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Trading Options Greeks

2012-10-02 Business & Economics
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Release : 2012-10-02
Genre : Business & Economics
Kind : eBook
Book Rating : 161/5 ( reviews)

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Book Synopsis Trading Options Greeks by : Dan Passarelli

Download or read book Trading Options Greeks written by Dan Passarelli. This book was released on 2012-10-02. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Trading Options Greeks

2012-08-22 Business & Economics
Download Trading Options Greeks PDF Online Free

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Release : 2012-08-22
Genre : Business & Economics
Kind : eBook
Book Rating : 613/5 ( reviews)

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Book Synopsis Trading Options Greeks by : Dan Passarelli

Download or read book Trading Options Greeks written by Dan Passarelli. This book was released on 2012-08-22. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Trading Option Greeks

2010-05-13 Business & Economics
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Release : 2010-05-13
Genre : Business & Economics
Kind : eBook
Book Rating : 19X/5 ( reviews)

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Book Synopsis Trading Option Greeks by : Dan Passarelli

Download or read book Trading Option Greeks written by Dan Passarelli. This book was released on 2010-05-13. Available in PDF, EPUB and Kindle. Book excerpt: 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.

An Option Greeks Primer

2015-03-23 Business & Economics
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Release : 2015-03-23
Genre : Business & Economics
Kind : eBook
Book Rating : 676/5 ( reviews)

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Book Synopsis An Option Greeks Primer by : Jawwad Farid

Download or read book An Option Greeks Primer written by Jawwad Farid. This book was released on 2015-03-23. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a hands-on, practical guide to understanding derivatives pricing. Aimed at the less quantitative practitioner, it provides a balanced account of options, Greeks and hedging techniques avoiding the complicated mathematics inherent to many texts, and with a focus on modelling, market practice and intuition.

How to Calculate Options Prices and Their Greeks

2015-06-02 Business & Economics
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Release : 2015-06-02
Genre : Business & Economics
Kind : eBook
Book Rating : 620/5 ( reviews)

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Book Synopsis How to Calculate Options Prices and Their Greeks by : Pierino Ursone

Download or read book How to Calculate Options Prices and Their Greeks written by Pierino Ursone. This book was released on 2015-06-02. Available in PDF, EPUB and Kindle. Book excerpt: 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.

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