Волатильность

A comprehensive guide that lets you play the options game with confidence Due to the uncontrollable elements associated with options, many traders find themselves without practical strategies for…

The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Despite this success,…

Venture deep into the heart of finance's weird and wonderful paradoxes Dinosaur Derivatives and Other Trades is an entertaining and compelling tour de force highlighting the paradoxes inherent to…

Select and execute the best trades—and reduce risk Rather than teaching options from a financial perspective, How to Price and Trade Options: Identify, Analyze, and Execute the Best Trade Probabi…

Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry's m…

Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance Derivatives is a comprehensive treatment of all aspects of these increasingly popular de…

Статья посвящена актуальной задаче расчёта специального индекса – возмущения, динамика которого позволит не только оценить эффективность влияния различных факторов на рынок ценных бумаг, но и дас…