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Trading Options Greeks
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Description| Publisher | John Wiley & Sons Inc (US) |
| Author(s) | Dan Passarelli / William J. Brodsky |
| Subtitle | How Time, Volatility, and Other Pricing Factors Drive Profits |
| Edition | 2 |
| Published | 14th September 2012 |
| Related course codes |
How Time, Volatility, and Other Pricing Factors Drive Profits
A top options trader details a practical approach for pricingand trading options in any market condition
The options market is always changing, and in order to keep up
with it you need the greeks?delta, gamma, theta, vega, and
rho?which are the best techniques for valuing options and
executing trades regardless of market conditions. In the Second
Edition of Trading Options Greeks, veteran options
trader Dan Pasarelli puts these tools in perspective by offering
fresh insights on option trading and valuation.
An essential guide for both professional and aspiring traders,
this book explains the greeks in a straightforward and accessible
style. It skillfully shows how they can be used to facilitate
trading strategies that seek to profit from volatility, time decay,
or changes in interest rates. Along the way, it makes use of new
charts and examples, and discusses how the proper application of
the greeks can lead to more accurate pricing and trading as well as
alert you to a range of other opportunities.
- Completely updated with new material
- Information on spreads, put-call parity and synthetic options,
trading volatility, and advanced option trading is also
included - Explores how to exploit the dynamics of option pricing to
improve your trading
Having a comprehensive understanding of the greeks is essential
to long-term options trading success. Trading Options Greeks,
Second Edition shows you how to use the greeks to find better
trades, effectively manage them, and ultimately, become more
profitable.
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