1 option
Options and the volatility risk premium
- Format:
- Book
- Author/Creator:
- Woodard, Jared, Author.
- Series:
- FTPress Delivers insights for the agile investor on options
- Language:
- English
- Physical Description:
- 1 online resource ([22] p.) : ill.
- Edition:
- 1st edition
- Place of Publication:
- [Place of publication not identified] FT Press 2011
- Language Note:
- English
- System Details:
- text file
- Summary:
- Master the new edge in options trades: the hidden volatility risk premium that exists in options for every major asset class. One of the most exciting areas of recent financial research has been the study of how the volatility implied by option prices relates to the volatility exhibited by their underlying assets. Here, I’ll explain the concept of the volatility risk premium, present evidence for its presence in options on every major asset class, and show how to estimate, predict, and trade on it....
- Notes:
- Bibliographic Level Mode of Issuance: Monograph
- Includes bibliographical references (p. [20]-[21]).
- Description based on publisher supplied metadata and other sources.
- ISBN:
- 9786613003744
- 9780132756129
- 0132756129
- 9781283003742
- 1283003740
- 9780132756105
- 0132756102
- OCLC:
- 720025586
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.