本书是期权交易专业图书,可以为有经验的期权交易员提供深入的、一站式的指导,他们通常希望通过在策略和投资组合中应用期权来获取优势,但又不愿意或者不能够进行高频率、低成本的动态对冲,本书可以帮助其掌握技巧并提高业绩。本书开头简要总结了波动率交易理论,然后探讨了如何找到预期收益为正的交易,接下来研究了一些期权结构的分布特征,利用这些特征可以将我们发现的优势转化为收益,结尾部分的内容与风险相关。具体来说,本书内容涵盖了不确定性、期权模型特征、BSM模型的优势和局限性、股权溢价、波动率估计、战略选择等。
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Seller: liu xing, Nanjing, JS, China
paperback. Condition: New. Language:Chinese.Paperback. Pub Date: 2023-07 Pages: 244 Publisher: Machinery Industry Press This book is a professional book on options trading. It can provide in-depth. one-stop guidance for experienced options traders who usually hope to gain advantages by applying options in strategies and portfolios. but are unwilling or unable to perform high-frequency. low-cost dynamic hedging. This book can help them master skills and improve performance. The book begins with a brief summary of volati. Seller Inventory # DQ044633