How to Calculate Options Prices and Their Greeks
exploring the black scholes model from delta to vega
$132.93
- Hardcover
224 pages
- Release Date
9 April 2015
Summary
Mastering Options: A Comprehensive Guide to Pricing, Greeks, and Trading Strategies
A unique, in-depth guide to options pricing and valuing their greeks, along with a four dimensional approach towards the impact of changing market circumstances on options
How to Calculate Options Prices and Their Greeks is the only book of its kind, showing you how to value options and the greeks according to the Black Scholes model but also how to do this without consulting…
Book Details
| ISBN-13: | 9781119011620 |
|---|---|
| ISBN-10: | 1119011620 |
| Series: | The Wiley Finance Series |
| Author: | Pierino Ursone |
| Publisher: | John Wiley & Sons Inc |
| Imprint: | John Wiley & Sons Inc |
| Format: | Hardcover |
| Number of Pages: | 224 |
| Edition: | 1st |
| Release Date: | 9 April 2015 |
| Weight: | 454g |
| Dimensions: | 231mm x 152mm x 25mm |
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About The Author
Pierino Ursone
PIERINO URSONE has extensive option trading experience. He began his career as a Market Maker with Optiver, an international market maker that trades on all of the world’s major financial markets. Afterwards, Ursone ran his own option trading company on the Dutch options exchange in Amsterdam, and after nine years in equity options, he entered the Energy commodity market, trading options on a proprietary basis.
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