Register your product to gain access to bonus material or receive a coupon.
Options and the Volatility Risk Premium
- By Jared Woodard
- Published Feb 18, 2011 by FT Press.
eBook
- Sorry, this book is no longer in print.
- About Watermarked eBooks
This PDF will be accessible from your Account page after purchase and requires PDF reading software, such as Acrobat® Reader®.
The eBook requires no passwords or activation to read. We customize your eBook by discreetly watermarking it with your name, making it uniquely yours.
Description
- Copyright 2011
- Dimensions: 5-3/8" x 8"
- Edition: 1st
- eBook
- ISBN-10: 0-13-275610-2
- ISBN-13: 978-0-13-275610-5
Master the new edge in options trades: the hidden volatility risk premium that exists in options for every major asset class.
One of the most exciting areas of recent financial research has been the study of how the volatility implied by option prices relates to the volatility exhibited by their underlying assets. Here, I’ll explain the concept of the volatility risk premium, present evidence for its presence in options on every major asset class, and show how to estimate, predict, and trade on it....
More Information
Other Things You Might Like
Dark Side of Valuation, The: Valuing Young, Distressed, and Complex Businesses, 3rd Edition
- Book $47.99