Assessment of options investments by ranking analysis
A powerful new technique for evaluating the profit potential of complex option combinations with nonlinear payoffs. Why is an additional analytic tool needed? Generally, evaluation of investment decisions is based on comparing realized profits (variability, drawdown, and other risk measures) with th...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
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Upper Saddle River, New Jersey :
FT Press
2010.
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| Edición: | 1st edition |
| Colección: | FTPress Delivers insights for the agile investor on options.
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629042006719 |
Tabla de Contenidos:
- Cover
- Assessment of Options Investments by Ranking Analysis
- Why Is an Additional Analytic Tool Needed?
- General Concept of Ranking Analysis
- The Coefficient of Criterion Effectiveness
- Statistical Testing
- Threshold Parameter
- Maximum Obtainable Values of the Criterion Effectiveness Coefficient
- Comparison of Ranking Analysis with Traditional Methods
- Conclusions.
