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Inside Volatility Arbitrage

Inside Volatility Arbitrage The Secrets of Skewness - The Wiley Finance Series.

Hardback (07 Oct 2005)

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Publisher's Synopsis

Volatility determines the price of everything, especially options. Javaheri uses the classic approach to evaluating volatility - time series & financial econometrics - in an innovative fashion & argues that there may be 'Skewness' trading opportunities that can be used to trade these markets more profitably.

Book information

ISBN: 9780471733874
Publisher: Wiley
Imprint: John Wiley & Sons, Inc.
Pub date:
DEWEY: 332.632220151922
DEWEY edition: 22
Language: English
Number of pages: 247
Weight: 590g
Height: 234mm
Width: 161mm
Spine width: 24mm