How to calculate options prices and their greeks : (Record no. 22566)

000 -LEADER
fixed length control field 02984cam a22002535a 4500
001 - CONTROL NUMBER
control field 18508720
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20161013130949.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 150227s2015 enka fr 001 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781119011620
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Language of cataloging eng
Transcribing agency DLC
Modifying agency EG-SCBUE
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.6453
Edition number 22
Item number URS
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Ursone, Pierino,
Dates associated with a name 1966-
9 (RLIN) 41544
245 10 - TITLE STATEMENT
Title How to calculate options prices and their greeks :
Remainder of title exploring the black scholes model from delta to vega /
Statement of responsibility, etc Pierino Ursone.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Chichester :
Name of publisher, distributor, etc John Wiley & Sons,
Date of publication, distribution, etc 2015.
300 ## - PHYSICAL DESCRIPTION
Extent x, 208 p. :
Other physical details ill. ;
Dimensions 24 cm.
490 0# - Series Statement
Series statement The wiley finance series.
500 ## - GENERAL NOTE
General note Index : p. 205-208.
520 ## - SUMMARY, ETC.
Summary, etc "A unique, in-depth guide to options pricing and valuing theirgreeks, along with a four dimensional approach towards the impactof changing market circumstances on optionsHow to Calculate Options Prices and Their Greeks is the onlybook of its kind, showing you how to value options and thegreeks according to the Black Scholes model but also how to do thiswithout consulting a model. You'll build a solid understanding ofoptions and hedging strategies as you explore the concepts ofprobability, volatility, and put call parity, then move into moreadvanced topics in combination with a four-dimensional approach ofthe change of the P&L of an option portfolio in relation tostrike, underlying, volatility, and time to maturity. Thisinformative guide fully explains the distribution of first andsecond order Greeks along the whole range wherein an option hasoptionality, and delves into trading strategies, including spreads,straddles, strangles, butterflies, kurtosis, vega-convexity , andmore. Charts and tables illustrate how specific positions in aGreek evolve in relation to its parameters, and digital ancillariesallow you to see 3D representations using your own parameters andvolumes. The Black and Scholes model is the most widely used optionmodel, appreciated for its simplicity and ability to generate afair value for options pricing in all kinds of markets. This bookshows you the ins and outs of the model, giving you the practicalunderstanding you need for setting up and managing an optionstrategy. Understand the Greeks, and how they make or break a strategy. See how the Greeks change with time, volatility, and underlying. Explore various trading strategies[bullet] Implement options positions, and more. Representations of option payoffs are too often based on a simpletwo-dimensional approach consisting of P&L versus underlying atexpiry. This is misleading, as the Greeks can make a world ofdifference over the lifetime of a strategy. How to CalculateOptions Prices and Their Greeks is a comprehensive, in-depth guideto a thorough and more effective understanding of options, theirGreeks, and (hedging) option strategies"--
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Options (Finance)
General subdivision Statistical methods.
Source of heading or term BUEsh
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Probabilities.
Source of heading or term BUEsh
9 (RLIN) 3494
651 ## - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME
Source of heading or term BUEsh
653 ## - INDEX TERM--UNCONTROLLED
Resource For college BAEPS, Business Administration
Arrived date list October2016
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme
952 ## - LOCATION AND ITEM INFORMATION (KOHA)
-- 2016-10-13
Holdings
Withdrawn status Item status Source of classification or shelving scheme Damaged status Not for loan Vendor Permanent location Current location Shelving location Date acquired Source of acquisition Cost, normal purchase price Serial Enumeration / chronology Full call number Barcode Date last seen Cost, replacement price Koha item type
          Academic Bookshop Central Library Central Library First floor 2016-10-13 Purchase 549.00 9154 332.6453 URS 000034085 2019-08-04 682.50 Book - Borrowing

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