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TAIL RISK HEDGING (MASTER OPTION TRADER SERIES): Portfolio Protection Without Killing Returns - Couverture souple
Livre 7 sur 8: (ENG) MASTER OPTION TRADER
Synopsis
Tail risk is the event that lives outside the model. Not the two-sigma drawdown that options pricing already discounts, the six-sigma dislocation that arrives with no warning, prices nothing like it should, and clears out traders who had everything right except one thing: they were not positioned for the world to briefly stop working. Every sophisticated options trader eventually discovers that knowing the Greeks and running a correct portfolio framework is not the same as surviving a regime break. This book teaches you how to do both.
You will learn:
- How to define and measure tail risk in an options book: the precise difference between normal volatility risk and true discontinuous event risk, and why your existing stress tests are probably not finding it
- How to build systematic Put protection without bleeding premium into a hedge that never pays: spread structures, roll schedules, and the cost-management disciplines that make a long-term hedging programme survivable
- How VIX Call overlays and variance swaps function as tail hedges, when each is appropriate, and what they actually cost you across the long stretches when nothing breaks
- How to construct convex payoff profiles that pay exponentially in a crisis without requiring you to predict timing, magnitude, or catalyst
- How to identify positions in your book that appear uncorrelated and become violently correlated the moment VIX spikes and how to hedge the correlation itself before it becomes a problem
- How to size and maintain tail hedges across three distinct market regimes: low-volatility grind, moderate stress, and full dislocation including when to add, when to roll, and when to take the hedge off entirely
- How to run two complete tail-event scenarios, a slow-burn institutional deleveraging and a single-session crash, from initial trigger through active portfolio management and post-event reconstruction
This is not a book about being afraid of markets. It is a book about what happens to traders who are not afraid enough, and what the ones who survive the breaks did differently.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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Tail Risk Hedging (Master Option Trader Series) (Paperback)
impression à la demandeVendeur : Grand Eagle Retail, Bensenville, IL, Etats-Unis
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Paperback. Etat : new. Paperback. Tail risk is the event that lives outside the model. Not the two-sigma drawdown that options pricing already discounts, the six-sigma dislocation that arrives with no warning, prices nothing like it should, and clears out traders who had everything right except one thing: they were not positioned for the world to briefly stop working. Every sophisticated options trader eventually discovers that knowing the Greeks and running a correct portfolio framework is not the same as surviving a regime break. This book teaches you how to do both. You will learn: How to define and measure tail risk in an options book: the precise difference between normal volatility risk and true discontinuous event risk, and why your existing stress tests are probably not finding itHow to build systematic Put protection without bleeding premium into a hedge that never pays: spread structures, roll schedules, and the cost-management disciplines that make a long-term hedging programme survivableHow VIX Call overlays and variance swaps function as tail hedges, when each is appropriate, and what they actually cost you across the long stretches when nothing breaksHow to construct convex payoff profiles that pay exponentially in a crisis without requiring you to predict timing, magnitude, or catalystHow to identify positions in your book that appear uncorrelated and become violently correlated the moment VIX spikes and how to hedge the correlation itself before it becomes a problemHow to size and maintain tail hedges across three distinct market regimes: low-volatility grind, moderate stress, and full dislocation including when to add, when to roll, and when to take the hedge off entirelyHow to run two complete tail-event scenarios, a slow-burn institutional deleveraging and a single-session crash, from initial trigger through active portfolio management and post-event reconstruction This is not a book about being afraid of markets. It is a book about what happens to traders who are not afraid enough, and what the ones who survive the breaks did differently. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9798196156335
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Tail Risk Hedging (Master Option Trader Series)
Vendeur : Rarewaves USA, HEBRON, KY, Etats-Unis
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TAIL RISK HEDGING (MASTER OPTION TRADER SERIES): Portfolio Protection Without Killing Returns
impression à la demandeVendeur : California Books, Miami, FL, Etats-Unis
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Etat : New. Print on Demand. N° de réf. du vendeur I-9798196156335
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Tail Risk Hedging (Master Option Trader Series)
impression à la demandeVendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
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PAP. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur L0-9798196156335
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Tail Risk Hedging (Master Option Trader Series)
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
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Tail Risk Hedging (Master Option Trader Series)
impression à la demandeVendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
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PAP. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur L0-9798196156335
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Tail Risk Hedging (Master Option Trader Series)
Vendeur : Rarewaves USA United, HEBRON, KY, Etats-Unis
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Paperback. Etat : New. N° de réf. du vendeur LU-9798196156335
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Tail Risk Hedging (Master Option Trader Series) (Paperback)
impression à la demandeVendeur : CitiRetail, Stevenage, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : new. Paperback. Tail risk is the event that lives outside the model. Not the two-sigma drawdown that options pricing already discounts, the six-sigma dislocation that arrives with no warning, prices nothing like it should, and clears out traders who had everything right except one thing: they were not positioned for the world to briefly stop working. Every sophisticated options trader eventually discovers that knowing the Greeks and running a correct portfolio framework is not the same as surviving a regime break. This book teaches you how to do both. You will learn: How to define and measure tail risk in an options book: the precise difference between normal volatility risk and true discontinuous event risk, and why your existing stress tests are probably not finding itHow to build systematic Put protection without bleeding premium into a hedge that never pays: spread structures, roll schedules, and the cost-management disciplines that make a long-term hedging programme survivableHow VIX Call overlays and variance swaps function as tail hedges, when each is appropriate, and what they actually cost you across the long stretches when nothing breaksHow to construct convex payoff profiles that pay exponentially in a crisis without requiring you to predict timing, magnitude, or catalystHow to identify positions in your book that appear uncorrelated and become violently correlated the moment VIX spikes and how to hedge the correlation itself before it becomes a problemHow to size and maintain tail hedges across three distinct market regimes: low-volatility grind, moderate stress, and full dislocation including when to add, when to roll, and when to take the hedge off entirelyHow to run two complete tail-event scenarios, a slow-burn institutional deleveraging and a single-session crash, from initial trigger through active portfolio management and post-event reconstruction This is not a book about being afraid of markets. It is a book about what happens to traders who are not afraid enough, and what the ones who survive the breaks did differently. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9798196156335
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Tail Risk Hedging (Master Option Trader Series) : Portfolio Protection Without Killing Returns
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Taschenbuch. Etat : Neu. Neuware - Tail risk is the event that lives outside the model. Not the two-sigma drawdown that options pricing already discounts, the six-sigma dislocation that arrives with no warning, prices nothing like it should, and clears out traders who had everything right except one thing: they were not positioned for the world to briefly stop working. Every sophisticated options trader eventually discovers that knowing the Greeks and running a correct portfolio framework is not the same as surviving a regime break. This book teaches you how to do both. You will learn: - How to define and measure tail risk in an options book: the precise difference between normal volatility risk and true discontinuous event risk, and why your existing stress tests are probably not finding it- How to build systematic Put protection without bleeding premium into a hedge that never pays: spread structures, roll schedules, and the cost-management disciplines that make a long-term hedging programme survivable- How VIX Call overlays and variance swaps function as tail hedges, when each is appropriate, and what they actually cost you across the long stretches when nothing breaks- How to construct convex payoff profiles that pay exponentially in a crisis without requiring you to predict timing, magnitude, or catalyst- How to identify positions in your book that appear uncorrelated and become violently correlated the moment VIX spikes and how to hedge the correlation itself before it becomes a problem- How to size and maintain tail hedges across three distinct market regimes: low-volatility grind, moderate stress, and full dislocation including when to add, when to roll, and when to take the hedge off entirely- How to run two complete tail-event scenarios, a slow-burn institutional deleveraging and a single-session crash, from initial trigger through active portfolio management and post-event reconstruction This is not a book about being afraid of markets. It is a book about what happens to traders who are not afraid enough, and what the ones who survive the breaks did differently. N° de réf. du vendeur 9798196156335
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EUR 35,87
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Tail Risk Hedging (Master Option Trader Series)
Vendeur : Rarewaves.com UK, London, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : New. N° de réf. du vendeur LU-9798196156335
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EUR 22,95
Expédition à EUR 77,43
Expédition depuis Royaume-Uni vers Etats-Unis
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