Type of bind: Hardcover
Dewey Decimal Number: 332.645
EAN num: 9781557381453
ISBN number: 1557381453
Label: Probus Publishing Co.
Manufacturer: Probus Publishing Co.
Quantity: 1
Page Count: 300
Printing Date: 1991-01
Publishing house: Probus Publishing Co.
Sale Popularity Level: 622953
Studio: Probus Publishing Co.
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Editor's Notes and Comments:
Product Description:
In 'Option Pricing and Investment Strategies', the author provides professional investors, traders and portfolio managers with explanations of options pricing theory and technology and shows how both theory and technique can be applied to real world investment and financial strategies. He illustrates clearly how options are used for speculation, hedging and arbitrage of equity, fixed income and futures positions. Some of the subjects covered in this important work include: the theory and properties of options; how options are created and priced; measuring exposure to option positions; how to find and exploit mispriced options; creating options through dynamic trading strategies; examining option pricing models; understanding how embedded options work; options in mortgaged backed securities; portfolio insurance and option strategies and risk exposure measures (delta and gamma).
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