Processos estocàstics

Inside volatility arbitrage / Alireza Javaheri (cop. 2005)

Públic ISBD Títol : Inside volatility arbitrage : the secrets of skewness Tipus de document : text imprès Autors : Alireza Javaheri, Autor Editorial : Hoboken : John Wiley & Sons Data de publicació : cop. 2005 Col·lecció : Wiley finance series Nombre de pàgines : xxiv, 247 p. ll. : il. Dimensions : 24 cm ISBN/ISSN/DL : 978-0-471-73387-4 Idioma : Anglès (eng) Matèries : Accions (Borsa) -- Preus -- Models matemàtics Processos estocàstics Classificació : M71 Matemàtiques financeres Resum : 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. Vista prèvia a Google Books : http://books.google.es/books?id=cB-5nRqbh6AC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Inside volatility arbitrage : the secrets of skewness [text imprès] / Alireza Javaheri, Autor . - Hoboken : John Wiley & Sons, cop. 2005 . - xxiv, 247 p. : il. ; 24 cm. - (Wiley finance series) . ISBN : 978-0-471-73387-4 Idioma : Anglès (eng) Matèries : Accions (Borsa) -- Preus -- Models matemàtics Processos estocàstics Classificació : M71 Matemàtiques financeres Resum : 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. Vista prèvia a Google Books : http://books.google.es/books?id=cB-5nRqbh6AC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10111519	M71 Jav	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible