Ravi K. Jain. Putting Volatility to work

Anna Aslanyan, BP, 116 стр. Презентация, подготовленная BP для энергетических рынков, на англ яз. Risk as exposure to uncertanty. Exposures ad payoffs. Risk management solutions and derivative packages. Sensitives. Delta hedging. Smile and volatility survaces. Further instruments: spreads and baskets. Structures transactions.

Department of Finance, J.L. Kellogg Graduate School of Management, Northwestern Universin,, Evanston, IL 60208, USA © 1997 Elsevier Science B.V. The pervasive intraday periodicity in the return volatility in foreign exchange and equity markets is shown to have a strong impact on the dynamic properties of high frequency returns. Only by taking account of this strong intraday periodicity is it possible to uncover the complex intraday volatility dy...

Canada, John Willey and Sons, 2000. Help for a desperate trader. Dreams of easy money. The futures market beckons. Almoast down for the count. Putting it all together. Why the stock market& Trading is a profession. Perceptual trading filters. My favourite indicators. Technical indicators. Monthly seasonality The nitty-gritty of trading. Money management. Trading mutual funds. Trading junk bond funds. Trading stock index futures. Strictly per...

Copyright © 2004.Published by John Wiley & Sons, Inc. , Hoboken, new Jersey. Published simultaneously in Canada. Preface xiii. Introduction xv. Chapter 1 reflections of a Contrarian on Investor. Psychology 1. Chapter 2 measuring Joe Options trader Sentiment 7. Chapter 3 will the Real Put/Call Ratio Please. Stand Up? 15. Chapter 4 the Options trading Crowd at Extremes 25. Chapter 5 does the Entire Group of Options traders. Get It Wrong? 35. Ch...

McGraw-Hill, 2005. - 304 pages. Do you want to learn how to use options without getting lost in confusing theories and complicated math? Options Demystified takes the mystery out of options, providing you with concise descriptions of various option strategies and the basic knowledge you need to execute basic stock and commodity options trades. It also includes some of the more complex techniques like covered calls, spreads, straddles and hedges,...

McCall, M. - The swing trader’s bible : strategies to profit from market volatility, John Wiley & Sons, Inc. ,2009 - 235p. Determining Your Trading Style. Why Swing Trading is a Better Alternative to Day Trading. How to Successfully Implement Winning Trades. The First Rule of Profitability: Stop Loss. The End Should Always Come First. Occasionally Unforeseen Disaster Strikes. Hard Stops as a Profit Tool. Using Trailing Stops to Increase Prof...

2003 Published by John Wiley & Sons, Inc. , Hoboken, New Jersey. Contents chapter 1 Installing the Software Installing Crystal Ball Monte Carlo Simulation Software Installing Real Options Analysis Toolkit Software chapter 2 Getting Started with the Software Getting Started with Crystal Ball Software Getting Started with Real Options Analysis Toolkit Software chapter 3 Framing Real Options Step 1: Qualify List of Projects and Strategies...

John Wiley & Sons, Inc., 2004. – 287 pages. Contents: Introduction to Futures and Options: Understanding the Mechanics. How the markets work, the elevator analogy, product for the times, important terminology such as margin, contract specifications, and leverage. Fundamentals: The Market Driver. Supply and demand issues, economic growth and productivity effects, major economic reports and their in role in market prices. Technical Analysis:...

Hoboken, John Wiley & Sons, 2008. - 227p. Книга посвящена торговле опционами с использованием показателя волатильности. Обсуждаются способы её измерения и прогнозирования, связь с опционной премией, хеджирование торговых позиций, психологические и организационные аспекты опционной торговли, мани-менеджмент. Для трейдера с определённой математической подготовкой.

Introduction. Options and risk Parameters. Delta Risk and Reward. Vega Risk and Reward. Theta Risk and Reward. Gamma Risk and Reward. Position Greeks. Inter-Greeks Behavior. Option Volatility: Conclusion.