Study note

Option Volatility and Pricing : Advanced Trading Strategies and Techniques, 2nd Edition

View original Back to list

Properties

Type: Books
Status: 想读
Domain: Quant
Category: 期权、波动率与衍生品交易
Source: book.douban.com
Vault note: library/books/quant/Option-Volatility-and-Pricing-Advanced-Trading-Strategies-and-Techniques,-2nd-Ed-6d9ced44b6d21e9a.md

Summary

Option Volatility and Pricing : Advanced Trading Strategies and Techniques, 2nd Edition 聚焦期权波动率、定价、Greeks、价差组合和交易策略，是经典的期权交易教材路线。

Highlights

适合把期权从“买涨买跌”推进到波动率、头寸结构和风险敞口管理层面。

Notes

Sheldon Natenberg；2014-11-21。

2周攻克期权策略 Books · 期权、波动率与衍生品交易
Dynamic Hedging Books · 期权、波动率与衍生品交易
Exotic Options and Hybrids Books · 期权、波动率与衍生品交易
Financial Mathematics, Derivatives and Structured Products Books · 期权、波动率与衍生品交易
Futures, Options, and Swaps Books · 期权、波动率与衍生品交易
FX Options and Smile Risk Books · 期权、波动率与衍生品交易

Comments

Loading comments...