03140cam a22002655a 45000010009000000050017000090080041000260200018000670400028000850820022001131000035001352450128001702600044002983000032003424900030003745000024004045202160004286500051025886500032026396510010026716530024026819420008027059990017027139520144027301850872020161013130949.0150227s2015    enka   fr     001 0 eng d  a9781119011620  aDLCbengcDLCdEG-SCBUE04a332.6453222bURS1 aUrsone, Pierino,d1966-94154410aHow to calculate options prices and their greeks :bexploring the black scholes model from delta to vega /cPierino Ursone.  aChichester :bJohn Wiley & Sons,c2015.  ax, 208 p. :bill. ;c24 cm.0 aThe wiley finance series.  aIndex : p. 205-208.  a"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"-- 0aOptions (Finance)xStatistical methods.2BUEsh 0aProbabilities.2BUEsh93494  2BUEsh  bBUSADMcOctober2016  2ddc  c22566d22538  00102ddc40708AcademicaMAINbMAINc1STd2016-10-13ePurchaseg549.00h9154l0o332.6453 URSp000034085r2025-07-15 00:00:00v682.50yBB