Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profit
Автор:Dan Passarelli Год: 2008 Издание: [не указанo] Страниц: 330 ISBN: 157660246, 157660246X, 157660246X "Trading Option Greeks" offers a trading advantage that most options traders overlook--the "greeks," the factors that can have the greatest influence on the price of an option. Daniel Passarelli shows how to apply the unique characteristics of options--volatility, time, delta, and more--to unlock the power of the greeks. Traders get specific trading strategies and details on how to use spreads to take advantage of changes in the greeks.
