The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets
Langue : anglais
Edité par Ft Pr, 2008
- Éd. originale
- Livre relié
- Occasion
Vendeur : 3rd St. Books, Lees Summit, MO, Etats-Unis3rd St. Books
Vendeur AbeBooks depuis 9 octobre 2004
Etat: Occasion - Assez bon
EUR 31,04
Quantité disponible : 1 disponible(s)
Ajouter au panierItem description from seller
N° de réf. du vendeur 079229
- Titre
- The Volatility Edge in Options Trading: New Technical Strategies for Investing in Unstable Markets
- Auteur
- Augen, Jeff
- Éditeur
- Ft Pr
- Année de publication
- 2008
- État de l'article
- Very Good
- Jaquette
- Very Good
- Reliure
- Hardcover
- Langue
- anglais
- ISBN à 10 chiffres
- 0132354691
- ISBN à 13 chiffres
- 9780132354691
- Édition
- 1st Edition
“Jeff’s analysis is unique, at least among academic derivatives textbooks. I would definitely use this material in my derivatives class, as I believe students would benefit from analyzing the many dimensions of Jeff’s trading strategies. I especially found the material on trading the earnings cycle and discussion of how to insure against price jumps at known events very worthwhile.”
―DR. ROBERT JENNINGS, Professor of Finance, Indiana University Kelley School of Business
“This is not just another book about options trading. The author shares a plethora of knowledge based on 20 years of trading experience and study of the financial markets. Jeff explains the myriad of complexities about options in a manner that is insightful and easy to understand. Given the growth in the options and derivatives markets over the past five years, this book is required reading for any serious investor or anyone in the financial service industries.”
―MICHAEL P. O’HARE, Head of Mergers & Acquisitions, Oppenheimer & Co. Inc.
“Those in the know will find this book to be an excellent resource and practical guide with exciting new insights into investing and hedging with options.”
―JIM MEYER, Managing Director, Sasqua Field Capital Partners LLC
“Jeff has focused everything I knew about options pricing and more through a hyper-insightful lens! This book provides a unique and practical perspective about options trading that should be required reading for professional and individual investors.”
―ARTHUR TISI, Founder and CEO, EXA Infosystems; private investor and options trader
In The Volatility Edge in Options Trading, leading options trader Jeff Augen introduces breakthrough strategies for identifying subtle price distortions that arise from changes in market volatility. Drawing on more than a decade of never-before-published research, Augen provides new analytical techniques that every experienced options trader can use to study historical price changes, mitigate risk, limit market exposure, and structure mathematically sound high-return options positions. Augen bridges the gap between pricing theory mathematics and market realities, covering topics addressed in no other options trading book. He introduces new ways to exploit the rising volatility that precedes earnings releases; trade the monthly options expiration cycle; leverage put:call price parity disruptions; understand weekend and month-end effects on bid-ask spreads; and use options on the CBOE Volatility Index (VIX) as a portfolio hedge. Unlike conventional guides, The Volatility Edge in Options Trading doesn’t rely on oversimplified positional analyses: it fully reflects ongoing changes in the prices of underlying securities, market volatility, and time decay. What’s more, Augen shows how to build your own customized analytical toolset using low-cost desktop software and data sources: tools that can transform his state-of-the-art strategies into practical buy/sell guidance.
An options investment strategy that reflects the markets’ fundamental mathematical properties
Presents strategies for achieving superior returns in widely diverse market conditions
Adaptive trading: how to dynamically manage option positions, and why you must
Includes precise, proven metrics and rules for adjusting complex positions
Effectively trading the earnings and expiration cycles
Leverage price distortions related to earnings and impending options expirations
Building a state-of-the-art analytical infrastructure
Use standard desktop software and data sources to build world-class decision-making tools
« Synopsis » peut appartenir à une autre édition de cet ouvrage.
À propos de l’auteur
JEFF AUGEN, currently a private investor and writer, has spent over a decade building a unique intellectual property portfolio of algorithms and software for technical analysis of derivatives prices. His work includes over one million lines of computer code refl ecting powerful new strategies for trading equity, index, and futures options. As co-founding executive of IBM’s Life Sciences Computing business, Augen defined a growth strategy resulting in $1.2B of new revenue and managed a large portfolio of venture capital investments. From 2002 to 2005, he was President and CEO of TurboWorx, Inc., a technical computing software company founded by the chairman of the Department of Computer Science at Yale University. He is author of Bioinformatics in the Post-Genomic Era: Genome, Transcriptome, Proteome, and Information-Based Medicine (Addison-Wesley, 2004).
« A propos de ce titre » peut appartenir à une autre édition de cet ouvrage.
3rd St. Books
Lees Summit, MO, Etats-Unis
Vendeur AbeBooks depuis 9 octobre 2004
Frais d'expédition à l'intérieur de ce pays : Etats-Unis
| Article | 5 à 14 jours ouvrés | 3 à 6 jours ouvrés |
|---|---|---|
| Premier article | EUR 6,02 | EUR 8,61 |
Modes de paiement
- Chèque
- Mandat
- Paypal
- Traite bancaire
Spécialité
History, Biblical Studies, Religion, Philosophy, Esoteric, Biography, Psychology, Mathematics, ScienceProfil professionnel du vendeur
3rd St. Books
MO, Etats-Unis
Conditions de vente
Booksellers are required to accept returns for all reason except when the buyer changes his/her mind. Note that laws in certain European jurisdictions may require some European booksellers to accept returns regardless of the reason for the return. Most booksellers find it to be in the best interest of good customer service to accept and process returns for ¿buyer changed mind¿. Buyers are advised they must reach an agreement with the bookseller for the ¿buyer changed mind¿ before returning the book.
Definitions of Return Reasons and Corresponding Reimbursement Amounts:
Reason Description Reimbursement
Item did not arrive Book did not arrive to buyer by 15 calendar days past the estimated delivery date Buyer receives book price plus shipping
Buyer does not want item * Buyer received item, but does not want the item Buyer receives book price only
Item was damaged Item was damaged in transit Buyer receives book price, original shipping plus return shipping
Item not as described The book is shipped to the buyer and buyer claims it does not match the description on Abebooks. If the seller does not agree that the item was "not as described" they are not required to refund Return shipping, but must accept the Return.
If seller agrees with buyer, buyer receives cost of book, original shipping plus return shipping
If seller disputes return, buyer receives purchase price plus shipping.
Incorrect item delivered The book sent to the buyer was not the item the buyer ordered Book buyer receives book price, original shipping and return shipping
Order accepted in error The seller agreed to send a book, but then found the book condition was not as described on Abebooks, or that the book had been previously sold Buyer receives book price and original shipping
Buyer cancelled before shipping The seller agreed to send a book but was contacted by the buyer prior to shipping. Buyer requested order cancellation Buyer receives book price plus original shipping
Partial refund The buyer and bookseller have agreed to a partial refund amount. The buyer is refunded only the amount specified Booksellers are not refunded commission fees on partial refunds
* Reason can only be selected by the bookseller
In cases where the book is returned to the bookseller due to an incomplete address, unclaimed, returned to sender, or similar reasons, the buyer will be refunded for the book price only.
Returns for bookseller direct orders are subject to the Abebooks Returns policy and the guidelines outlined above. All seller-direct Returns must be processed online to ensure the bookseller is not charged commission on the refunded sale.
b. Time Limits for Returns
Books can be returned for the reasons not as described, item damaged, incorrect item delivered, and buyer changed mind up to 30 days after the maximum estimated delivery date. For item did not arrive, the option will not be available to buyers to initiate a return until 14 days after the maximum estimated delivery date has passed.
Booksellers may choose to accept returns outside this time limit. All Returns must be processed via the Abebooks Web sites. Please note that delays associated with international orders may occur due to customs. This may result in late requests from buyers to return items.
c. Proof of Delivery
Booksellers are responsible for the book until the buyer receives it. Booksellers are encouraged to purchase delivery tracking whenever possible.
The USPS Web site offers many traceable options for domestic and international shipping. We suggest you visit their Web site for information about their global services at: http://www.usps.com/global/welcome.htm
Canadian booksellers can find information at: http://www.canadapost.ca/business/prodserv/sp/int/default-e.asp
d. Dispute Resolution
All disputes regarding returns are to be handled between the bookseller and buyer. Returns should be processed online once a resolution is reached. Abebooks d
Droit de rétractation
Si vous êtes un consommateur, vous pouvez exercer votre droit de rétractation sur le contrat conformément à ce qui suit. Le mot « consommateur » désigne toute personne physique agissant à des fins qui n'entrent pas dans le cadre de son activité commerciale, artisanale ou professionnelle.
Informations concernant le droit de rétractation
Droit statutaire de rétractation
Vous avez le droit d'exercer votre droit de rétractation sur ce contrat dans les 14 jours sans donner de raison.
Le délai de rétractation expirera au bout de 14 jours à compter du jour où vous-même, ou un tiers autre que le transporteur et désigné par vous, prendrez physiquement possession de la dernière marchandise, du dernier lot ou de la dernière pièce.
Pour exercer votre droit de rétractation, remplissez électroniquement et envoyez une déclaration claire sur notre site Web, sous « Vos achats » dans « Votre compte ». Nous vous communiquerons sans délai un accusé de réception de cette rétractation sur un support durable (par exemple, par e-mail).
Pour respecter le délai de rétractation, il vous suffit d'envoyer votre message concernant l'exercice de votre droit de rétractation avant l'expiration du délai de rétractation.
Effets de la rétractation
Si vous exercez votre droit de rétractation sur ce contrat, nous vous rembourserons tous les paiements que vous avez effectués, y compris les frais de livraison (à l'exception des frais supplémentaires résultant du choix d'un mode de livraison autre que le type de livraison standard le moins cher que nous proposons).
Nous pouvons déduire du remboursement la perte de valeur de toute marchandise livrée, si la perte est le résultat d'une manipulation inutile de votre part.
Nous effectuerons le remboursement dans les meilleurs délais, et au plus tard 14 jours après le jour où nous aurons été informés de votre décision d'exercer votre droit de rétractation sur ce contrat.
Nous effectuerons le remboursement en utilisant le même moyen de paiement que celui que vous avez utilisé pour la transaction initiale, sauf si vous en avez expressément convenu autrement ; en tout état de cause, aucuns frais ne vous seront facturés à la suite d'un tel remboursement.
Nous pouvons suspendre le remboursement jusqu'à ce que nous ayons reçu les marchandises ou que vous ayez fourni la preuve que vous avez renvoyé les marchandises, en fonction de la première éventualité.
Vous devez renvoyer les marchandises ou les remettre à 3rd St. Books, Lees Summit, Missouri, U.S.A., +1 8167869730, sans retard injustifié et, en tout état de cause, au plus tard 14 jours à compter du jour où vous nous avez communiqué votre décision de rétractation du présent contrat. Le délai est respecté si vous renvoyez les marchandises avant l'expiration du délai de 14 jours. Vous devrez prendre en charge les frais directs du renvoi des marchandises. Vous n'êtes responsable que de toute diminution de valeur des marchandises résultant d'une manipulation autre que celle nécessaire pour établir la nature, les caractéristiques et le fonctionnement des marchandises.
Exceptions au droit de rétractation
Le droit de rétractation ne s'applique pas à ce qui suit :
- Distribution de journaux, de revues ou de magazines, à l'exception des contrats d'abonnement ; et
- Fourniture d'un contenu numérique qui n'est pas fourni sur un support matériel (par exemple, sur un CD ou un DVD) si vous avez accepté, lors de votre commande, que nous puissions commencer à le livrer et que vous ne puissiez pas exercer votre droit de rétractation une fois la livraison commencée.
Conditions d'expédition
Shipping costs are based on books weighing 2.2 LB, or 1 KG. If your book order is heavy or oversized, we may contact you to let you know extra shipping is required.