(eBook PDF) Trading Volatility: Trading Volatility, Correlation, Term Structure and Skew 99th Edition – Digital Ebook – Instant Delivery Download
Product details:
- ISBN-10 : 1461108756
- ISBN-13 : 978-1461108757
- Author: Colin Bennett
This publication aims to fill the void between books providing an introduction to derivatives, and advanced books whose target audience are members of quantitative modelling community.
In order to appeal to the widest audience, this publication tries to assume the least amount of prior knowledge. The content quickly moves onto more advanced subjects in order to concentrate on more practical and advanced topics.
Table of contents:
CHAPTER 1 Volatility and Options 1
CHAPTER 2 Understanding Options Without a Model 21
CHAPTER 3 The Basic Greeks: Theta 49
CHAPTER 4 The Basic Greeks: Gamma 67
CHAPTER 5 The Basic Greeks: Vega 87
CHAPTER 6 Implied Volatility and Term Structure 99
CHAPTER 7 Vanna, Risk Reversal, and Skewness 123
CHAPTER 8 Volgamma, Butterfly, and Kurtosis 139
CHAPTER 9 Black-Scholes-Merton Model 147
CHAPTER 10 The Black-Scholes Greeks 157
CHAPTER 11 Predictability and Mean Reversion 167
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