< Option Volatility and Pricing_ Advanced Trading Strategies and Techniques, 2nd Edition ( PDFDrive.com)搜索 阅读原文 下载APP
Option Volatility & Pricing 作者:Sheldon Natenberg 出版社:McGraw-Hill 副标题:Advanced Trading Strategies and Techniques 出版年:1994-8-1 页数:469 定价:USD 65.00 装帧:Hardcover ISBN:9781557384867 豆瓣评分 9.2 49人评价 5星 55.1% 4星 34.7% 3星...
隐含波动率下降带来的标的合约的价格变化会带来盈利 综上,期权头寸持有的时间越长,标的合约的已实现波动率就会越重要,同时它的隐含波动率就越不重要。如果持有头寸至到期日,那么已实现波动率就是唯一要考虑的因素 确定已实现波动率非常重要(毕竟是BS定价中唯一不确定的值) ...
跟underlying instrument 的交易员相比,做option trader不仅关注市场的方向,还关注the speed of the market(例如:波动性低的标的的期权价格会低) volatility就是衡量the speed of the market的一种方式 知道…
Option Volatility & Pricing: Advanced Trading Strategies and Techniques. McGraw-Hill, New York, 1994.Natenberg, S. (1994), Option Volatility and Pricing: Advanced Trading Strategies and Techniques, Probus Publishing, Chicago, Illinois.Sheldon, N., 1994, Option Volatility & Pricing: Advanced Trading...
Option Volatility and Pricing 作者: Sheldon Natenberg 出版社: McGraw-Hill副标题: Advanced Trading Strategies and Techniques, 2nd Edition出版年: 2014-11-21页数: 512定价: USD 85.00装帧: HardcoverISBN: 9780071818773豆瓣评分 9.0 25人评价 5星 60.0% 4星 32.0% 3星 4.0% 2星 4.0% 1星 0.0% ...
< Natenberg, Sheldon - Option Volatility & Pricing - Advanced Trading Strategies and Techniques 2nd Ed. Rev. 2015搜索 阅读原文 下载APP
active option traders around the world, Option Volatility & Pricing has been completely updated to reflect the most current developments and trends in option products and trading strategies.Featuring:Pricing modelsVolatility considerationsBasic and advanced trading strategiesRisk management techniquesAnd more!
option volatility and pricing 中文 optionvolatilityandpricing的中文翻译是：期权的波动性与定价
《Option Volatility & Pricing》阅读笔记之 Option Terminology (期权术语) 1.Types of Options (期权的种类) 期权的种类有两种,一种是 call option (认购期权,也称看涨期权),另一种是 put option(认沽期权,也称看跌期权)。call option 是可以在一个规定日期之前以一个固定的价格买入或者持有多头头寸的...