Inside Volatility Arbitrage
The Secrets of Skewness
by Alireza Javaheri
- 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.
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Subjects
Business, Finance, Nonfiction, Prijsvorming, Stochastische processen, Marche financier, Beweeglijkheid, Stochastic processes, Mathematical models, Effecten, Actions (Titres de socie te ), Prix, Prices, Wiskundige modellen, Stocks, Mode les mathe matiques, Processus stochastiques, Finance, mathematical models| Edition | Availability |
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1
Inside Volatility Arbitrage: The Secrets of Skewness
2011, Wiley & Sons, Incorporated, John
in English
1118161025 9781118161029
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2
Inside Volatility Arbitrage: The Secrets of Skewness
2007, Wiley & Sons, Incorporated, John
in English
047032550X 9780470325506
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3
Inside Volatility Arbitrage
2006, John Wiley & Sons, Ltd.
Electronic resource
in English
0471745383 9780471745389
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4
Inside Volatility Arbitrage
2006, Wiley & Sons, Incorporated, John
in English
1280468564 9781280468568
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5
Inside Volatility Arbitrage : The Secrets of Skewness
September 14, 2005, Wiley
in English
0471733873 9780471733874
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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."
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| August 20, 2020 | Edited by ImportBot | import existing book |
| July 22, 2019 | Edited by MARC Bot | remove fake subjects |
| July 29, 2014 | Edited by ImportBot | import new book |
| June 17, 2010 | Edited by ImportBot | add details from OverDrive |
| December 10, 2009 | Created by WorkBot | add works page |