| Description |
x, 372 pages : illustrations ; 24 cm + 1 CD-ROM (4 3/4 in.) |
| Contents |
Ch. 1. The Wall Street casinos : a typology of financial products -- Ch. 2. Statistics, probability, and other wonders -- Ch. 3. Visualizing option structures and strategies -- Ch. 4. Mathematical expectation and optimal position size -- Ch. 5. Volatility and sensitivity to change -- Ch. 6. Determining expected results of options trades : naked options and basic spreads -- Ch. 7. Determining expected results of options trades : straddles and other strategies -- Ch. 8. Other useful techniques -- Ch. 9. Putting it all together -- App. A. Sample output from Expectation.exe -- App. B. Sample output from DailyCheck.exe |
| Summary |
"The Mathematics of Options Trading focuses on the formulas and know-how you need to remove much of the guesswork from trading options. This in-depth trading manual provides you with the mathematical sophistication required for successful options trading, taking the mystery out of the math and making it both understandable and usable."--BOOK JACKET |
| Notes |
Includes index |
| Subject |
Options (Finance) -- Mathematical models.
|
|
Portfolio management -- Mathematical models.
|
| LC no. |
2004016634 |
| ISBN |
0071445285 hardcover alkaline paper |
|
