Buying and Selling VolatilityISBN: 978-0-471-96884-9
Hardcover
200 pages
July 1997
 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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An Introduction to the Concept of Volatility Trading.
A Review of Some Basic Concepts.
The Price Profile of Derivatives before Expiry.
The Simple Long Volatility Trades.
The Short Volatility Trade.
Using Put Options in Volatility Trade.
Managing Combinations of Options.
More Complex Aspects of Volatility Trading.
Appendix.
Index.
A Review of Some Basic Concepts.
The Price Profile of Derivatives before Expiry.
The Simple Long Volatility Trades.
The Short Volatility Trade.
Using Put Options in Volatility Trade.
Managing Combinations of Options.
More Complex Aspects of Volatility Trading.
Appendix.
Index.
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