Parameters
- 298 pages
- 11 hours of reading
More about the book
The book introduces a groundbreaking analytical framework for option valuation that addresses the limitations of traditional models like Black-Scholes-Merton and binomial options models. Brian Johnson, leveraging his extensive experience, provides a comprehensive guide that includes detailed explanations, formulas, and practical examples. Readers will learn about volatility management strategies such as Gamma-Scalping and Portfolio Insurance, along with a user-friendly Excel spreadsheet for analyzing market data and identifying pricing anomalies. The book is designed for those with some prior knowledge of options, offering valuable insights for volatility traders.
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Trading Option Volatility: A Breakthrough in Option Valuation, Yielding Practical Insights into Strategy Design, Simulation, Optimization, Risk M, Brian Johnson
- Language
- Released
- 2021
- product-detail.submit-box.info.binding
- (Paperback)
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- Title
- Trading Option Volatility: A Breakthrough in Option Valuation, Yielding Practical Insights into Strategy Design, Simulation, Optimization, Risk M
- Language
- English
- Authors
- Brian Johnson
- Publisher
- It Mearke Publishing
- Released
- 2021
- Format
- Paperback
- Pages
- 298
- ISBN13
- 9780996182331
- Series
- Description
- The book introduces a groundbreaking analytical framework for option valuation that addresses the limitations of traditional models like Black-Scholes-Merton and binomial options models. Brian Johnson, leveraging his extensive experience, provides a comprehensive guide that includes detailed explanations, formulas, and practical examples. Readers will learn about volatility management strategies such as Gamma-Scalping and Portfolio Insurance, along with a user-friendly Excel spreadsheet for analyzing market data and identifying pricing anomalies. The book is designed for those with some prior knowledge of options, offering valuable insights for volatility traders.