Alireza Javaheri

Inside Volatility Arbitrage (eBook, PDF)

The Secrets of Skewness

• Format: PDF

Produktbeschreibung

Today?s traders want to know when volatility is a sign that the skyis falling (and they should stay out of the market), and when it isa sign of a possible trading opportunity. Inside VolatilityArbitrage can help them do this. Author and financial expertAlireza Javaheri uses the classic approach to evaluating volatility-- time series and financial econometrics -- in a way that hebelieves is superior to methods presently used by marketparticipants. He also suggests that there may be "skewness" tradingopportunities that can be used to trade the markets moreprofitably. Filled with in-depth insight and expert advice,Inside Volatility Arbitrage will help traders discover when"skewness" may present valuable trading opportunities as well aswhy it can be so profitable.

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Produktdetails

• Verlag: John Wiley & Sons
• Seitenzahl: 248
• Erscheinungstermin: 19. Juli 2006
• Englisch
• ISBN-13: 9780471745389
• Artikelnr.: 38198559

Autorenporträt

ALIREZA JAVAHERI, PhD, CFA, is an adjunct researcher in the Finance and Economics Department of Ecole des Mines de Paris. He has worked in the financial industry for many years with companies such as Citigroup, Lehman Brothers, and Goldman Sachs. He has written numerous articles in various financial journals.