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Binary options [[electronic resource] ] : strategies for directional and volatility trading / / Alex Nekritin
Binary options [[electronic resource] ] : strategies for directional and volatility trading / / Alex Nekritin
Autore Nekritin Alex <1980->
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, c2013
Descrizione fisica 1 online resource (290 p.)
Disciplina 332.64/53
Collana Wiley trading series
Soggetto topico Options (Finance)
Futures
ISBN 1-118-52869-7
1-283-89326-6
1-118-42182-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto pt. 1. Introduction to binary options -- pt. 2. Binary options theory -- pt. 3. Trading binary options -- pt. 4. Binary options trading strategies -- pt. 5. Creating your binary options strategy -- pt. 6. Managing your binary options account -- pt. 7. Profiling with volatility.
Record Nr. UNINA-9910138865203321
Nekritin Alex <1980->  
Hoboken, N.J., : Wiley, c2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Binary options [[electronic resource] ] : strategies for directional and volatility trading / / Alex Nekritin
Binary options [[electronic resource] ] : strategies for directional and volatility trading / / Alex Nekritin
Autore Nekritin Alex <1980->
Edizione [1st edition]
Pubbl/distr/stampa Hoboken, N.J., : Wiley, c2013
Descrizione fisica 1 online resource (290 p.)
Disciplina 332.64/53
Collana Wiley trading series
Soggetto topico Options (Finance)
Futures
ISBN 1-118-52869-7
1-283-89326-6
1-118-42182-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto pt. 1. Introduction to binary options -- pt. 2. Binary options theory -- pt. 3. Trading binary options -- pt. 4. Binary options trading strategies -- pt. 5. Creating your binary options strategy -- pt. 6. Managing your binary options account -- pt. 7. Profiling with volatility.
Record Nr. UNINA-9910815880403321
Nekritin Alex <1980->  
Hoboken, N.J., : Wiley, c2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Black-Scholes model / / Marek Capinski, Ekkehard Kopp [[electronic resource]]
The Black-Scholes model / / Marek Capinski, Ekkehard Kopp [[electronic resource]]
Autore Capiński Marek <1951->
Pubbl/distr/stampa Cambridge : , : Cambridge University Press, , 2013
Descrizione fisica 1 online resource (ix, 168 pages) : digital, PDF file(s)
Disciplina 332.64/53
Collana Mastering mathematical finance
Soggetto topico Options (Finance) - Prices - Mathematical models
ISBN 1-316-08924-X
1-139-57933-9
1-283-63763-4
1-139-56984-8
1-107-25412-4
1-139-57250-4
1-139-02613-5
1-139-56894-9
1-139-57075-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; The Black-Scholes Model; Title; Copyright; Contents; Preface; 1 Introduction; 1.1 Asset dynamics; Model parameters; 1.2 Methods of option pricing; Risk-neutral probability approach; The PDE approach; 2 Strategies and risk-neutral probability; 2.1 Finding the risk-neutral probability; Removing the drift; Girsanov theorem - simple version; 2.2 Self-financing strategies; 2.3 The No Arbitrage Principle; 2.4 Admissible strategies; 2.5 Proofs; 3 Option pricing and hedging; 3.1 Martingale representation theorem; 3.2 Completeness of the model; 3.3 Derivative pricing
General derivative securitiesPut options; Call options; 3.4 The Black-Scholes PDE; From Black-Scholes PDE to option price; The replicating strategy; 3.5 The Greeks; 3.6 Risk and return; 3.7 Proofs; 4 Extensions and applications; 4.1 Options on foreign currency; Dividend paying stock; 4.2 Structural model of credit risk; 4.3 Compound options; 4.4 American call options; 4.5 Variable coefficients; 4.6 Growth optimal portfolios; 5 Path-dependent options; 5.1 Barrier options; 5.2 Distribution of the maximum; 5.3 Pricing barrier and lookback options; Hedging; Lookback option; 5.4 Asian options
Continuous geometric averageDiscrete geometric average; 6 General models; 6.1 Two assets; The market; Strategies and risk-neutral probabilities; Two stocks, one Wiener process; One stock, two Wiener processes; 6.2 Many assets; 6.3 Ito formula; 6.4 Levy's Theorem; 6.5 Girsanov Theorem; 6.6 Applications; Index
Record Nr. UNINA-9910462534803321
Capiński Marek <1951->  
Cambridge : , : Cambridge University Press, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Black-Scholes model / / Marek Capinski, Ekkehard Kopp [[electronic resource]]
The Black-Scholes model / / Marek Capinski, Ekkehard Kopp [[electronic resource]]
Autore Capiński Marek <1951->
Pubbl/distr/stampa Cambridge : , : Cambridge University Press, , 2013
Descrizione fisica 1 online resource (ix, 168 pages) : digital, PDF file(s)
Disciplina 332.64/53
Collana Mastering mathematical finance
Soggetto topico Options (Finance) - Prices - Mathematical models
ISBN 1-316-08924-X
1-139-57933-9
1-283-63763-4
1-139-56984-8
1-107-25412-4
1-139-57250-4
1-139-02613-5
1-139-56894-9
1-139-57075-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; The Black-Scholes Model; Title; Copyright; Contents; Preface; 1 Introduction; 1.1 Asset dynamics; Model parameters; 1.2 Methods of option pricing; Risk-neutral probability approach; The PDE approach; 2 Strategies and risk-neutral probability; 2.1 Finding the risk-neutral probability; Removing the drift; Girsanov theorem - simple version; 2.2 Self-financing strategies; 2.3 The No Arbitrage Principle; 2.4 Admissible strategies; 2.5 Proofs; 3 Option pricing and hedging; 3.1 Martingale representation theorem; 3.2 Completeness of the model; 3.3 Derivative pricing
General derivative securitiesPut options; Call options; 3.4 The Black-Scholes PDE; From Black-Scholes PDE to option price; The replicating strategy; 3.5 The Greeks; 3.6 Risk and return; 3.7 Proofs; 4 Extensions and applications; 4.1 Options on foreign currency; Dividend paying stock; 4.2 Structural model of credit risk; 4.3 Compound options; 4.4 American call options; 4.5 Variable coefficients; 4.6 Growth optimal portfolios; 5 Path-dependent options; 5.1 Barrier options; 5.2 Distribution of the maximum; 5.3 Pricing barrier and lookback options; Hedging; Lookback option; 5.4 Asian options
Continuous geometric averageDiscrete geometric average; 6 General models; 6.1 Two assets; The market; Strategies and risk-neutral probabilities; Two stocks, one Wiener process; One stock, two Wiener processes; 6.2 Many assets; 6.3 Ito formula; 6.4 Levy's Theorem; 6.5 Girsanov Theorem; 6.6 Applications; Index
Record Nr. UNINA-9910785989103321
Capiński Marek <1951->  
Cambridge : , : Cambridge University Press, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Black-Scholes model / / Marek Capinski, Ekkehard Kopp [[electronic resource]]
The Black-Scholes model / / Marek Capinski, Ekkehard Kopp [[electronic resource]]
Autore Capiński Marek <1951->
Pubbl/distr/stampa Cambridge : , : Cambridge University Press, , 2013
Descrizione fisica 1 online resource (ix, 168 pages) : digital, PDF file(s)
Disciplina 332.64/53
Collana Mastering mathematical finance
Soggetto topico Options (Finance) - Prices - Mathematical models
ISBN 1-316-08924-X
1-139-57933-9
1-283-63763-4
1-139-56984-8
1-107-25412-4
1-139-57250-4
1-139-02613-5
1-139-56894-9
1-139-57075-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; The Black-Scholes Model; Title; Copyright; Contents; Preface; 1 Introduction; 1.1 Asset dynamics; Model parameters; 1.2 Methods of option pricing; Risk-neutral probability approach; The PDE approach; 2 Strategies and risk-neutral probability; 2.1 Finding the risk-neutral probability; Removing the drift; Girsanov theorem - simple version; 2.2 Self-financing strategies; 2.3 The No Arbitrage Principle; 2.4 Admissible strategies; 2.5 Proofs; 3 Option pricing and hedging; 3.1 Martingale representation theorem; 3.2 Completeness of the model; 3.3 Derivative pricing
General derivative securitiesPut options; Call options; 3.4 The Black-Scholes PDE; From Black-Scholes PDE to option price; The replicating strategy; 3.5 The Greeks; 3.6 Risk and return; 3.7 Proofs; 4 Extensions and applications; 4.1 Options on foreign currency; Dividend paying stock; 4.2 Structural model of credit risk; 4.3 Compound options; 4.4 American call options; 4.5 Variable coefficients; 4.6 Growth optimal portfolios; 5 Path-dependent options; 5.1 Barrier options; 5.2 Distribution of the maximum; 5.3 Pricing barrier and lookback options; Hedging; Lookback option; 5.4 Asian options
Continuous geometric averageDiscrete geometric average; 6 General models; 6.1 Two assets; The market; Strategies and risk-neutral probabilities; Two stocks, one Wiener process; One stock, two Wiener processes; 6.2 Many assets; 6.3 Ito formula; 6.4 Levy's Theorem; 6.5 Girsanov Theorem; 6.6 Applications; Index
Record Nr. UNINA-9910821032803321
Capiński Marek <1951->  
Cambridge : , : Cambridge University Press, , 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Essential option strategies : understanding the market and avoiding common pitfalls / / J. J. Kinahan
Essential option strategies : understanding the market and avoiding common pitfalls / / J. J. Kinahan
Autore Kinahan J. J. <1963->
Pubbl/distr/stampa Hoboken : , : Wiley, , [2016]
Descrizione fisica 1 online resource (334 p.)
Disciplina 332.64/53
Soggetto topico Options (Finance)
Investments
ISBN 1-119-29151-8
1-119-29154-2
1-119-29155-0
Classificazione BUS027000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Machine generated contents note: Introduction Acknowledgments About the Author Part I: Getting Started in Investing Chapter 1: The Opening Bell Probabilities Getting Started Research Data Charts Commissions and Fees Virtual Trading Platforms Chapter 2: First Days of Trading Brief History of Stock Market Averages Key Market Indexes Today The Volatility Index Futures The Bond Market Fed Watch Economic Indicators Earnings Find Your Niche Chapter 3: Know the Underlying Where Do Options Trade? Stock Talk Exchange-Traded Funds Short Selling On the Margin Chapter 4: Avoiding Mistakes Position Size Volume and Liquidity Order Entry Techniques Understand Risk Part II: The Options Market Chapter 5: Options Basics Stock Options Option Value Exercise and Assignment Volume and Open Interest Index Options Chapter 6: Intro to Call Options Call Options versus Stock Risk and Reward of Long Call Real-World Example Short Calls Index Call Options Chapter 7: Intro to Put Options Long Puts versus Short Selling Risk and Reward Real-World Example Protective Puts Index Put Options Chapter 8: Components of Options Prices Delta Defined Strike Price Time Decay Implied Volatility Dividends Interest Rates Put-Call Parity Chapter 9: Probabilities Probabilities 101 Probability of Profit Probability of Touching Example Delta to Measure Probabilities Part III: Strategies and Positions Chapter 10: Covered Calls The Covered Call Example Chapter 11: Cash-Secured Puts Short Puts Example Chapter 12: Long Vertical Spreads Bull Call Spread Example Bear Put Spread Example Chapter 13: Short Vertical Spreads Short (Bull) Put Spread Example Short (Bear) Call Spread Example Chapter 14: Calendar Spreads Call Calendar Spread Example Put Calendar Spread Example Chapter 15: Butterfly Spreads Butterfly Spread Example Iron Butterfly Spread Example Chapter 16: Condor Spreads Condor Spread Example Iron Condor Spread Example Chapter 17: Final Bell Risk Management Option Orders Using Options to Reduce Capital Commitment Rolling with Spread Trades Investing and Social Media Final Thoughts Appendix A: The Greeks Appendix B: Strategy Recap Appendix C: Charts and Volatility Studies Glossary Index.
Record Nr. UNINA-9910135013403321
Kinahan J. J. <1963->  
Hoboken : , : Wiley, , [2016]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Essential option strategies : understanding the market and avoiding common pitfalls / / J. J. Kinahan
Essential option strategies : understanding the market and avoiding common pitfalls / / J. J. Kinahan
Autore Kinahan J. J. <1963->
Pubbl/distr/stampa Hoboken : , : Wiley, , [2016]
Descrizione fisica 1 online resource (334 p.)
Disciplina 332.64/53
Soggetto topico Options (Finance)
Investments
ISBN 1-119-29151-8
1-119-29154-2
1-119-29155-0
Classificazione BUS027000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Machine generated contents note: Introduction Acknowledgments About the Author Part I: Getting Started in Investing Chapter 1: The Opening Bell Probabilities Getting Started Research Data Charts Commissions and Fees Virtual Trading Platforms Chapter 2: First Days of Trading Brief History of Stock Market Averages Key Market Indexes Today The Volatility Index Futures The Bond Market Fed Watch Economic Indicators Earnings Find Your Niche Chapter 3: Know the Underlying Where Do Options Trade? Stock Talk Exchange-Traded Funds Short Selling On the Margin Chapter 4: Avoiding Mistakes Position Size Volume and Liquidity Order Entry Techniques Understand Risk Part II: The Options Market Chapter 5: Options Basics Stock Options Option Value Exercise and Assignment Volume and Open Interest Index Options Chapter 6: Intro to Call Options Call Options versus Stock Risk and Reward of Long Call Real-World Example Short Calls Index Call Options Chapter 7: Intro to Put Options Long Puts versus Short Selling Risk and Reward Real-World Example Protective Puts Index Put Options Chapter 8: Components of Options Prices Delta Defined Strike Price Time Decay Implied Volatility Dividends Interest Rates Put-Call Parity Chapter 9: Probabilities Probabilities 101 Probability of Profit Probability of Touching Example Delta to Measure Probabilities Part III: Strategies and Positions Chapter 10: Covered Calls The Covered Call Example Chapter 11: Cash-Secured Puts Short Puts Example Chapter 12: Long Vertical Spreads Bull Call Spread Example Bear Put Spread Example Chapter 13: Short Vertical Spreads Short (Bull) Put Spread Example Short (Bear) Call Spread Example Chapter 14: Calendar Spreads Call Calendar Spread Example Put Calendar Spread Example Chapter 15: Butterfly Spreads Butterfly Spread Example Iron Butterfly Spread Example Chapter 16: Condor Spreads Condor Spread Example Iron Condor Spread Example Chapter 17: Final Bell Risk Management Option Orders Using Options to Reduce Capital Commitment Rolling with Spread Trades Investing and Social Media Final Thoughts Appendix A: The Greeks Appendix B: Strategy Recap Appendix C: Charts and Volatility Studies Glossary Index.
Record Nr. UNINA-9910821461303321
Kinahan J. J. <1963->  
Hoboken : , : Wiley, , [2016]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Exotic options and hybrids [[electronic resource] ] : a guide to structuring, pricing and trading / / Mohamed Bouzoubaa and Adel Osseiran
Exotic options and hybrids [[electronic resource] ] : a guide to structuring, pricing and trading / / Mohamed Bouzoubaa and Adel Osseiran
Autore Bouzoubaa Mohamed
Pubbl/distr/stampa Chichester ; ; Hoboken, N.J., : John Wiley & Sons, 2010
Descrizione fisica 1 online resource (394 p.)
Disciplina 332.64/53
Altri autori (Persone) OsseiranAdel
Soggetto topico Exotic options (Finance)
ISBN 0-470-71008-X
1-119-20696-0
1-282-93970-X
9786612939709
0-470-97054-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto pt. I. Foundations -- pt. II. Exotic derivatives and structured products -- pt. III. More on exotic structures -- pt. IV. Hybrid derivatives and dynamic strategies -- Appendices.
Record Nr. UNINA-9910141039103321
Bouzoubaa Mohamed  
Chichester ; ; Hoboken, N.J., : John Wiley & Sons, 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Exotic options trading [[electronic resource] /] / Frans de Weert
Exotic options trading [[electronic resource] /] / Frans de Weert
Autore De Weert Frans
Edizione [1st ed.]
Pubbl/distr/stampa Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008
Descrizione fisica 1 online resource (204 p.)
Disciplina 332.64/53
Collana Wiley finance series
Soggetto topico Exotic options (Finance)
ISBN 1-119-20873-4
1-281-32069-2
9786611320690
0-470-75631-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Exotic Options Trading; Contents; Preface; Acknowledgements; 1 Introduction; 2 Conventional Options, Forwards and Greeks; 3 Profit on Gamma and Relation to Theta; 4 Delta Cash and Gamma Cash; 5 Skew; 6 Simple Option Strategies; 7 Monte Carlo Processes; 8 Chooser Option; 9 Digital Options; 10 Barrier Options; 11 Forward Starting Options; 12 Ladder Options; 13 Lookback Options; 14 Cliquets; 15 Reverse Convertibles; 16 Autocallables; 17 Callable and Puttable Reverse Convertibles; 18 Asian Options; 19 Quanto Options; 20 Composite Options; 21 Outperformance Options; 22 Best of and Worst of Options
23 Variance Swaps24 Dispersion; 25 Engineering Financial Structures; Appendix A Variance of a Composite Option and Outperformance Option; Appendix B Replicating the Variance Swap; Bibliography; Index
Record Nr. UNINA-9910145421303321
De Weert Frans  
Chichester, England ; ; Hoboken, NJ, : John Wiley & Sons, c2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
FX option performance : an analysis of the value delivered by FX options since the start of the market / / Jessica James, Jonathan Fullwood, Peter Billington
FX option performance : an analysis of the value delivered by FX options since the start of the market / / Jessica James, Jonathan Fullwood, Peter Billington
Autore James Jessica <1968->
Pubbl/distr/stampa West Sussex, England : , : Wiley, , 2015
Descrizione fisica 1 online resource (267 p.)
Disciplina 332.64/53
Collana Wiley Finance Series
Soggetto topico Options (Finance)
ISBN 1-118-79327-7
1-118-79325-0
Classificazione BUS027000
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto FX Option Performance; Contents; About the Authors; CHAPTER 1 Introduction; 1.1 Why Read This Book?; 1.2 This Book; 1.3 What Is an FX Option?; 1.4 Market Participants; 1.4.1 How Hedgers Can Use This Information; 1.4.2 How Investors Can Use This Information; 1.5 History and Size of the FX Option Market; 1.6 The FX Option Trading Day; 1.7 Summary; References; CHAPTER 2 The FX Option Market: How Options Are Traded and What That Implies for Option Value; 2.1 Introduction; 2.2 The Basics of Option Pricing; 2.2.1 The Black-Scholes-Merton Model; 2.2.2 The Impact of Volatility
2.2.3 The Impact of Rate Differentials 2.3 How Options Are Traded; 2.3.1 Two Views of Volatility; 2.3.2 Static Trading; 2.3.3 Dynamic Trading; 2.4 A More Detailed Discussion of Option Trading; 2.4.1 The Greeks; 2.5 Summary; References; CHAPTER 3 It Is All About the Data; 3.1 Introduction; 3.2 The Goal: To Price Lots of Options!; 3.3 Defining a Universe of Currencies; 3.4 The Data; 3.4.1 Pricing Model Data Requirements; 3.4.2 Sourcing the Data; 3.4.3 Calculation Frequency; 3.4.4 Currency of Option Notional Amount; 3.4.5 Spot Market Value; 3.5 Limitations; 3.6 Summary; References
CHAPTER 4 At-the-Money-Forward (ATMF) Options 4.1 What are ATMF Options?; 4.1.1 How Are ATMF Options Used and Traded?; 4.1.2 What Is the 'Fair' Price for an ATMF Option?; 4.2 How Might Mispricings Arise?; 4.2.1 Can the Forward Rate Be on Average Wrong?; 4.2.2 Can the Implied Volatility Be on Average Wrong?; 4.2.3 Simple Example with USDJPY; 4.3 Results for Straddles for All Currency Pairs; 4.3.1 Discussion of Results for Straddles; 4.3.2 A Breakdown of the Results by Currency Pair; 4.3.3 Drilling Down to Different Time Periods; 4.3.4 Comparison of Put and Call Options
4.4 Have We Found a Trading Strategy? 4.5 Summary of Results; References; CHAPTER 5 Out-of-the-Money (OTM) Options: Do Supposedly 'Cheap' OTM Options Offer Good Value?; 5.1 Introduction; 5.2 Price versus Value; 5.3 The Implied Volatility Surface; 5.4 Why Do Volatility Surfaces Look Like They Do?; 5.4.1 Equity Indices; 5.4.2 Foreign Exchange Markets; 5.5 Parameterising the Volatility Smile; 5.6 Measuring Relative Value in ATMF and OTM Foreign Exchange Options; 5.6.1 The Analysis; 5.6.2 Option Premium; 5.6.3 Option Payoff; 5.6.4 Payoff-to-Premium Ratios; 5.6.5 Discussion
5.6.6 Alternative Measures of OTM Option Worth 5.7 Summary; Reference; CHAPTER 6 G10 vs EM Currency Pairs; 6.1 Why Consider EM and G10 Options Separately?; 6.2 How Would EM FX Options Be Used?; 6.3 Straddle Results; 6.3.1 Comparison of ATMF Put and Call Options; 6.3.2 Comparison of OTM Put and Call Options; 6.3.3 The Effect of Tenor; 6.4 Hedging with Forwards vs Hedging with Options; 6.5 Summary of Results; CHAPTER 7 Trading Strategies; 7.1 Introduction; 7.2 History of the Carry Trade; 7.3 Theory; 7.4 G10 Carry Trade Results; 7.5 EM Carry Trade Results; 7.6 What is Going On?
7.7 Option Trading Strategies- Buying Puts
Record Nr. UNINA-9910140486803321
James Jessica <1968->  
West Sussex, England : , : Wiley, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui