Study note
Trading Volatility : Trading Volatility, Correlation, Term Structure and Skew
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/Trading-Volatility-Trading-Volatility,-Correlation,-Term-Structure-and-Skew-bef7ee11725d24ad.md
Summary
Trading Volatility : Trading Volatility, Correlation, Term Structure and Skew 是期权、波动率与衍生品交易方向的读物，围绕期权、波动率、希腊字母、衍生品定价和交易策略展开，关注从理论价格到实盘对冲与风险暴露管理的连接。
Highlights
适合搭建期权交易主线：先理解波动率和 Greeks，再学习策略组合、动态对冲和不同市场环境下的风险管理。
Notes
Colin Bennett；2014-4-24。
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