MARC details
| 000 -LEADER |
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| fixed length control field |
02984cam a22002535a 4500 |
| 001 - CONTROL NUMBER |
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| control field |
18508720 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20161013130949.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
150227s2015 enka fr 001 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781119011620 |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
DLC |
| Language of cataloging |
eng |
| Transcribing agency |
DLC |
| Modifying agency |
EG-SCBUE |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
332.6453 |
| Edition number |
22 |
| Item number |
URS |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Ursone, Pierino, |
| Dates associated with a name |
1966- |
| 9 (RLIN) |
41544 |
| 245 10 - TITLE STATEMENT |
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| Title |
How to calculate options prices and their greeks : |
| Remainder of title |
exploring the black scholes model from delta to vega / |
| Statement of responsibility, etc |
Pierino Ursone. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Place of publication, distribution, etc |
Chichester : |
| Name of publisher, distributor, etc |
John Wiley & Sons, |
| Date of publication, distribution, etc |
2015. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
x, 208 p. : |
| Other physical details |
ill. ; |
| Dimensions |
24 cm. |
| 490 0# - Series Statement |
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| Series statement |
The wiley finance series. |
| 500 ## - GENERAL NOTE |
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| General note |
Index : p. 205-208. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc |
"A unique, in-depth guide to options pricing and valuing theirgreeks, along with a four dimensional approach towards the impactof changing market circumstances on optionsHow to Calculate Options Prices and Their Greeks is the onlybook of its kind, showing you how to value options and thegreeks according to the Black Scholes model but also how to do thiswithout consulting a model. You'll build a solid understanding ofoptions and hedging strategies as you explore the concepts ofprobability, volatility, and put call parity, then move into moreadvanced topics in combination with a four-dimensional approach ofthe change of the P&L of an option portfolio in relation tostrike, underlying, volatility, and time to maturity. Thisinformative guide fully explains the distribution of first andsecond order Greeks along the whole range wherein an option hasoptionality, and delves into trading strategies, including spreads,straddles, strangles, butterflies, kurtosis, vega-convexity , andmore. Charts and tables illustrate how specific positions in aGreek evolve in relation to its parameters, and digital ancillariesallow you to see 3D representations using your own parameters andvolumes. The Black and Scholes model is the most widely used optionmodel, appreciated for its simplicity and ability to generate afair value for options pricing in all kinds of markets. This bookshows you the ins and outs of the model, giving you the practicalunderstanding you need for setting up and managing an optionstrategy. Understand the Greeks, and how they make or break a strategy. See how the Greeks change with time, volatility, and underlying. Explore various trading strategies[bullet] Implement options positions, and more. Representations of option payoffs are too often based on a simpletwo-dimensional approach consisting of P&L versus underlying atexpiry. This is misleading, as the Greeks can make a world ofdifference over the lifetime of a strategy. How to CalculateOptions Prices and Their Greeks is a comprehensive, in-depth guideto a thorough and more effective understanding of options, theirGreeks, and (hedging) option strategies"-- |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Options (Finance) |
| General subdivision |
Statistical methods. |
| Source of heading or term |
BUEsh |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Probabilities. |
| Source of heading or term |
BUEsh |
| 9 (RLIN) |
3494 |
| 651 ## - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME |
|---|
| Source of heading or term |
BUEsh |
| 653 ## - INDEX TERM--UNCONTROLLED |
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| Resource For college |
BAEPS, Business Administration |
| Arrived date list |
October2016 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| 952 ## - LOCATION AND ITEM INFORMATION (KOHA) |
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| -- |
2016-10-13 |