Trading options in turbulent markets : master uncertainty through active volatility management / / Larry Shover ; cover design by C. Wallace
| Trading options in turbulent markets : master uncertainty through active volatility management / / Larry Shover ; cover design by C. Wallace |
| Autore | Shover Larry |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Bloomberg Press, , 2013 |
| Descrizione fisica | 1 online resource (302 p.) |
| Disciplina |
332.64/53
332.642 332.6453 |
| Altri autori (Persone) | WallaceC |
| Collana | Bloomberg financial series |
| Soggetto topico |
Options (Finance)
Risk management |
| ISBN |
1-118-52404-7
1-118-41663-5 1-283-86930-6 1-118-42021-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Trading Options in Turbulent Markets: Master Uncertainty through Active Volatility Management; Copyright; Contents; Preface; Acknowledgments; Introduction; Part I: Understanding the Relationship between Market Turbulence and Option Volatility; Chapter 1: Managing Risk and Uncertainty with Options; What Is Risk?; What Is Uncertainty?; Seven Lessons Learned from Market Volatility; Lesson One; Lesson Two; Lesson Three; Lesson Four; Lesson Five; Lesson Six; Lesson Seven; Lessons Summary; Understanding Derivatives; Options Defined; Futures Defined; Understanding Options
The Six Benefits of OptionsBenefit One: The Ability to Leverage; Benefit Two: Creating Market Efficiency; Benefit Three: Cost Efficiency; Benefit Four: 24/7 Protection; Benefit Five: Flexibility; Benefit Six: Trading Additional Dimensions; Chapter 2: Making Sense of Volatility in Options Trading; Volatility as an Asset Class; How Does Volatility Work?; Analyzing Volatility with Implied Volatility; What Does Implied Volatility Reveal?; Making Trading Decisions Based on the Disparity between Historical and Implied Volatility; Appreciating Volatility for All It Is Worth How Volatility Really Works on the Trading FloorVolatility and Uncertainty: Lessons for the Irrational Option Trader; Varieties of Option Volatility Trading; Chapter 3: Working with Volatility to Make Investment Decisions; On Predicting the Future; Starting with Historical Volatility; Calculating Historical Volatility; Implied Volatility; Calculating Implied Volatility; Why Do Volatilities Increase as Equities Fall?; Implied versus Historical Volatility; Justification for the Disparity between Historical and Implied Volatility; Chapter 4: Volatility Skew: Smile or Smirk? Considering Some ExamplesA Primer on Random Walk and Normal Distribution; Dealing with the Higher Moments of the Normal Distribution; Skew Is High, Skew Is Low. So What?; Does a ""Flat"" or ""Steep"" Skew Predict the Future?; A Fair Warning about Thinking about Skew too Much; Chapter 5: Fixated on Volatility and the VIX: What Is Volatility, Anyhow?; What We (Think) We Know; Definitions of VIX; Grasping the VIX Index; VIX-A (Very) Brief History; VIX: Calculation and Interpretation with a Simple Calculator; Important Insights on the VIX Index; What Does the VIX Tell Us? Delta, Position Delta, Volatility, and the Professional Trader |
| Record Nr. | UNINA-9910138866203321 |
Shover Larry
|
||
| Hoboken, New Jersey : , : Bloomberg Press, , 2013 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Trading options in turbulent markets : master uncertainty through active volatility management / / Larry Shover ; cover design by C. Wallace
| Trading options in turbulent markets : master uncertainty through active volatility management / / Larry Shover ; cover design by C. Wallace |
| Autore | Shover Larry |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Bloomberg Press, , 2013 |
| Descrizione fisica | 1 online resource (302 p.) |
| Disciplina |
332.64/53
332.642 332.6453 |
| Altri autori (Persone) | WallaceC |
| Collana | Bloomberg financial series |
| Soggetto topico |
Options (Finance)
Risk management |
| ISBN |
1-118-52404-7
1-118-41663-5 1-283-86930-6 1-118-42021-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Trading Options in Turbulent Markets: Master Uncertainty through Active Volatility Management; Copyright; Contents; Preface; Acknowledgments; Introduction; Part I: Understanding the Relationship between Market Turbulence and Option Volatility; Chapter 1: Managing Risk and Uncertainty with Options; What Is Risk?; What Is Uncertainty?; Seven Lessons Learned from Market Volatility; Lesson One; Lesson Two; Lesson Three; Lesson Four; Lesson Five; Lesson Six; Lesson Seven; Lessons Summary; Understanding Derivatives; Options Defined; Futures Defined; Understanding Options
The Six Benefits of OptionsBenefit One: The Ability to Leverage; Benefit Two: Creating Market Efficiency; Benefit Three: Cost Efficiency; Benefit Four: 24/7 Protection; Benefit Five: Flexibility; Benefit Six: Trading Additional Dimensions; Chapter 2: Making Sense of Volatility in Options Trading; Volatility as an Asset Class; How Does Volatility Work?; Analyzing Volatility with Implied Volatility; What Does Implied Volatility Reveal?; Making Trading Decisions Based on the Disparity between Historical and Implied Volatility; Appreciating Volatility for All It Is Worth How Volatility Really Works on the Trading FloorVolatility and Uncertainty: Lessons for the Irrational Option Trader; Varieties of Option Volatility Trading; Chapter 3: Working with Volatility to Make Investment Decisions; On Predicting the Future; Starting with Historical Volatility; Calculating Historical Volatility; Implied Volatility; Calculating Implied Volatility; Why Do Volatilities Increase as Equities Fall?; Implied versus Historical Volatility; Justification for the Disparity between Historical and Implied Volatility; Chapter 4: Volatility Skew: Smile or Smirk? Considering Some ExamplesA Primer on Random Walk and Normal Distribution; Dealing with the Higher Moments of the Normal Distribution; Skew Is High, Skew Is Low. So What?; Does a ""Flat"" or ""Steep"" Skew Predict the Future?; A Fair Warning about Thinking about Skew too Much; Chapter 5: Fixated on Volatility and the VIX: What Is Volatility, Anyhow?; What We (Think) We Know; Definitions of VIX; Grasping the VIX Index; VIX-A (Very) Brief History; VIX: Calculation and Interpretation with a Simple Calculator; Important Insights on the VIX Index; What Does the VIX Tell Us? Delta, Position Delta, Volatility, and the Professional Trader |
| Record Nr. | UNISA-996197522403316 |
Shover Larry
|
||
| Hoboken, New Jersey : , : Bloomberg Press, , 2013 | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Trading options in turbulent markets : master uncertainty through active volatility management / / Larry Shover ; cover design by C. Wallace
| Trading options in turbulent markets : master uncertainty through active volatility management / / Larry Shover ; cover design by C. Wallace |
| Autore | Shover Larry |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Bloomberg Press, , 2013 |
| Descrizione fisica | 1 online resource (302 p.) |
| Disciplina |
332.64/53
332.642 332.6453 |
| Altri autori (Persone) | WallaceC |
| Collana | Bloomberg financial series |
| Soggetto topico |
Options (Finance)
Risk management |
| ISBN |
1-118-52404-7
1-118-41663-5 1-283-86930-6 1-118-42021-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Trading Options in Turbulent Markets: Master Uncertainty through Active Volatility Management; Copyright; Contents; Preface; Acknowledgments; Introduction; Part I: Understanding the Relationship between Market Turbulence and Option Volatility; Chapter 1: Managing Risk and Uncertainty with Options; What Is Risk?; What Is Uncertainty?; Seven Lessons Learned from Market Volatility; Lesson One; Lesson Two; Lesson Three; Lesson Four; Lesson Five; Lesson Six; Lesson Seven; Lessons Summary; Understanding Derivatives; Options Defined; Futures Defined; Understanding Options
The Six Benefits of OptionsBenefit One: The Ability to Leverage; Benefit Two: Creating Market Efficiency; Benefit Three: Cost Efficiency; Benefit Four: 24/7 Protection; Benefit Five: Flexibility; Benefit Six: Trading Additional Dimensions; Chapter 2: Making Sense of Volatility in Options Trading; Volatility as an Asset Class; How Does Volatility Work?; Analyzing Volatility with Implied Volatility; What Does Implied Volatility Reveal?; Making Trading Decisions Based on the Disparity between Historical and Implied Volatility; Appreciating Volatility for All It Is Worth How Volatility Really Works on the Trading FloorVolatility and Uncertainty: Lessons for the Irrational Option Trader; Varieties of Option Volatility Trading; Chapter 3: Working with Volatility to Make Investment Decisions; On Predicting the Future; Starting with Historical Volatility; Calculating Historical Volatility; Implied Volatility; Calculating Implied Volatility; Why Do Volatilities Increase as Equities Fall?; Implied versus Historical Volatility; Justification for the Disparity between Historical and Implied Volatility; Chapter 4: Volatility Skew: Smile or Smirk? Considering Some ExamplesA Primer on Random Walk and Normal Distribution; Dealing with the Higher Moments of the Normal Distribution; Skew Is High, Skew Is Low. So What?; Does a ""Flat"" or ""Steep"" Skew Predict the Future?; A Fair Warning about Thinking about Skew too Much; Chapter 5: Fixated on Volatility and the VIX: What Is Volatility, Anyhow?; What We (Think) We Know; Definitions of VIX; Grasping the VIX Index; VIX-A (Very) Brief History; VIX: Calculation and Interpretation with a Simple Calculator; Important Insights on the VIX Index; What Does the VIX Tell Us? Delta, Position Delta, Volatility, and the Professional Trader |
| Record Nr. | UNINA-9910811224903321 |
Shover Larry
|
||
| Hoboken, New Jersey : , : Bloomberg Press, , 2013 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Trading options in turbulent markets : master uncertainty through active volatility management / / Larry Shover
| Trading options in turbulent markets : master uncertainty through active volatility management / / Larry Shover |
| Autore | Shover Larry |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : Bloomberg Press, , 2010 |
| Descrizione fisica | 1 online resource (239 p.) |
| Disciplina | 332.642 |
| Collana | Bloomberg Professional |
| Soggetto topico |
Options (Finance)
Risk management |
| ISBN |
1-118-53199-X
9786612708039 1-282-70803-1 0-470-87912-2 0-470-93480-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996255450303316 |
Shover Larry
|
||
| Hoboken, New Jersey : , : Bloomberg Press, , 2010 | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||