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VOLATILITY ARBITRAGE (MASTER OPTION TRADER SERIES): Exploiting Mispricings on the Volatility Surface - Couverture souple
Livre 2 sur 8: (ENG) MASTER OPTION TRADER
Synopsis
Most traders who call themselves volatility arbitrageurs are running directional volatility positions dressed in the language of arbitrage. This book corrects that. Completely. Volatility arbitrage is not about predicting whether volatility will go up or down. It is about recognizing when one part of the volatility surface is mispriced relative to another and systematically extracting that spread before it closes. That shift from absolute to relative is the dividing line between retail options trading and institutional volatility work.
Volatility Arbitrage, Book 2 of the Master Option Trader Series, teaches you to execute that framework at an institutional level. Calendar spreads, Diagonal structures, Ratio trades, Dispersion and correlation arbitrage, multi-expiration vega risk, and the full mechanics of the VIX term structure including a forensic case study of the August 5, 2024 backwardation event, the most extreme term slope reading outside 2008 and COVID.
Inside:
- The Volatility Surface: geometry, curvature, slope, and distortion signals
- Calendars, Diagonals, and Ratio spreads built for relative-value execution
- Dispersion and Implied Correlation Arbitrage, the institutional framework
- VIX Term Structure convergence trades: entry, sizing, and exit discipline
- Eight hidden killers of multi-expiry positions, and how to recognize them before they cost you
- The Vol Arb Operating System: pre-trade workflow, shock matrix, and survival-probability sizing
- Monte Carlo Surface Simulation for path risk evaluation
Theta is not the edge. The edge is the mispricing. This book teaches you to find it, size it, and extract it and to sit out when conditions make the trade dangerous. For traders who finished Book 1 and are ready to move from convexity to the surface.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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Volatility Arbitrage (Master Option Trader Series): Exploiting Mispricings on the Volatility Surface
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Volatility Arbitrage (Master Option Trader Series)
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Paperback. Etat : New. N° de réf. du vendeur LU-9798251459548
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VOLATILITY ARBITRAGE (MASTER OPTION TRADER SERIES): Exploiting Mispricings on the Volatility Surface
impression à la demandeVendeur : California Books, Miami, FL, Etats-Unis
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Volatility Arbitrage (Master Option Trader Series): Exploiting Mispricings on the Volatility Surface
Edité par
Independently published, 2026
ISBN 13 : 9798251459548
Ancien ou d'occasion
Couverture souple
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 53667436
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Volatility Arbitrage (Master Option Trader Series)
impression à la demandeVendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
PAP. Etat : New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur L0-9798251459548
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Volatility Arbitrage (Master Option Trader Series) (Paperback)
impression à la demandeVendeur : Grand Eagle Retail, Bensenville, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : new. Paperback. Most traders who call themselves volatility arbitrageurs are running directional volatility positions dressed in the language of arbitrage. This book corrects that. Completely. Volatility arbitrage is not about predicting whether volatility will go up or down. It is about recognizing when one part of the volatility surface is mispriced relative to another and systematically extracting that spread before it closes. That shift from absolute to relative is the dividing line between retail options trading and institutional volatility work.Volatility Arbitrage, Book 2 of the Master Option Trader Series, teaches you to execute that framework at an institutional level. Calendar spreads, Diagonal structures, Ratio trades, Dispersion and correlation arbitrage, multi-expiration vega risk, and the full mechanics of the VIX term structure including a forensic case study of the August 5, 2024 backwardation event, the most extreme term slope reading outside 2008 and COVID. Inside: The Volatility Surface: geometry, curvature, slope, and distortion signalsCalendars, Diagonals, and Ratio spreads built for relative-value executionDispersion and Implied Correlation Arbitrage, the institutional frameworkVIX Term Structure convergence trades: entry, sizing, and exit disciplineEight hidden killers of multi-expiry positions, and how to recognize them before they cost youThe Vol Arb Operating System: pre-trade workflow, shock matrix, and survival-probability sizingMonte Carlo Surface Simulation for path risk evaluationTheta is not the edge. The edge is the mispricing. This book teaches you to find it, size it, and extract it and to sit out when conditions make the trade dangerous. For traders who finished Book 1 and are ready to move from convexity to the surface. 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 9798251459548
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Volatility Arbitrage (Master Option Trader Series)
impression à la demandeVendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
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 L0-9798251459548
Acheter neuf
EUR 21,68
Expédition à EUR 4,96
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Expédition depuis Royaume-Uni vers Etats-Unis
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Volatility Arbitrage (Master Option Trader Series): Exploiting Mispricings on the Volatility Surface
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 53667436-n
Acheter neuf
EUR 21,67
Expédition à EUR 17,87
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image d'archives
Volatility Arbitrage (Master Option Trader Series): Exploiting Mispricings on the Volatility Surface
Edité par
Independently published, 2026
ISBN 13 : 9798251459548
Ancien ou d'occasion
Couverture souple
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 53667436
Acheter D'occasion
EUR 23,15
Expédition à EUR 17,87
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image d'archives
Volatility Arbitrage (Master Option Trader Series) (Paperback)
impression à la demandeVendeur : CitiRetail, Stevenage, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : new. Paperback. Most traders who call themselves volatility arbitrageurs are running directional volatility positions dressed in the language of arbitrage. This book corrects that. Completely. Volatility arbitrage is not about predicting whether volatility will go up or down. It is about recognizing when one part of the volatility surface is mispriced relative to another and systematically extracting that spread before it closes. That shift from absolute to relative is the dividing line between retail options trading and institutional volatility work.Volatility Arbitrage, Book 2 of the Master Option Trader Series, teaches you to execute that framework at an institutional level. Calendar spreads, Diagonal structures, Ratio trades, Dispersion and correlation arbitrage, multi-expiration vega risk, and the full mechanics of the VIX term structure including a forensic case study of the August 5, 2024 backwardation event, the most extreme term slope reading outside 2008 and COVID. Inside: The Volatility Surface: geometry, curvature, slope, and distortion signalsCalendars, Diagonals, and Ratio spreads built for relative-value executionDispersion and Implied Correlation Arbitrage, the institutional frameworkVIX Term Structure convergence trades: entry, sizing, and exit disciplineEight hidden killers of multi-expiry positions, and how to recognize them before they cost youThe Vol Arb Operating System: pre-trade workflow, shock matrix, and survival-probability sizingMonte Carlo Surface Simulation for path risk evaluationTheta is not the edge. The edge is the mispricing. This book teaches you to find it, size it, and extract it and to sit out when conditions make the trade dangerous. For traders who finished Book 1 and are ready to move from convexity to the surface. 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 9798251459548
Acheter neuf
EUR 25,75
Expédition à EUR 44,07
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
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