Trading option Greeks : how time, volatility, and other pricing factors drive profit
Passarelli, Dan, 1971-2012
Books
This work provides detailed analysis of the five factors that can have the greatest impact on the price of an option: Delta, Rho, Theata, Gamma and Vega.
Main title:
Trading option Greeks : how time, volatility, and other pricing factors drive profit / by Dan Passarelli.
Author:
Edition:
2nd ed.
Imprint:
Hoboken, N.J. : Wiley ; Chichester : John Wiley [distributor], 2012.
Collation:
384 p. ; 19 cm.
Notes:
Previous ed.: Princeton, N.J.: Bloomberg, 2008.
ISBN:
9781118133163 (hbk)
Language:
English
BRN:
131507
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