Inside Volatility Arbitrage - Info and Reading Options
The Secrets of Skewness
By Alireza Javaheri
"Inside Volatility Arbitrage " is published by Wiley in September 14, 2005, it has 272 pages and the language of the book is English.
“Inside Volatility Arbitrage ” Metadata:
- Title: Inside Volatility Arbitrage
- Author: Alireza Javaheri
- Language: English
- Number of Pages: 272
- Publisher: Wiley
- Publish Date: September 14, 2005
“Inside Volatility Arbitrage ” Subjects and Themes:
- Subjects: ➤ Business - Finance - Nonfiction - Prijsvorming - Stochastische processen - Marche financier - Beweeglijkheid - Stochastic processes - Mathematical models - Effecten - Actions (Titres de socie te ) - Prix - Prices - Wiskundige modellen - Stocks - Mode les mathe matiques - Processus stochastiques - Finance, mathematical models - Actions (Titres de société) - Modèles mathématiques - Marché financier
Edition Identifiers:
- The Open Library ID: OL7620746M - OL8232063W
- Online Computer Library Center (OCLC) ID: 58043369
- Library of Congress Control Number (LCCN): 2005004696
- ISBN-13: 9780471733874
- ISBN-10: 0471733873
- All ISBNs: 0471733873 - 9780471733874
AI-generated Review of “Inside Volatility Arbitrage ”:
Snippets and Summary:
It is widely accepted today that an assumption of a constant volatility fails to explain the existence of the volatility smile as well as the leptokurtic character (fat tails) of the stock distribution.
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