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Option Pricing and Investment Strategies
Option Pricing and Investment Strategies

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Manufacturer: Probus Professional Pub
Publisher: Probus Professional Pub
Author(s): Richard M. Bookstaber

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Product Description:
Binding: Hardcover
Brand: Brand: Probus Professional Pub
EAN: 9781557381453
Edition: Subsequent
Feature: Used Book in Good Condition
ISBN: 1557381453
Item Dimensions: Array
Label: Probus Professional Pub
Languages: Array
Manufacturer: Probus Professional Pub
Number Of Items: 1
Number Of Pages: 300
Publication Date: 1991-01-01
Publisher: Probus Professional Pub
Studio: Probus Professional Pub
Product Features:
Used Book in Good Condition
Editorial Review:
In "Option Pricing and Investment Strategies", the author provides professional investors, traders and portfolio managers with explanations of options pricing theory and technology and shows how both theory and technique can be applied to real world investment and financial strategies. He illustrates clearly how options are used for speculation, hedging and arbitrage of equity, fixed income and futures positions. Some of the subjects covered in this important work include: the theory and properties of options; how options are created and priced; measuring exposure to option positions; how to find and exploit mispriced options; creating options through dynamic trading strategies; examining option pricing models; understanding how embedded options work; options in mortgaged backed securities; portfolio insurance and option strategies and risk exposure measures (delta and gamma).
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