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...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Other Authors: | |
| Format: | eBook |
| Language: | Inglés |
| Published: |
Upper Saddle River, New Jersey :
FT Press
2010.
|
| Edition: | 1st edition |
| Series: | FTPress Delivers insights for the agile investor on options.
|
| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009629042006719 |
| Summary: | 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 their corresponding expected values. While such an approach is appropriate for financial instruments possessing linear payoff functions, it has numerous drawbacks when applied to evaluating complex option combinations with nonlinear payoffs.... |
|---|---|
| Item Description: | Cover title. Authors' names at head of title. |
| Physical Description: | 1 online resource ([20] p.) : ill |
| ISBN: | 9781282700703 9786612700705 |
