总而言之,是一本以为自己在讲greeks trading但实际上是在教你怎么投机的书,其理念和期权交易的本质是背道而驰的,但是吧里面的东西又不能说它错,就关于一步一步分析希腊字母的变动那块还是不错的,属于将静态指标转向动态思维的初级尝试。 0 有用 Dr. Who 2024-03-28 23:05:03 广东 完成了第二遍阅读。
Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive ProfitVeteran options trader Dan Passarelli explains a new methodology for option trading and valuation. With an introduction to option basics as well as chapters on all types of spreads, put-call parity and synthetic ...
Talk about the greeks and tools to measure changes in an option's value based on corresponding changes in : Bolatility , Time , Underlying price , and interest rates. 原文摘录 ··· With a typical option, the sensitivity of delta overshadows that of vega. (查看原文) yukee 2013-06-...
the underlying moved in a favorable fashion. Conversely if the underlying did not behave as was forecast, he could get an idea on how much the position might lose. The option greeks will also be able to tell the option trader how changes in volatility and time would also affect the ...
CHAPTER 7 Rho Interest is one of the six inputs of an option-pricing model for American options. Although interest rates can remain constant for long periods, when interest rates do … - Selection from Trading Options Greeks: How Time, Volatility, and O
This updated edition of Trading Option Greeks illustrates how you can apply the concepts contained here to real-world trading scenarios and get the most out of your time in today's dynamic market. A top options trader details a practical approach for pricing and trading options in any market ...
The option Greeks are essential to learn to become a successful options trader. They are a set of calculations used to measure the position of options contracts. They tell you how options are priced and judge your risk at any time. Using this information, you can make informed decisions about...
The option Greeks are essential to learn to become a successful options trader. They are a set of calculations used to measure the position of options contracts. They tell you how options are priced and judge your risk at any time. Using this information, you can make informed decisions about...
Trading Option Greeks, Second Edition 2025 pdf epub mobi 电子书 图书描述 A top options trader details a practical approach for pricing and trading options in any market condition The options market is always changing, and in order to keep up with it you need the greeks--delta, gamma, theta...
Delta, gamma, vega, theta, and rho are known as the "Greeks," each providing a way to measure the sensitivity of an option's price to different factors. Delta measures how much the price of an option is expected to change per $1 change in the underlying asset's price. ...