISBN 13: 9780471733874

Verlag: John Wiley & Sons, 2005

Inhaltsangabe

Book by Javaheri Alireza

Über diesen Titel

Críticas

..".ideal for academics and practitioners who want to focus on volatility modeling. . . All of this makes the book rich and valuable. . . Go and get it!" (Wilmott magazine, September 2005) "Best New Quantitative Finance Book of the Year" (Wilmott Awards 2006)

Reseña del editor

Today's traders want to know when volatility is a sign that the sky is falling (and they should stay out of the market), and when it is a sign of a possible trading opportunity. "Inside Volatility Arbitrage" can help them do this. Author and financial expert Alireza Javaheri uses the classic approach to evaluating volatility - time series and financial econometrics - in a way that he believes is superior to methods presently used by market participants. He also suggests that there may be 'skewness' trading opportunities that can be used to trade the markets more profitably. Filled with in-depth insight and expert advice, "Inside Volatility Arbitrage" will help traders discover when 'skewness' may present valuable trading opportunities as well as why it can be so profitable.

Details zur Ausgabe

• Verlag: John Wiley & Sons
• Erscheinungsdatum: 2005
• ISBN 10: 0471733873
• ISBN 13: 9780471733874
• Einband: Tapa dura
• Sprache: Englisch
• Anzahl der Seiten: 272