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Jingdong book

期权希腊参数在交易中的应用

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Books Economy Economic Theory

Jingdong book

期权希腊参数在交易中的应用

Name: 期权希腊参数在交易中的应用
Brand: Jingdong book
SKU: 3110202201
Price: 44.94 USD
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Content Description

在期权交易中．会有无数次用到期权希腊参数(Greeks)，它们是Delta、Gamma、Theta、Vega和Rh0，用于衡量不同参数变化对期权价值的影响。通过再次交易去管理和调整投资组合，希腊参数真正是交易员可以依赖的更好的资源，不过前提是你知道如何合理运用希腊参数。
几乎没有人比本书作者丹·帕萨雷里更懂期权希腊参数了。如今，这位纯熟的期权专家携为您带来日常交易中的有效工具。从丹独特的视觉和言简意赅的语言风格中，各个层次的交易者都可以从此书中获得可靠裨益。字里行间，巧妙地包含了*精辟的道理和元素，包括各种类型的期权组合、期权平价理论和合成期权、波动率交易、高级期权交易有关的注意事项。随着时间的推移，第二版中的图表和例子也做了相应的更新，并且讨论了如何恰当运用期权希腊参数，进而更加准地定价和交易，同时也提示其他的交易机会。

Catalogue

第一部分期权希腊参数基础
第一章基础知识
期权合约的权利和义务
交易型开放式基金(ETFs)、指数和控股公司存托凭证(HOLDRs)
策略和到期图
第二章Greek原理
价格VS．价值：交易员是如何运用期权定价模型的
Delta
Gamma
Theta
Vega值
Rh0
第三章理解波动率
历史波动率
隐含波动率第一部分期权希腊参数基础
第一章基础知识
期权合约的权利和义务
交易型开放式基金(ETFs)、指数和控股公司存托凭证(HOLDRs)
策略和到期图
第二章Greek原理
价格VS．价值：交易员是如何运用期权定价模型的
Delta
Gamma
Theta
Vega值
Rh0
第三章理解波动率
历史波动率
隐含波动率
预期波动率
隐含波动率的方向
计算波动率的数据
波动率偏度
第四章期权特定风险及机遇
平价看涨期权多头
平价看涨期权多头
溢价看涨期权多头
平价看跌期权多头
找到正确的风险
都是围绕波动性
期权和公平交易
第五章波动率卖出策略介绍
潜在盈利
第六章期权平价理论与合成
期权平价理论要点
美式期权
合成的股票
合成股票策略
理论价和利率
一份看涨期权就是一份看跌期权
第七章Rh0
希腊参数Rh0和利率
Rh0和时问
当计划交易时考虑Rh0
交易Rh0
第八章分红和期权定价
股利的基本要素
股利和期权定价
股利和提前行权
把股利数据输入到定价模型中
第二部分Spreads套利
第九章Vertical Spreads垂直套利
垂直套利
垂直套利和波动率
信贷套利和债务套利的相互联系性
创建一个盒子
垂直价差
..
第三部分波动率

Book Abstract

《期权希腊参数在交易中的应用》：
开盘价差会使她完全错过达到目标价的机会。即便股价走低，她的目标止损价也可能来得比预期要早，因为期权价格很可能会因为Delta／Gamma和Vega增加（由上升的波动率引起）。这可能会使她必须迅速覆盖头寸，从而留下很少出错的空间。该交易中，隐含波动率的增加会使人感觉好像随着市场走低Delta比实际的要大。相反，隐含波动率降低也会使人感觉好像随着市场走高Delta比实际的要小。
该交易中（正如其他大部分策略）隐含波动率很重要的第二个理由是它可以提示我们市场对股票变动幅度的看法。如果隐含波动率比正常值高，市场就会认为存在比通常的未来波动率更多的风险。问题在于：更高的权利金是否值得这种风险？
问题的答案是取决于个体的。一部分答案是基于Stacie对未来波动率的评价。市场是正确的吗？另一部分答案是基于Stacie的风险承受度。她愿意承担与潜在更高波动率相联系的更大的价格变动吗？这可能会导致双重损失，即到达止损点后退出了头寸，结果却发现市场本身向相反的方向变动，本来会盈利的交易却以遭受损失告终。更高的波动率也意味着对方行权而自己获得不想要的股票多头的可能性越大。
……

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