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Synopsis
In "Option Pricing and Investment Strategies", the author provides professional investors, traders and portfolio managers with explanations of options pricing theory and technology and shows how both theory and technique can be applied to real world investment and financial strategies. He illustrates clearly how options are used for speculation, hedging and arbitrage of equity, fixed income and futures positions. Some of the subjects covered in this important work include: the theory and properties of options; how options are created and priced; measuring exposure to option positions; how to find and exploit mispriced options; creating options through dynamic trading strategies; examining option pricing models; understanding how embedded options work; options in mortgaged backed securities; portfolio insurance and option strategies and risk exposure measures (delta and gamma).
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- PublisherProbus Publishing Company
- Publication date1991
- ISBN 10 0077073797
- ISBN 13 9780077073794
- BindingHardcover
- Edition number3
- Number of pages300
- Rating
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Option Pricing and Investment Strategies
Published by
McGraw-Hill Publishing Co., 1991
ISBN 10: 0077073797
ISBN 13: 9780077073794
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Hardcover
Seller: AwesomeBooks, Wallingford, United Kingdom
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Hardcover. Condition: Very Good. Option Pricing and Investment Strategies This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. . Seller Inventory # 7719-9780077073794
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Option Pricing and Investment Strategies
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains pencil & highlighter markings In poor condition, suitable as a reading copy. Dust jacket in fair condition. Seller Inventory # 9232682
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Option Pricing and Investment Strategies
Published by
McGraw-Hill Publishing Co. 01/03/1991, 1991
ISBN 10: 0077073797
ISBN 13: 9780077073794
Used
Hardcover
Seller: Bahamut Media, Reading, United Kingdom
Seller rating 4 out of 5 stars
Hardcover. Condition: Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee. Seller Inventory # 6545-9780077073794
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Option pricing and investment strategies
Seller: Pukkiware, Saarbrücken, Germany
Seller rating 3 out of 5 stars
Hardcover. Condition: Gut. Dust Jacket Condition: Befriedigend. 3. Auflage. Name in Vorsatz,Schnitt leicht verstaubt,Schutzumschlag oben leicht zerknittert,ansonsten guter Zustand. Seller Inventory # 006969
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