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The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets
book

The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets

by Jeff Augen
January 2008
Intermediate to advanced
304 pages
7h 12m
English
Pearson
Content preview from The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets

Index

A

absolute values

Amazon.com (AMZN)

analysis

statistical analysis facility

tools

"A New Method to Determine the Value of Derivatives,"

announcements, exploiting

annualizing volatility calculations

Apple Computer (AAPL)

covered calls and puts

differential volatility

price spike chart for

ratio calls

backspread

spreads

volatility smiles

arbitrages

Black-Scholes model

Asia, market collapse in(1997)

ask, assumptions of stock rise and fall

assessing volatility

calculating historical

profiling price change behavior

standard deviations and

at-the-money straddle

B

Bachelier, Louis

backspread, ratio call

backup facilities

Banc of America Securities

Base Volatility column

Bear Sterns (BSC)

Behavior, profiling price change

bid, assumptions of stock ...

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Publisher Resources

ISBN: 9780768681888Purchase book