Buying and Selling Volatility, 9780471968849
Hardcover
This text explains, with the use of diagrams, how one can profit from the volatility (or lack of it) of the price of an instrument, irrespective of the direction of the price. It discusses the connection between volatility and options without recourse to complex maths.

Buying and Selling Volatility

$282.49

  • Hardcover

    232 pages

  • Release Date

    24 April 1997

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Summary

The concept of profiting from trading volatility is not new, but is known to only a few players in the derivatives industry. Buying and Selling Volatility is the first book to explain this trading strategy in detail without using complex mathematics. Offering a new approach to the subject of options, seen purely from a volatility viewpoint, the author uses illustrations to clearly explain the connection between volatility and options. He explains how investors can profit from the volatility, …

Book Details

ISBN-13:9780471968849
ISBN-10:0471968846
Series:Frontiers in Finance Series
Author:Kevin B. Connolly
Publisher:John Wiley & Sons Inc
Imprint:John Wiley & Sons Inc
Format:Hardcover
Number of Pages:232
Edition:1st
Release Date:24 April 1997
Weight:510g
Dimensions:239mm x 155mm x 21mm
About The Author

Kevin B. Connolly

Kevin B. Connolly used to be Head of Quantitative Research at JamesCapel & Co. He then joined Cresvale International AssetManagement as Director responsible for instituting scientific riskmanagement for Cresvale’s principal Japanese warrants market-makingsection. He is currently undertaking research into complexvolatility trading for Refco Overseas Ltd, and is setting up salesand trading systems for Japanese warrants and convertible bonds forIndependent Capital Corporation. He also lectures at CityUniversity Business School and London Guildhall University, UK.

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