Inside Volatility Arbitrage: The Secrets Of Skewness

Inside Volatility Arbitrage: The Secrets Of Skewness
定價:4200
NT $ 4,200
  • 作者:AlirezaJavaheri
  • 出版社:Baker & Taylor Books
  • 出版日期:2005-09-14
  • 語言:英文
  • ISBN10:0471733873
  • ISBN13:9780471733874
  • 裝訂:精裝 / 272頁 / 2.5 x 15.9 x 23.5 cm / 普通級
 

內容簡介

Praise for INSIDE VOLATILITY ARBITRAG

"I have been repeatedly asked by students, trainees, and even experienced traders where to learn about volatility surface and the dynamics of stochastic volatility. Until this book, I was at a loss for an answer. This is a wonderful book and a deep, thoughtful, and complete tool."
"To stay competitive you must have at your fingertips all of the latest and most advanced financial models and methods, otherwise you will be toast. With his book, Dr. Javaheri has raised the entry level for authors in this field, providing the most sophisticated, modern tools and techniques you will need to stay ahead of the game."
"For an in-depth overview of stochastic volatility models, this book is a must-have for any quant, trader, academic, or student seriously interested in quantitative finance. Inside Volatility Arbitrage is loaded with useful, state-of-the-art information on stochastic volatility and calibration not found in any other book."
"To paraphrase Mark Twain, there are three kinds of risks: volatility, volatility of volatility, and the standard error of volatility of volatility. This comprehensive volume applies these fundamental concepts in providing an inside peek into the fascinating world of volatility trading and other sophisticated strategies. As such, this book will appeal to anyone whose lives are touched by uncertainty in the financial markets."
"Understanding the volatility smile requires finding the appropriate model for stock evolution, fitting its parameters to observed option prices, and examining the consistency between implied evolution and true evolution. Alireza Javaheri's book tackles all of these issues, with an especially comprehensive treatment of parameter estimation."

 

詳細資料

  • ISBN:0471733873
  • 規格:精裝 / 272頁 / 2.5 x 15.9 x 23.5 cm / 普通級
  • 出版地:美國
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