Volatility and Correlation [[electronic resource] ] : The Perfect Hedger and the Fox |
Autore | Rebonato Riccardo |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Hoboken, : Wiley, 2005 |
Descrizione fisica | 1 online resource (866 p.) |
Disciplina |
332.6323
332.64/53 |
Altri autori (Persone) | RebonatoRiccardo |
Collana | The Wiley Finance Series |
Soggetto topico |
Interest rate futures
Interest rate futures - Mathematical models Mathematical models Options (Finance) - Mathematical models Options (Finance) Prices Securities Securities - Prices - Mathematical models Investment & Speculation Finance Business & Economics |
Soggetto genere / forma | Electronic books. |
ISBN |
1-118-67353-0
1-280-26910-3 9786610269105 0-470-09140-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Volatility and Correlation 2(nd) Edition; Contents; Preface; 0.1 Why a Second Edition?; 0.2 What This Book Is Not About; 0.3 Structure of the Book; 0.4 The New Subtitle; Acknowledgements; I Foundations; 1 Theory and Practice of Option Modelling; 1.1 The Role of Models in Derivatives Pricing; 1.1.1 What Are Models For?; 1.1.2 The Fundamental Approach; 1.1.3 The Instrumental Approach; 1.1.4 A Conundrum (or, 'What is Vega Hedging For?'); 1.2 The Efficient Market Hypothesis and Why It Matters for Option Pricing; 1.2.1 The Three Forms of the EMH; 1.2.2 Pseudo-Arbitrageurs in Crisis
1.2.3 Model Risk for Traders and Risk Managers1.2.4 The Parable of the Two Volatility Traders; 1.3 Market Practice; 1.3.1 Different Users of Derivatives Models; 1.3.2 In-Model and Out-of-Model Hedging; 1.4 The Calibration Debate; 1.4.1 Historical vs Implied Calibration; 1.4.2 The Logical Underpinning of the Implied Approach; 1.4.3 Are Derivatives Markets Informationally Efficient?; 1.4.4 Back to Calibration; 1.4.5 A Practical Recommendation; 1.5 Across-Markets Comparison of Pricing and Modelling Practices; 1.6 Using Models; 2 Option Replication; 2.1 The Bedrock of Option Pricing 2.2 The Analytic (PDE) Approach2.2.1 The Assumptions; 2.2.2 The Portfolio-Replication Argument (Deterministic Volatility); 2.2.3 The Market Price of Risk with Deterministic Volatility; 2.2.4 Link with Expectations - the Feynman-Kac Theorem; 2.3 Binomial Replication; 2.3.1 First Approach - Replication Strategy; 2.3.2 Second Approach - 'Naive Expectation'; 2.3.3 Third Approach - 'Market Price of Risk'; 2.3.4 A Worked-Out Example; 2.3.5 Fourth Approach - Risk-Neutral Valuation; 2.3.6 Pseudo-Probabilities; 2.3.7 Are the Quantities π(1) and π(2) Really Probabilities? 2.3.8 Introducing Relative Prices2.3.9 Moving to a Multi-Period Setting; 2.3.10 Fair Prices as Expectations; 2.3.11 Switching Numeraires and Relating Expectations Under Different Measures; 2.3.12 Another Worked-Out Example; 2.3.13 Relevance of the Results; 2.4 Justifying the Two-State Branching Procedure; 2.4.1 How To Recognize a Jump When You See One; 2.5 The Nature of the Transformation between Measures: Girsanov's Theorem; 2.5.1 An Intuitive Argument; 2.5.2 A Worked-Out Example; 2.6 Switching Between the PDE, the Expectation and the Binomial Replication Approaches; 3 The Building Blocks 3.1 Introduction and Plan of the Chapter3.2 Definition of Market Terms; 3.3 Hedging Forward Contracts Using Spot Quantities; 3.3.1 Hedging Equity Forward Contracts; 3.3.2 Hedging Interest-Rate Forward Contracts; 3.4 Hedging Options: Volatility of Spot and Forward Processes; 3.5 The Link Between Root-Mean-Squared Volatilities and the Time-Dependence of Volatility; 3.6 Admissibility of a Series of Root-Mean-Squared Volatilities; 3.6.1 The Equity/FX Case; 3.6.2 The Interest-Rate Case; 3.7 Summary of the Definitions So Far; 3.8 Hedging an Option with a Forward-Setting Strike 3.8.1 Why Is This Option Important? (And Why Is it Difficult to Hedge?) |
Record Nr. | UNINA-9910143702803321 |
Rebonato Riccardo
![]() |
||
Hoboken, : Wiley, 2005 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Volatility and Correlation [[electronic resource] ] : The Perfect Hedger and the Fox |
Autore | Rebonato Riccardo |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Hoboken, : Wiley, 2005 |
Descrizione fisica | 1 online resource (866 p.) |
Disciplina |
332.6323
332.64/53 |
Altri autori (Persone) | RebonatoRiccardo |
Collana | The Wiley Finance Series |
Soggetto topico |
Interest rate futures
Interest rate futures - Mathematical models Mathematical models Options (Finance) - Mathematical models Options (Finance) Prices Securities Securities - Prices - Mathematical models Investment & Speculation Finance Business & Economics |
ISBN |
1-118-67353-0
1-280-26910-3 9786610269105 0-470-09140-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Volatility and Correlation 2(nd) Edition; Contents; Preface; 0.1 Why a Second Edition?; 0.2 What This Book Is Not About; 0.3 Structure of the Book; 0.4 The New Subtitle; Acknowledgements; I Foundations; 1 Theory and Practice of Option Modelling; 1.1 The Role of Models in Derivatives Pricing; 1.1.1 What Are Models For?; 1.1.2 The Fundamental Approach; 1.1.3 The Instrumental Approach; 1.1.4 A Conundrum (or, 'What is Vega Hedging For?'); 1.2 The Efficient Market Hypothesis and Why It Matters for Option Pricing; 1.2.1 The Three Forms of the EMH; 1.2.2 Pseudo-Arbitrageurs in Crisis
1.2.3 Model Risk for Traders and Risk Managers1.2.4 The Parable of the Two Volatility Traders; 1.3 Market Practice; 1.3.1 Different Users of Derivatives Models; 1.3.2 In-Model and Out-of-Model Hedging; 1.4 The Calibration Debate; 1.4.1 Historical vs Implied Calibration; 1.4.2 The Logical Underpinning of the Implied Approach; 1.4.3 Are Derivatives Markets Informationally Efficient?; 1.4.4 Back to Calibration; 1.4.5 A Practical Recommendation; 1.5 Across-Markets Comparison of Pricing and Modelling Practices; 1.6 Using Models; 2 Option Replication; 2.1 The Bedrock of Option Pricing 2.2 The Analytic (PDE) Approach2.2.1 The Assumptions; 2.2.2 The Portfolio-Replication Argument (Deterministic Volatility); 2.2.3 The Market Price of Risk with Deterministic Volatility; 2.2.4 Link with Expectations - the Feynman-Kac Theorem; 2.3 Binomial Replication; 2.3.1 First Approach - Replication Strategy; 2.3.2 Second Approach - 'Naive Expectation'; 2.3.3 Third Approach - 'Market Price of Risk'; 2.3.4 A Worked-Out Example; 2.3.5 Fourth Approach - Risk-Neutral Valuation; 2.3.6 Pseudo-Probabilities; 2.3.7 Are the Quantities π(1) and π(2) Really Probabilities? 2.3.8 Introducing Relative Prices2.3.9 Moving to a Multi-Period Setting; 2.3.10 Fair Prices as Expectations; 2.3.11 Switching Numeraires and Relating Expectations Under Different Measures; 2.3.12 Another Worked-Out Example; 2.3.13 Relevance of the Results; 2.4 Justifying the Two-State Branching Procedure; 2.4.1 How To Recognize a Jump When You See One; 2.5 The Nature of the Transformation between Measures: Girsanov's Theorem; 2.5.1 An Intuitive Argument; 2.5.2 A Worked-Out Example; 2.6 Switching Between the PDE, the Expectation and the Binomial Replication Approaches; 3 The Building Blocks 3.1 Introduction and Plan of the Chapter3.2 Definition of Market Terms; 3.3 Hedging Forward Contracts Using Spot Quantities; 3.3.1 Hedging Equity Forward Contracts; 3.3.2 Hedging Interest-Rate Forward Contracts; 3.4 Hedging Options: Volatility of Spot and Forward Processes; 3.5 The Link Between Root-Mean-Squared Volatilities and the Time-Dependence of Volatility; 3.6 Admissibility of a Series of Root-Mean-Squared Volatilities; 3.6.1 The Equity/FX Case; 3.6.2 The Interest-Rate Case; 3.7 Summary of the Definitions So Far; 3.8 Hedging an Option with a Forward-Setting Strike 3.8.1 Why Is This Option Important? (And Why Is it Difficult to Hedge?) |
Record Nr. | UNINA-9910830708703321 |
Rebonato Riccardo
![]() |
||
Hoboken, : Wiley, 2005 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Volatility and Correlation [[electronic resource] ] : The Perfect Hedger and the Fox |
Autore | Rebonato Riccardo |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Hoboken, : Wiley, 2005 |
Descrizione fisica | 1 online resource (866 p.) |
Disciplina |
332.6323
332.64/53 |
Altri autori (Persone) | RebonatoRiccardo |
Collana | The Wiley Finance Series |
Soggetto topico |
Interest rate futures
Interest rate futures - Mathematical models Mathematical models Options (Finance) - Mathematical models Options (Finance) Prices Securities Securities - Prices - Mathematical models Investment & Speculation Finance Business & Economics |
ISBN |
1-118-67353-0
1-280-26910-3 9786610269105 0-470-09140-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Volatility and Correlation 2(nd) Edition; Contents; Preface; 0.1 Why a Second Edition?; 0.2 What This Book Is Not About; 0.3 Structure of the Book; 0.4 The New Subtitle; Acknowledgements; I Foundations; 1 Theory and Practice of Option Modelling; 1.1 The Role of Models in Derivatives Pricing; 1.1.1 What Are Models For?; 1.1.2 The Fundamental Approach; 1.1.3 The Instrumental Approach; 1.1.4 A Conundrum (or, 'What is Vega Hedging For?'); 1.2 The Efficient Market Hypothesis and Why It Matters for Option Pricing; 1.2.1 The Three Forms of the EMH; 1.2.2 Pseudo-Arbitrageurs in Crisis
1.2.3 Model Risk for Traders and Risk Managers1.2.4 The Parable of the Two Volatility Traders; 1.3 Market Practice; 1.3.1 Different Users of Derivatives Models; 1.3.2 In-Model and Out-of-Model Hedging; 1.4 The Calibration Debate; 1.4.1 Historical vs Implied Calibration; 1.4.2 The Logical Underpinning of the Implied Approach; 1.4.3 Are Derivatives Markets Informationally Efficient?; 1.4.4 Back to Calibration; 1.4.5 A Practical Recommendation; 1.5 Across-Markets Comparison of Pricing and Modelling Practices; 1.6 Using Models; 2 Option Replication; 2.1 The Bedrock of Option Pricing 2.2 The Analytic (PDE) Approach2.2.1 The Assumptions; 2.2.2 The Portfolio-Replication Argument (Deterministic Volatility); 2.2.3 The Market Price of Risk with Deterministic Volatility; 2.2.4 Link with Expectations - the Feynman-Kac Theorem; 2.3 Binomial Replication; 2.3.1 First Approach - Replication Strategy; 2.3.2 Second Approach - 'Naive Expectation'; 2.3.3 Third Approach - 'Market Price of Risk'; 2.3.4 A Worked-Out Example; 2.3.5 Fourth Approach - Risk-Neutral Valuation; 2.3.6 Pseudo-Probabilities; 2.3.7 Are the Quantities π(1) and π(2) Really Probabilities? 2.3.8 Introducing Relative Prices2.3.9 Moving to a Multi-Period Setting; 2.3.10 Fair Prices as Expectations; 2.3.11 Switching Numeraires and Relating Expectations Under Different Measures; 2.3.12 Another Worked-Out Example; 2.3.13 Relevance of the Results; 2.4 Justifying the Two-State Branching Procedure; 2.4.1 How To Recognize a Jump When You See One; 2.5 The Nature of the Transformation between Measures: Girsanov's Theorem; 2.5.1 An Intuitive Argument; 2.5.2 A Worked-Out Example; 2.6 Switching Between the PDE, the Expectation and the Binomial Replication Approaches; 3 The Building Blocks 3.1 Introduction and Plan of the Chapter3.2 Definition of Market Terms; 3.3 Hedging Forward Contracts Using Spot Quantities; 3.3.1 Hedging Equity Forward Contracts; 3.3.2 Hedging Interest-Rate Forward Contracts; 3.4 Hedging Options: Volatility of Spot and Forward Processes; 3.5 The Link Between Root-Mean-Squared Volatilities and the Time-Dependence of Volatility; 3.6 Admissibility of a Series of Root-Mean-Squared Volatilities; 3.6.1 The Equity/FX Case; 3.6.2 The Interest-Rate Case; 3.7 Summary of the Definitions So Far; 3.8 Hedging an Option with a Forward-Setting Strike 3.8.1 Why Is This Option Important? (And Why Is it Difficult to Hedge?) |
Record Nr. | UNINA-9910841165603321 |
Rebonato Riccardo
![]() |
||
Hoboken, : Wiley, 2005 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Volatility surface and term structure : high-profit options trading strategies / / Shifei Zhou. [et al.] |
Autore | Zhou Shifei |
Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2013 |
Descrizione fisica | 1 online resource (102 p.) |
Disciplina | 332.64/53 |
Collana | Routledge advances in risk management |
Soggetto topico |
Stock options
Options (Finance) Investments Speculation |
Soggetto genere / forma | Electronic books. |
ISBN |
1-138-91626-9
1-135-00698-9 0-203-73201-4 1-135-00699-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction -- A novel model-free term structure for stock prediction -- An adaptive correlation heston model for stock prediction -- The algorithm to control risk using option -- Option strategies: evaluation criterion and optimization -- A novel mean reversion-based local volatility model -- Regression-based correlation modeling for heston model -- Index option strategies comparison and self-risk management -- Call-put term structure spread-based HSI analysis. |
Record Nr. | UNINA-9910463177403321 |
Zhou Shifei
![]() |
||
Abingdon, Oxon : , : Routledge, , 2013 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Volatility surface and term structure : high-profit options trading strategies / / Shifei Zhou. [et al.] |
Autore | Zhou Shifei |
Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2013 |
Descrizione fisica | 1 online resource (102 p.) |
Disciplina | 332.64/53 |
Collana | Routledge advances in risk management |
Soggetto topico |
Stock options
Options (Finance) Investments Speculation |
ISBN |
1-138-91626-9
1-135-00698-9 0-203-73201-4 1-135-00699-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction -- A novel model-free term structure for stock prediction -- An adaptive correlation heston model for stock prediction -- The algorithm to control risk using option -- Option strategies: evaluation criterion and optimization -- A novel mean reversion-based local volatility model -- Regression-based correlation modeling for heston model -- Index option strategies comparison and self-risk management -- Call-put term structure spread-based HSI analysis. |
Record Nr. | UNINA-9910787684103321 |
Zhou Shifei
![]() |
||
Abingdon, Oxon : , : Routledge, , 2013 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Volatility surface and term structure : high-profit options trading strategies / / Shifei Zhou. [et al.] |
Autore | Zhou Shifei |
Pubbl/distr/stampa | Abingdon, Oxon : , : Routledge, , 2013 |
Descrizione fisica | 1 online resource (102 p.) |
Disciplina | 332.64/53 |
Collana | Routledge advances in risk management |
Soggetto topico |
Stock options
Options (Finance) Investments Speculation |
ISBN |
1-138-91626-9
1-135-00698-9 0-203-73201-4 1-135-00699-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Introduction -- A novel model-free term structure for stock prediction -- An adaptive correlation heston model for stock prediction -- The algorithm to control risk using option -- Option strategies: evaluation criterion and optimization -- A novel mean reversion-based local volatility model -- Regression-based correlation modeling for heston model -- Index option strategies comparison and self-risk management -- Call-put term structure spread-based HSI analysis. |
Record Nr. | UNINA-9910810512603321 |
Zhou Shifei
![]() |
||
Abingdon, Oxon : , : Routledge, , 2013 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Your options handbook [[electronic resource] ] : the practical reference and strategy guide to trading options / / Jared Levy |
Autore | Levy Jared <1976-> |
Edizione | [1st edition] |
Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2011 |
Descrizione fisica | 1 online resource (434 p.) |
Disciplina | 332.64/53 |
Collana | Wiley trading series |
Soggetto topico | Options (Finance) |
ISBN |
1-119-20014-8
1-118-04118-6 |
Classificazione | BUS036000 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
CONTENTS; Foreword; Preface; Acknowledgments; CHAPTER 1 Market Basics and Market Mechanics: What Is Going On and How Does It All Work?; The Markets; Sectors and Industries; ETFs-A Different Kind of Investment; Final Thoughts; CHAPTER 2 Data That Moves the Markets: The First Step in Your Analysis; Data and Sentiment; Economists, Predictions, and Indicators; Economic Indicators; Key Indicators to Watch; Final Thoughts; CHAPTER 3 Fundamental and Technical Stock Analysis and Tools: The Second Step in Your Analysis; Introduction to Fundamental Analysis; Digesting the News; Cheap versus Value
Mergers and Acquisitions for the Everyday Options TraderThe Wisdom (or Lack Thereof) of Crowds; Trading Tactics and Technical Analysis; Plans of Attack; New Trader Tips; Top 10 Things Professionals Do That the Average Retail Trader Doesn't; Final Thoughts; CHAPTER 4 Options Basics: Techniques and Fundamentals to Master Before Applying Any Options Strategy; The Oracle of Omaha Did It, Why Can't I?; The Basics; Trading Options-Order Types; Options Expiration in Detail; Exercise and Assignment; When Should You Exercise an Option Early?; What Is Triple Witching? (Or Quadruple Witching) Final ThoughtsCHAPTER 5 The Greeks: The Forces That Influence Options' Prices; Delta; Final Thoughts; CHAPTER 6 Strategy: The Basic Options Trades; Basic Single Options Strategies; The Long Call; Covered Call (Buy-Write); Buy-Write versus Covered Call; Long Put; Basic Stock and Options Spread; Final Thoughts; CHAPTER 7 Strategy: The Basic Spread Trades; Vertical Spreads in Depth; The Four Basic Vertical Spreads-Basic Characteristics and Behavior; Credit Spreads versus Debit Spreads; Credit Vertical Spreads; Debit Vertical Spreads; Buying a Put Spread (Bear Put Spread) Buying a Call Spread (Bull Call Spread)Market Direction Neutral Spread Strategies; Final Thoughts; CHAPTER 8 Strategy: The Advanced Option Spreads; Market Neutral, Volatility, and Earnings Spread Strategies; Butterflies versus Condors; Iron Spreads; Iron Butterfly versus Iron Condor; Final Thoughts; CHAPTER 9 Advanced Concepts; Put-Call Parity, Interest Rates, Dividends, and Forwards; Synthetics and More on Put-Call Parity; Final Thoughts; CHAPTER 10 A Revolutionary Approach to the Mind Games of the Markets: Understand Why You Need Emotions to Trade Well; Trading Is Like Weather Forecasting What Is Psych Cap?Strategies and Tactics for Large Psych Cap Balances; About the Contributor; CHAPTER 11 Turning Your Trading into a Business; Education; The Formative Process; Tips and Formulas for Budgetary Success; Setting Up a Legal Entity; Guidelines, Indicators, and Birds of Prey; Final Thoughts; About the Contributor; Notes; About the Author; Index |
Record Nr. | UNINA-9910140973503321 |
Levy Jared <1976->
![]() |
||
Hoboken, N.J., : Wiley, 2011 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Your options handbook [[electronic resource] ] : the practical reference and strategy guide to trading options / / Jared Levy |
Autore | Levy Jared <1976-> |
Edizione | [1st edition] |
Pubbl/distr/stampa | Hoboken, N.J., : Wiley, 2011 |
Descrizione fisica | 1 online resource (434 p.) |
Disciplina | 332.64/53 |
Collana | Wiley trading series |
Soggetto topico | Options (Finance) |
ISBN |
1-119-20014-8
1-118-04118-6 |
Classificazione | BUS036000 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
CONTENTS; Foreword; Preface; Acknowledgments; CHAPTER 1 Market Basics and Market Mechanics: What Is Going On and How Does It All Work?; The Markets; Sectors and Industries; ETFs-A Different Kind of Investment; Final Thoughts; CHAPTER 2 Data That Moves the Markets: The First Step in Your Analysis; Data and Sentiment; Economists, Predictions, and Indicators; Economic Indicators; Key Indicators to Watch; Final Thoughts; CHAPTER 3 Fundamental and Technical Stock Analysis and Tools: The Second Step in Your Analysis; Introduction to Fundamental Analysis; Digesting the News; Cheap versus Value
Mergers and Acquisitions for the Everyday Options TraderThe Wisdom (or Lack Thereof) of Crowds; Trading Tactics and Technical Analysis; Plans of Attack; New Trader Tips; Top 10 Things Professionals Do That the Average Retail Trader Doesn't; Final Thoughts; CHAPTER 4 Options Basics: Techniques and Fundamentals to Master Before Applying Any Options Strategy; The Oracle of Omaha Did It, Why Can't I?; The Basics; Trading Options-Order Types; Options Expiration in Detail; Exercise and Assignment; When Should You Exercise an Option Early?; What Is Triple Witching? (Or Quadruple Witching) Final ThoughtsCHAPTER 5 The Greeks: The Forces That Influence Options' Prices; Delta; Final Thoughts; CHAPTER 6 Strategy: The Basic Options Trades; Basic Single Options Strategies; The Long Call; Covered Call (Buy-Write); Buy-Write versus Covered Call; Long Put; Basic Stock and Options Spread; Final Thoughts; CHAPTER 7 Strategy: The Basic Spread Trades; Vertical Spreads in Depth; The Four Basic Vertical Spreads-Basic Characteristics and Behavior; Credit Spreads versus Debit Spreads; Credit Vertical Spreads; Debit Vertical Spreads; Buying a Put Spread (Bear Put Spread) Buying a Call Spread (Bull Call Spread)Market Direction Neutral Spread Strategies; Final Thoughts; CHAPTER 8 Strategy: The Advanced Option Spreads; Market Neutral, Volatility, and Earnings Spread Strategies; Butterflies versus Condors; Iron Spreads; Iron Butterfly versus Iron Condor; Final Thoughts; CHAPTER 9 Advanced Concepts; Put-Call Parity, Interest Rates, Dividends, and Forwards; Synthetics and More on Put-Call Parity; Final Thoughts; CHAPTER 10 A Revolutionary Approach to the Mind Games of the Markets: Understand Why You Need Emotions to Trade Well; Trading Is Like Weather Forecasting What Is Psych Cap?Strategies and Tactics for Large Psych Cap Balances; About the Contributor; CHAPTER 11 Turning Your Trading into a Business; Education; The Formative Process; Tips and Formulas for Budgetary Success; Setting Up a Legal Entity; Guidelines, Indicators, and Birds of Prey; Final Thoughts; About the Contributor; Notes; About the Author; Index |
Record Nr. | UNINA-9910825408103321 |
Levy Jared <1976->
![]() |
||
Hoboken, N.J., : Wiley, 2011 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|