02959nam a2200361 a 4500001001200000003000800012006001900020007001500039008004100054010001700095020002900112020002700141040002100168035002100189050002600210082001800236100002800254245013400282250001200416260003500428300002600463440003100489500002000520505011300540520155200653533015202205650002202357650001902379650002702398655002902425710001702454856012602471ebr10593129CaPaEBRm        u        cr cn|||||||||120517s2012    njua    s     001 0 eng d  z  2012019462  z9781118133163 (hardback)  z9781118225127 (e-book)  aCaPaEBRcCaPaEBR  a(OCoLC)79399152514aHG6024.A3bP36 2012eb04a332.64/532231 aPassarelli, Dan,d1971-10aTrading options Greeksh[electronic resource] :bhow time, volatility, and other pricing factors drive profits /cDan Passarelli.  a2nd ed.  aHoboken, N.J. :bWiley,c2012.  axviii, 341 p. :bill. 0aBloomberg financial series  aIncludes index.0 apt. 1. The basics of option greeks -- pt. 2. Spreads -- pt. 3. Volatility -- pt. 4. Advanced option trading.  a"A top options trader details a practical approach for pricing and trading options in any market conditionThe options market is always changing, and in order to keep up with it you need the greeks--delta, gamma, theta, vega, and rho--which are the best techniques for valuing options and executing trades regardless of market conditions. In the Second Edition of Trading Options Greeks, veteran options trader Dan Pasarelli puts these tools in perspective by offering fresh insights on option trading and valuation.An essential guide for both professional and aspiring traders, this book explains the greeks in a straightforward and accessible style. It skillfully shows how they can be used to facilitate trading strategies that seek to profit from volatility, time decay, or changes in interest rates. Along the way, it makes use of new charts and examples, and discusses how the proper application of the greeks can lead to more accurate pricing and trading as well as alert you to a range of other opportunities. Completely updated with new material Information on spreads, put-call parity and synthetic options, trading volatility, and advanced option trading is also included Explores how to exploit the dynamics of option pricing to improve your trading Having a comprehensive understanding of the greeks is essential to long-term options trading success. Trading Options Greeks, Second Edition shows you how to use the greeks to find better trades, effectively manage them, and ultimately, become more profitable"--cProvided by publisher.  aElectronic reproduction.bPalo Alto, Calif. :cebrary,d2011.nAvailable via World Wide Web.nAccess may be limited to ebrary affiliated libraries. 0aOptions (Finance) 0aStock options. 0aDerivative securities. 7aElectronic books.2local2 aebrary, Inc.40uhttp://site.ebrary.com/lib/rucke/Doc?id=10593129zAn electronic book accessible through the World Wide Web; click to view