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。
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-...
理解Greeks的互动关系(如高Gamma导致Delta对冲频率上升)是优化策略的关键。例如,波动率套利中,交易者可能建立Vega正头寸,同时用Gamma对冲抵消短期波动风险。通过实时监控和动态调整,Greeks工具可显著提升期权交易的风险调整后收益。
In theSecond EditionofTrading Options Greeks, veteran options trader Dan Pasarelli puts these tools in perspective by offering fresh insights on option trading and valuation. An essential guide for both professional and aspiring traders, this book explains the greeks in a straightforward and accessible...
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
An essential guide for both professional and aspiring traders, this book explains the greeks in a straightforward and accessible style. It skillfully shows how they can be used to facilitate trading strategies that seek to profit from volatility, time decay, or changes in interest rates. Along the...
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 ...
In the Second Edition of Trading Options Greeks , veteran options trader Dan Pasarelli puts these tools in perspective by offering fresh insights on option trading and valuation. An essential guide for both professional and aspiring traders, this book explains the greeks in a straightforward and ...
In the Second Edition of Trading Options Greeks, veteran options trader Dan Pasarelli puts these tools in perspective by offering fresh insights on option trading and valuation. An essential guide for both professional and aspiring traders, this book explains the greeks in a straightforward and ...
Option Greeks Option Greeks: Option Trading Tools September 16, 20141 Comment Probably one of the most common mistakes when trading options is to ignore the option greeks. Using the option greeks as a regular part of your option trading is like having a distinct advantage over an option trader...