Inside Volatility Arbitrage von Alireza Javaheri | The Secrets of Skewness | ISBN 9781118161029

Inside Volatility Arbitrage

The Secrets of Skewness

von Alireza Javaheri
Buchcover Inside Volatility Arbitrage | Alireza Javaheri | EAN 9781118161029 | ISBN 1-118-16102-5 | ISBN 978-1-118-16102-9
„... ideal for academics and practitioners who want to focus onvolatility modeling. . . All of this makes the book rich andvaluable. . . Go and get it!“ (Wilmott magazine, September2005) „Best New Quantitative Finance Book of the Year“ (Wilmott Awards2006)

Inside Volatility Arbitrage

The Secrets of Skewness

von Alireza Javaheri
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.