O'Reilly logo

Systematic Options Trading: Evaluating, Analyzing, and Profiting from Mispriced Option Opportunities by Vadim Tsudikman, Sergey Izraylevich

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Bibliography

Achdou, Yves and Olivier Pironneau. “Computational Methods for Option Pricing.” Society for Industrial and Applied Mathematics, 2005.

Augen, Jeff. Day Trading Options: Profiting from Price Distortions in Very Brief Time Frames. FT Press, 2009.

Augen, Jeff. Trading Options at Expiration: Strategies and Models for Winning the Endgame. FT Press, 2009.

Baird, Allen Jan. Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets. Wiley, 1992.

Banks, Eric and Paul Siegel. The Options Applications Handbook. McGraw-Hill, 2007.

Black, Fisher and Myron Scholes. “The Pricing of Options and Corporate Liabilities.” Journal of Political Economy, vol. 81, pp. 637–654, 1973.

Cohen, Guy. The Bible of Options ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required