02990nam a2200373 a 4500 ebr10593129 CaPaEBR m u cr cn||||||||| 120517s2012 njua s 001 0 eng d 2012019462 9781118133163 (hardback) 9781118225127 (e-book) CaPaEBR CaPaEBR (OCoLC)793991525 HG6024.A3 P36 2012eb 332.64/53 23 Passarelli, Dan, 1971- Trading options Greeks [electronic resource] : how time, volatility, and other pricing factors drive profits / Dan Passarelli. 2nd ed. Hoboken, N.J. : Wiley, 2012. xviii, 341 p. : ill. Bloomberg financial series Includes index. pt. 1. The basics of option greeks -- pt. 2. Spreads -- pt. 3. Volatility -- pt. 4. Advanced option trading. "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"-- Provided by publisher. Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. Options (Finance) Stock options. Derivative securities. Electronic books. local ebrary, Inc. http://site.ebrary.com/lib/rucke/Doc?id=10593129 An electronic book accessible through the World Wide Web; click to view 110823 110823