Lavoisier S.A.S.
14 rue de Provigny
94236 Cachan cedex
FRANCE

Heures d'ouverture 08h30-12h30/13h30-17h30
Tél.: +33 (0)1 47 40 67 00
Fax: +33 (0)1 47 40 67 02


Url canonique : www.lavoisier.fr/livre/economie/the-mathematics-of-options/descriptif_3976747
Url courte ou permalien : www.lavoisier.fr/livre/notice.asp?ouvrage=3976747

The Mathematics of Options, Softcover reprint of the original 1st ed. 2017 Quantifying Derivative Price, Payoff, Probability, and Risk

Langue : Anglais

Auteur :

Couverture de l’ouvrage The Mathematics of Options
This book is written for the experienced portfolio manager and professional options traders. It is a practical guide offering how to apply options math in a trading world that demands mathematical measurement. 

Every options trader deals with an array of calculations: beginners learn to identify risks and opportunities using a short list of strategies, while researchers and academics turn to advanced technical manuals. However, almost no books exist for the experienced portfolio managers and professional options traders who fall between these extremes.

Michael C. Thomsett addresses this glaring gap with The Mathematics of Options, a practical guide with actionable tools for the practical application of options math in a world that demands quantification. It serves as a valuable reference for advanced methods of evaluating issues of pricing, payoff, probability, and risk. In his characteristic approachable style, Thomsett simplifies complex hot button issues?such as strategic payoffs, return calculations, and hedging options?that may be mentioned in introductory texts but are often underserved. The result is a comprehensive book that helps traders understand the mathematic concepts of options trading so that they can improve their skills and outcomes.
Introduction: The Variability of Derivatives Trading
1. Trading Goals and Objectives 
2. The Role of Fundamental and Technical Analysis
3. Pricing of the Option
4. The Dividend Effect
5. Return Calculations
6. Strategic Payoff: The Conservative Hedge 
7. Strategic Payoff: Spreads
8. Strategic Payoff: Saddles
9. Probability and Risk
10. Option Pricing Models
11. Alternatives to Pricing Models

Michael C. Thomsett has been writing for a living since 1978 and has published more than 90 books. These include 12 options books. His best-selling Getting Started in Options has been published in nine editions and sold more than 300,000 copies. He also has developed and presented options webinars, and coaches on a live trading room every day and is a frequent speaker at trade shows and investment conventions. The author blogs on TheStreet.com, Seeking Alpha, Options Money Maker, Stockcharts.com, and social media.

Fills the empty middle ground between introductory guides and technical manuals

Presents practical and actionable mathematical tools, including Excel formulas

Uses advancements in technology to make technical trading approachable for more traders

Includes supplementary material: sn.pub/extras

Date de parution :

Ouvrage de 331 p.

15.5x23.5 cm

Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).

Prix indicatif 49,57 €

Ajouter au panier

Date de parution :

Ouvrage de 331 p.

15.5x23.5 cm

Disponible chez l'éditeur (délai d'approvisionnement : 15 jours).

Prix indicatif 68,56 €

Ajouter au panier