Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits
暫譯: 交易選擇權希臘字母：時間、波動性及其他定價因素如何驅動利潤
Passarelli, Dan, Brodsky, William J.
- 出版商: Bloomberg Press
- 出版日期: 2012-10-02
- 售價: $3,340
- 貴賓價: 9.5 折 $3,173
- 語言: 英文
- 頁數: 341
- 裝訂: Hardcover - also called cloth, retail trade, or trade
- ISBN: 1118133161
- ISBN-13: 9781118133163
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商品描述
The options market is always changing, and in order to keep up with it you need the greeks--delta, gamma, theta, vega, and rho--which are the best techniques for valuing options and executing trades regardless of market conditions. 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 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 way, it makes use of new charts and examples, and discusses how the proper application of the greeks can lead to more accurate pricing and trading as well as alert you to a range of other opportunities.
- Completely updated with new material
- Information on spreads, put-call parity and synthetic options, trading volatility, and advanced option trading is also included
- Explores how to exploit the dynamics of option pricing to improve your trading
Having a comprehensive understanding of the greeks is essential to long-term options trading success. Trading Options Greeks, Second Edition shows you how to use the greeks to find better trades, effectively manage them, and ultimately, become more profitable.
商品描述(中文翻譯)
頂尖選擇權交易者詳細介紹在任何市場條件下定價和交易選擇權的實用方法
選擇權市場總是在變化，為了跟上這一變化，你需要了解希臘字母（the greeks）——delta、gamma、theta、vega 和 rho——這些是評估選擇權價值和執行交易的最佳技術，無論市場條件如何。在《交易選擇權希臘字母（Trading Options Greeks）》的第二版中，資深選擇權交易者 Dan Pasarelli 提供了這些工具的全新視角，並分享了有關選擇權交易和評價的新見解。
這本書是專業交易者和有志於成為交易者的必備指南，以簡單易懂的風格解釋了希臘字母。它巧妙地展示了如何利用這些工具來促進交易策略，從波動性、時間衰減或利率變化中獲利。在此過程中，書中使用了新的圖表和範例，並討論了正確應用希臘字母如何導致更準確的定價和交易，並提醒你注意其他各種機會。
- 完全更新了新材料
- 還包括有關價差、買權-賣權平價（put-call parity）和合成選擇權、交易波動性以及進階選擇權交易的信息
- 探討如何利用選擇權定價的動態來改善你的交易
全面了解希臘字母對於長期選擇權交易的成功至關重要。《交易選擇權希臘字母（Trading Options Greeks），第二版》教你如何使用希臘字母來尋找更好的交易，有效管理它們，並最終實現更高的利潤。
作者簡介
DAN PASSARELLI is the founder and CEO of Market Taker Mentoring, a leading options education firm that provides personalized, one-on-one mentoring for option traders and online classes. He began his trading career on the floor of the Chicago Board Options Exchange (CBOE) as an equity options market maker and also traded agricultural options and futures on the floor of the Chicago Board of Trade (now part of the CME Group). In 2005, Passarelli joined CBOE's Options Institute and began teaching both basic and advanced trading concepts to retail traders, brokers, institutional traders, financial planners and advisors, money managers, and market makers. He has appeared on FOX Business News and other business television programs and contributes to financial publications such as TheStreet.com, SFO.com, and the CBOE's blog. Passarelli is the author of the first edition of Trading Option Greeks and The Market Taker's Edge.
作者簡介(中文翻譯)
丹·帕薩雷利（DAN PASSARELLI）是市場交易者輔導（Market Taker Mentoring）的創辦人及執行長，這是一家領先的選擇權教育公司，提供個性化的一對一輔導以及線上課程。他的交易生涯始於芝加哥期權交易所（Chicago Board Options Exchange, CBOE）的交易場，擔任股票選擇權的做市商，並且在芝加哥商品交易所（Chicago Board of Trade，現為CME集團的一部分）交易農產品選擇權和期貨。2005年，帕薩雷利加入CBOE的選擇權學院，開始教授零售交易者、經紀人、機構交易者、財務規劃師和顧問、資金經理以及做市商基本和進階的交易概念。他曾出現在FOX商業新聞及其他商業電視節目中，並為金融出版物如TheStreet.com、SFO.com及CBOE的部落格撰稿。帕薩雷利是《交易選擇權希臘字母》（Trading Option Greeks）和《市場交易者的優勢》（The Market Taker's Edge）第一版的作者。
