Trading and Investing in Bond Options: Risk Management, Arbitrage, and Value InvestingISBN: 978-0-471-52560-8
Hardcover
262 pages
September 1991
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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The Bond Option Market.
Pricing Models for Bond Options.
Advanced Pricing Models for Bond Options.
Model Selection, Evaluation, and Parameter Estimation.
Dealing in Bond Options.
A Computerized Options Trading and Risk Management System forDealers.
Relative-Value Trading in Bond Options.
Strategies Driven by Estimated Forthcoming Volatility.
Strategies Driven by Interest Rate Forecasts.
Portfolio Strategies Involving Options.
Appendix.
Index.
Pricing Models for Bond Options.
Advanced Pricing Models for Bond Options.
Model Selection, Evaluation, and Parameter Estimation.
Dealing in Bond Options.
A Computerized Options Trading and Risk Management System forDealers.
Relative-Value Trading in Bond Options.
Strategies Driven by Estimated Forthcoming Volatility.
Strategies Driven by Interest Rate Forecasts.
Portfolio Strategies Involving Options.
Appendix.
Index.
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Institutional & Corporate Finance
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