An edition of Inside Volatility Arbitrage (2005)

Inside Volatility Arbitrage

The Secrets of Skewness

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Last edited by ImportBot
March 28, 2025 | History
An edition of Inside Volatility Arbitrage (2005)

Inside Volatility Arbitrage

The Secrets of Skewness

  • 1 Want to read

Today's traders want to know when volatility is a sign that the sky is falling (and they should stay out of the market), and when it is a sign of a possible trading opportunity. Inside Volatility Arbitrage can help them do this. Author and financial expert Alireza Javaheri uses the classic approach to evaluating volatility -- time series and financial econometrics -- in a way that he believes is superior to methods presently used by market participants. He also suggests that there may be "skewness" trading opportunities that can be used to trade the markets more profitably. Filled with in-depth insight and expert advice, Inside Volatility Arbitrage will help traders discover when "skewness" may present valuable trading opportunities as well as why it can be so profitable.

Publish Date
Publisher
Wiley
Language
English
Pages
272

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Book Details


First Sentence

"It is widely accepted today that an assumption of a constant volatility fails to explain the existence of the volatility smile as well as the leptokurtic character (fat tails) of the stock distribution."

Classifications

Library of Congress
HG4636 .J38 2005, HG4636.J38 2005

Edition Identifiers

Open Library
OL7620746M
ISBN 10
0471733873
ISBN 13
9780471733874
LCCN
2005004696
OCLC/WorldCat
58043369
LibraryThing
902164
Goodreads
230776

Work Identifiers

Work ID
OL8232063W

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Download catalog record: RDF / JSON / OPDS | Wikipedia citation
March 28, 2025 Edited by ImportBot Redacting ocaids
December 31, 2022 Edited by MARC Bot import existing book
October 18, 2022 Edited by ImportBot import existing book
December 11, 2020 Edited by MARC Bot import existing book
April 29, 2008 Created by an anonymous user Imported from amazon.com record