Book description
A powerful new technique for evaluating the profit potential of complex option combinations with nonlinear payoffs.
Why is an additional analytic tool needed? Generally, evaluation of investment decisions is based on comparing realized profits (variability, drawdown, and other risk measures) with their corresponding expected values. While such an approach is appropriate for financial instruments possessing linear payoff functions, it has numerous drawbacks when applied to evaluating complex option combinations with nonlinear payoffs....
Table of contents
Product information
- Title: Assessment of Options Investments by Ranking Analysis
- Author(s):
- Release date: July 2010
- Publisher(s): Pearson
- ISBN: 9780132487078
You might also like
book
The Basics of How Technical Analysis Works for Investors
This Element is an excerpt from Technical Analysis Plain and Simple: Charting the Markets in Your …
book
Profiting from ETF Rotation Strategies in Turbulent Markets
ETF strategies that put you in the right market segments at the right time to maximize …
book
Timing Volatility: Measure Fear and Greed to Get an Edge in the Market
In recent years, capital markets have undergone repeated periods of extraordinary volatility, creating and destroying massive …
book
The Option Trader’s Workbook: A Problem-Solving Approach
“Unlike most books that oversimplify trading situations, Augen’s approach forces you to learn by solving real-world …