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Visual Quantitative Finance: A New Look at Option Pricing, Risk Management, and Structured Securities
book

Visual Quantitative Finance: A New Look at Option Pricing, Risk Management, and Structured Securities

by Michael Lovelady
April 2013
Beginner content levelBeginner
336 pages
6h 40m
English
Pearson
Content preview from Visual Quantitative Finance: A New Look at Option Pricing, Risk Management, and Structured Securities

14. Tracking Performance

This chapter introduces the administrative tools and graphic displays used in the book to illustrate SynAs. The material also presents the basic metrics for describing and tracking performance. If you trade options and use cost basis or net principle in your trading decisions, you are probably already familiar with the ideas behind most of this material.

If you are new to structured securities, please keep in mind this chapter provides only a brief overview of option Greeks. The examples in the chapter on setup of SynAs (Chapter 15, “Covered Synthetic Annuities”) should provide a more meaningful context and interpretation of the Greeks and the rationale behind trading decisions.

The first section presents a sample template ...

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Publisher Resources

ISBN: 9780132929233Purchase book