EBOOK

Buying and Selling Volatility

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Juli 1997

Beschreibung

Beschreibung

The concept of profiting from trading volatility is not new, but is known to only a few players in the derivatives industry. Buying and Selling Volatility is the first book to explain this trading strategy in detail without using complex mathematics. Offering a new approach to the subject of options, seen purely from a volatility viewpoint, the author uses illustrations to clearly explain the connection between volatility and options. He explains how investors can profit from the volatility, or lack of volatility, of an option price regardless of whether the market rises or falls. Useful to both novice investors and professional traders, Buying and Selling Volatility also supplies the reader with a risk management software system that is comparable to those used commercially.

Inhaltsverzeichnis

A Review of Some Basic Concepts; The Price Profile of Derivatives Before Expiry; The Simple Long Volatility Trade; The Short Volatility Trade; Using Put Options in Volatility Trade; Managing Combinations of Options; More Complex Aspect of Volatility Trading.

Portrait

Kevin B. Connolly used to be Head of Quantitative Research at James Capel & Co. He then joined Cresvale International Asset Management as Director responsible for instituting scientific risk management for Cresvale's principal Japanese warrants market-making section. He is currently undertaking research into complex volatility trading for Refco Overseas Ltd, and is setting up sales and trading systems for Japanese warrants and convertible bonds for Independent Capital Corporation. He also lectures at City University Business School and London Guildhall University, UK.
EAN: 9780471968849
ISBN: 0471968846
Untertitel: Revised. DISK. Sprache: Englisch.
Verlag: JOHN WILEY & SONS INC
Erscheinungsdatum: Juli 1997
Seitenanzahl: 230 Seiten
Format: gebunden
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