The Mathematics of Options Trading

C.B. Reehl

380 pages, parution le 12/04/2005

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Résumé

The Mathematics of Options Trading shows options traders how to improve their overall trading performance by first understanding and harnessing options mathematics. This detailed manual introduces the math needed to understand options and how they work and provides step-by-step instructions on how to use that math to analyze intended trades before committing capital. Traders learn how to use moving averages, curve fitting, extreme values, skewness, and other techniques to augment trading profits. The valuable accompanying CD-ROM contains programs for analyzing opportunities using several strategies, creating spreadsheets, and more.

Sommaire

The Wall Street casinos : a typology of financial products
Statistics, probability, and other wonders
Visualizing option structures and strategies
Mathematical expectation and optimal position size
Volatility and sensitivity to change
Determining expected results of options trades : naked options and basic spreads
Determining expected results of options trades : straddles and other strategies
Other useful techniques
Putting it all together

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Mc Graw Hill
Auteur(s)	C.B. Reehl
Parution	12/04/2005
Nb. de pages	380
Format	15,5 x 23,5
Couverture	Relié
Poids	715g
Intérieur	Noir et Blanc
EAN13	9780071445283
ISBN13	978-0-07-144528-3