Inside Volatility Arbitrage
Zusammenfassung
The feel-good place to buy books
Inside Volatility Arbitrage by Alireza Javaheri
Today's traders want to know when volatility is a sign that the sky is falling (and they should stay out of the market), and when it is a sign of a possible trading opportunity. "Inside Volatility Arbitrage" can help them do this. Author and financial expert Alireza Javaheri uses the classic approach to evaluating volatility - time series and financial econometrics - in a way that he believes is superior to methods presently used by market participants. He also suggests that there may be 'skewness' trading opportunities that can be used to trade the markets more profitably. Filled with in-depth insight and expert advice, "Inside Volatility Arbitrage" will help traders discover when 'skewness' may present valuable trading opportunities as well as why it can be so profitable.
"..ideal for academics and practitioners who want to focus on volatility modeling. . . All of this makes the book rich and valuable. . . Go and get it!" (Wilmott magazine, September 2005) "Best New Quantitative Finance Book of the Year" (Wilmott Awards 2006)
ALIREZA JAVAHERI, PhD, CFA, is an adjunct researcher in the Finance and Economics Department of Ecole des Mines de Paris. He has worked in the financial industry for many years with companies such as Citigroup, Lehman Brothers, and Goldman Sachs. He has written numerous articles in various financial journals.
| SKU | Nicht verfügbar |
| ISBN 13 | 9780471733874 |
| ISBN 10 | 0471733873 |
| Titel | Inside Volatility Arbitrage |
| Autor | Alireza Javaheri |
| Serie | Wiley Finance |
| Buchzustand | Nicht verfügbar |
| Bindungsart | Hardback |
| Verlag | John Wiley and Sons Ltd |
| Erscheinungsjahr | 2005-09-01 |
| Seitenanzahl | 272 |
| Hinweis auf dem Einband | Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden. |
| Hinweis | Nicht verfügbar |