Options and the volatility risk premium

Master the new edge in options trades: the hidden volatility risk premium that exists in options for every major asset class. One of the most exciting areas of recent financial research has been the study of how the volatility implied by option prices relates to the volatility exhibited by their und...

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Bibliographic Details
Other Authors: Woodard, Jared Author (author)
Format: eBook
Language:Inglés
Published: [Place of publication not identified] FT Press 2011
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/alma991009629129806719
Description
Summary:Master the new edge in options trades: the hidden volatility risk premium that exists in options for every major asset class. One of the most exciting areas of recent financial research has been the study of how the volatility implied by option prices relates to the volatility exhibited by their underlying assets. Here, I’ll explain the concept of the volatility risk premium, present evidence for its presence in options on every major asset class, and show how to estimate, predict, and trade on it....
Item Description:Bibliographic Level Mode of Issuance: Monograph
Physical Description:1 online resource ([22] p.) : ill
Bibliography:Includes bibliographical references (p. [20]-[21]).
ISBN:9780132756129
9781283003742
9786613003744
9780132756105