Trading Vix Derivatives

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Trading VIX Derivatives

Russell Rhoads
Trading VIX Derivatives Book PDF

Author : Russell Rhoads
Publisher : John Wiley & Sons
Page : 288 pages
File Size : 43,9 Mb
Release : 2011-07-11
Category : Business & Economics
ISBN : 9781118118481

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Trading VIX Derivatives by Russell Rhoads Pdf

A guide to using the VIX to forecast and trade markets Known as the fear index, the VIX provides a snapshot ofexpectations about future stock market volatility and generallymoves inversely to the overall stock market. Trading VIXDerivatives will show you how to use the Chicago Board OptionsExchange's S&P 500 volatility index to gauge fear and greed inthe market, use market volatility to your advantage, and hedgestock portfolios. Engaging and informative, this book skillfullyexplains the mechanics and strategies associated with trading VIXoptions, futures, exchange traded notes, and options on exchangetraded notes. Many market participants look at the VIX to help understandmarket sentiment and predict turning points. With a slew of VIXindex trading products now available, traders can use a variety ofstrategies to speculate outright on the direction of marketvolatility, but they can also utilize these products in conjunctionwith other instruments to create spread trades or hedge theiroverall risk. Reviews how to use the VIX to forecast market turning points,as well as reveals what it takes to implement trading strategiesusing VIX options, futures, and ETNs Accessible to active individual traders, but sufficientlysophisticated for professional traders Offers insights on how volatility-based strategies can be usedto provide diversification and enhance returns Written by Russell Rhoads, a top instructor at the CBOE'sOptions Institute, this book reflects on the wide range of usesassociated with the VIX and will interest anyone looking forprofitable new forecasting and trading techniques.

Trading VIX Derivatives

Russell Rhoads
Trading VIX Derivatives Book PDF

Author : Russell Rhoads
Publisher : John Wiley & Sons
Page : 293 pages
File Size : 50,5 Mb
Release : 2011-08-09
Category : Business & Economics
ISBN : 9780470933084

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Trading VIX Derivatives by Russell Rhoads Pdf

A guide to using the VIX to forecast and trade markets Known as the fear index, the VIX provides a snapshot of expectations about future stock market volatility and generally moves inversely to the overall stock market. Trading VIX Derivatives will show you how to use the Chicago Board Options Exchange's S&P 500 volatility index to gauge fear and greed in the market, use market volatility to your advantage, and hedge stock portfolios. Engaging and informative, this book skillfully explains the mechanics and strategies associated with trading VIX options, futures, exchange traded notes, and options on exchange traded notes. Many market participants look at the VIX to help understand market sentiment and predict turning points. With a slew of VIX index trading products now available, traders can use a variety of strategies to speculate outright on the direction of market volatility, but they can also utilize these products in conjunction with other instruments to create spread trades or hedge their overall risk. Reviews how to use the VIX to forecast market turning points, as well as reveals what it takes to implement trading strategies using VIX options, futures, and ETNs Accessible to active individual traders, but sufficiently sophisticated for professional traders Offers insights on how volatility-based strategies can be used to provide diversification and enhance returns Written by Russell Rhoads, a top instructor at the CBOE's Options Institute, this book reflects on the wide range of uses associated with the VIX and will interest anyone looking for profitable new forecasting and trading techniques.

Trading VIX Derivatives

Russell Rhoads
Trading VIX Derivatives Book PDF

Author : Russell Rhoads
Publisher : John Wiley & Sons
Page : 290 pages
File Size : 41,5 Mb
Release : 2011-07-11
Category : Business & Economics
ISBN : 9781118118467

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Trading VIX Derivatives by Russell Rhoads Pdf

A guide to using the VIX to forecast and trade markets Known as the fear index, the VIX provides a snapshot of expectations about future stock market volatility and generally moves inversely to the overall stock market. Trading VIX Derivatives will show you how to use the Chicago Board Options Exchange's S&P 500 volatility index to gauge fear and greed in the market, use market volatility to your advantage, and hedge stock portfolios. Engaging and informative, this book skillfully explains the mechanics and strategies associated with trading VIX options, futures, exchange traded notes, and options on exchange traded notes. Many market participants look at the VIX to help understand market sentiment and predict turning points. With a slew of VIX index trading products now available, traders can use a variety of strategies to speculate outright on the direction of market volatility, but they can also utilize these products in conjunction with other instruments to create spread trades or hedge their overall risk. Reviews how to use the VIX to forecast market turning points, as well as reveals what it takes to implement trading strategies using VIX options, futures, and ETNs Accessible to active individual traders, but sufficiently sophisticated for professional traders Offers insights on how volatility-based strategies can be used to provide diversification and enhance returns Written by Russell Rhoads, a top instructor at the CBOE's Options Institute, this book reflects on the wide range of uses associated with the VIX and will interest anyone looking for profitable new forecasting and trading techniques.

The VIX Trader's Handbook

Russell Rhoads
The VIX Trader s Handbook Book PDF

Author : Russell Rhoads
Publisher : Harriman House Limited
Page : 161 pages
File Size : 52,8 Mb
Release : 2020-10-27
Category : Business & Economics
ISBN : 9780857197122

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The VIX Trader's Handbook by Russell Rhoads Pdf

Russell Rhoads is one of America’s leading experts on VIX, the Volatility Index. In The VIX Trader’s Handbook he takes a deep dive into all things associated with volatility indexes and related trading vehicles. The handbook begins with an explanation of what VIX is, how it is calculated, and why it behaves the way it does in various market environments. It also explains the various methods of getting exposure to volatility through listed markets. The focus then moves on to demonstrate how traders take advantage of various scenarios using futures, options, or ETPs linked to the performance of VIX. Finally, a comprehensive review is presented of volatility events that shook the markets, including the 1987 crash, Great Financial Crisis, 2010 flash crash, and the 2020 pandemic. By understanding how VIX behaved leading up to these market shocks, and reacted afterwards, traders can better equip themselves ahead of future events. A wide variety of strategies that are implemented in both bearish and bullish equity markets are introduced and covered extensively throughout. The VIX Trader’s Handbook is essential reading for all those who are intending to trade volatility—from those who wish to gain an understanding of how VIX and the related trading products behave, to those intending to hedge equity exposure or take advantage of the persistent overpricing of option volatility. You won’t want to trade volatility without it.

Derivatives

Jiří Witzany
Derivatives Book PDF

Author : Jiří Witzany
Publisher : Springer Nature
Page : 381 pages
File Size : 54,9 Mb
Release : 2020-11-04
Category : Business & Economics
ISBN : 9783030517519

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Derivatives by Jiří Witzany Pdf

This book helps students, researchers and quantitative finance practitioners to understand both basic and advanced topics in the valuation and modeling of financial and commodity derivatives, their institutional framework and risk management. It provides an overview of the new regulatory requirements such as Basel III, the Fundamental Review of the Trading Book (FRTB), Interest Rate Risk of the Banking Book (IRRBB), or the Internal Capital Assessment Process (ICAAP). The reader will also find a detailed treatment of counterparty credit risk, stochastic volatility estimation methods such as MCMC and Particle Filters, and the concepts of model-free volatility, VIX index definition and the related volatility trading. The book can also be used as a teaching material for university derivatives and financial engineering courses.

Trading Volatility

Colin Bennett
Trading Volatility Book PDF

Author : Colin Bennett
Publisher : Unknown
Page : 316 pages
File Size : 43,7 Mb
Release : 2014-08-17
Category : Electronic
ISBN : 1461108756

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Trading Volatility by Colin Bennett Pdf

This publication aims to fill the void between books providing an introduction to derivatives, and advanced books whose target audience are members of quantitative modelling community. In order to appeal to the widest audience, this publication tries to assume the least amount of prior knowledge. The content quickly moves onto more advanced subjects in order to concentrate on more practical and advanced topics. "A master piece to learn in a nutshell all the essentials about volatility with a practical and lively approach. A must read!" Carole Bernard, Equity Derivatives Specialist at Bloomberg "This book could be seen as the 'volatility bible'!" Markus-Alexander Flesch, Head of Sales & Marketing at Eurex "I highly recommend this book both for those new to the equity derivatives business, and for more advanced readers. The balance between theory and practice is struck At-The-Money" Paul Stephens, Head of Institutional Marketing at CBOE "One of the best resources out there for the volatility community" Paul Britton, CEO and Founder of Capstone Investment Advisors "Colin has managed to convey often complex derivative and volatility concepts with an admirable simplicity, a welcome change from the all-too-dense tomes one usually finds on the subject" Edmund Shing PhD, former Proprietary Trader at BNP Paribas "In a crowded space, Colin has supplied a useful and concise guide" Gary Delany, Director Europe at the Options Industry Council

Option Spread Trading

Russell Rhoads
Option Spread Trading Book PDF

Author : Russell Rhoads
Publisher : John Wiley & Sons
Page : 294 pages
File Size : 41,7 Mb
Release : 2011-01-11
Category : Business & Economics
ISBN : 9780470618981

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Option Spread Trading by Russell Rhoads Pdf

A practical guide to unlocking the power of option spreads When dealing with option spreads your looking to purchase one option in conjunction with the sale of another option. If managed properly, these spreads can provide experienced investors with the potential for large returns without undertaking a great deal of risk. Option Spread Trading provides a comprehensive, yet easy-to-understand explanation of option spreads, and shows you how to select the best spread strategy for any given market outlook. Along the way, author Russell Rhoads discusses spread strategies that can be used to profit from a strong up or down directional move in a stock, a stagnant market, or a highly volatile market. He also details how you can harness the leverage of options to create a low-risk position that provides the potential for a big profit. All manner of spreads are covered, from calendar and horizontal spreads to vertical and diagonal spreads Highlights how you can monitor and adjust an existing spread position and provides tips on how to exit a spread trade Includes exercises and examples to test and reinforce your knowledge of the concepts presented Option spread trading has become increasingly popular with active traders and investors. Gain a better understanding of this powerful approach with Option Spread Trading as your guide.

FX Derivatives Trader School

Giles Jewitt
FX Derivatives Trader School Book PDF

Author : Giles Jewitt
Publisher : John Wiley & Sons
Page : 624 pages
File Size : 47,7 Mb
Release : 2015-05-28
Category : Business & Economics
ISBN : 9781119096474

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FX Derivatives Trader School by Giles Jewitt Pdf

An essential guide to real-world derivatives trading FX Derivatives Trader School is the definitive guide to the technical and practical knowledge required for successful foreign exchange derivatives trading. Accessible in style and comprehensive in coverage, the book guides the reader through both basic and advanced derivative pricing and risk management topics. The basics of financial markets and trading are covered, plus practical derivatives mathematics is introduced with reference to real-world trading and risk management. Derivative contracts are covered in detail from a trader's perspective using risk profiles and pricing under different derivative models. Analysis is approached generically to enable new products to be understood by breaking the risk into fundamental building blocks. To assist with learning, the book also contains Excel practicals which will deepen understanding and help build useful skills. The book covers of a wide variety of topics, including: Derivative exposures within risk management Volatility surface construction Implied volatility and correlation risk Practical tips for students on trading internships and junior traders Market analysis techniques FX derivatives trading requires mathematical aptitude, risk management skill, and the ability to work quickly and accurately under pressure. There is a tremendous gap between option pricing formulas and the knowledge required to be a successful derivatives trader. FX Derivatives Trader School is unique in bridging that gap.

Positional Option Trading

Euan Sinclair
Positional Option Trading Book PDF

Author : Euan Sinclair
Publisher : John Wiley & Sons
Page : 246 pages
File Size : 53,6 Mb
Release : 2020-09-01
Category : Business & Economics
ISBN : 9781119583516

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Positional Option Trading by Euan Sinclair Pdf

A detailed, one-stop guide for experienced options traders Positional Option Trading: An Advanced Guide is a rigorous, professional-level guide on sophisticated techniques from professional trader and quantitative analyst Euan Sinclair. The author has over two decades of high-level option trading experience. He has written this book specifically for professional options traders who have outgrown more basic trading techniques and are searching for in-depth information suitable for advanced trading. Custom-tailored to respond to the volatile option trading environment, this expert guide stresses the importance of finding a valid edge in situations where risk is usually overwhelmed by uncertainty and unknowability. Using examples of edges such as the volatility premium, term-structure premia and earnings effects, the author shows how to find valid trading ideas and details the decision process for choosing an option structure that best exploits the advantage. Advanced topics include a quantitative approach for directionally trading options, the robustness of the Black Scholes Merton model, trade sizing for option portfolios, robust risk management and more. This book: Provides advanced trading techniques for experienced professional traders Addresses the need for in-depth, quantitative information that more general, intro-level options trading books do not provide Helps readers to master their craft and improve their performance Includes advanced risk management methods in option trading No matter the market conditions, Positional Option Trading: An Advanced Guide is an important resource for any professional or advanced options trader.

Derivatives

Robert E. Whaley
Derivatives Book PDF

Author : Robert E. Whaley
Publisher : John Wiley & Sons
Page : 962 pages
File Size : 45,8 Mb
Release : 2007-02-26
Category : Business & Economics
ISBN : 9780470086384

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Derivatives by Robert E. Whaley Pdf

Robert Whaley has more than twenty-five years of experience in the world of finance, and with this book he shares his hard-won knowledge in the field of derivatives with you. Divided into ten information-packed parts, Derivatives shows you how this financial tool can be used in practice to create risk management, valuation, and investment solutions that are appropriate for a variety of market situations.

Listed Volatility and Variance Derivatives

Yves Hilpisch
Listed Volatility and Variance Derivatives Book PDF

Author : Yves Hilpisch
Publisher : John Wiley & Sons
Page : 368 pages
File Size : 46,9 Mb
Release : 2016-11-10
Category : Business & Economics
ISBN : 9781119167938

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Listed Volatility and Variance Derivatives by Yves Hilpisch Pdf

Leverage Python for expert-level volatility and variance derivative trading Listed Volatility and Variance Derivatives is a comprehensive treatment of all aspects of these increasingly popular derivatives products, and has the distinction of being both the first to cover European volatility and variance products provided by Eurex and the first to offer Python code for implementing comprehensive quantitative analyses of these financial products. For those who want to get started right away, the book is accompanied by a dedicated Web page and a Github repository that includes all the code from the book for easy replication and use, as well as a hosted version of all the code for immediate execution. Python is fast making inroads into financial modelling and derivatives analytics, and recent developments allow Python to be as fast as pure C++ or C while consisting generally of only 10% of the code lines associated with the compiled languages. This complete guide offers rare insight into the use of Python to undertake complex quantitative analyses of listed volatility and variance derivatives. Learn how to use Python for data and financial analysis, and reproduce stylised facts on volatility and variance markets Gain an understanding of the fundamental techniques of modelling volatility and variance and the model-free replication of variance Familiarise yourself with micro structure elements of the markets for listed volatility and variance derivatives Reproduce all results and graphics with IPython/Jupyter Notebooks and Python codes that accompany the book Listed Volatility and Variance Derivatives is the complete guide to Python-based quantitative analysis of these Eurex derivatives products.

Trading and Pricing Financial Derivatives

Patrick Boyle,Jesse McDougall
Trading and Pricing Financial Derivatives Book PDF

Author : Patrick Boyle,Jesse McDougall
Publisher : Walter de Gruyter GmbH & Co KG
Page : 298 pages
File Size : 43,8 Mb
Release : 2018-12-17
Category : Business & Economics
ISBN : 9781547401215

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Trading and Pricing Financial Derivatives by Patrick Boyle,Jesse McDougall Pdf

Trading and Pricing Financial Derivatives is an introduction to the world of futures, options, and swaps. Investors who are interested in deepening their knowledge of derivatives of all kinds will find this book to be an invaluable resource. The book is also useful in a very applied course on derivative trading. The authors delve into the history of options pricing; simple strategies of options trading; binomial tree valuation; Black-Scholes option valuation; option sensitivities; risk management and interest rate swaps in this immensely informative yet easy to comprehend work. Using their vast working experience in the financial markets at international investment banks and hedge funds since the late 1990s and teaching derivatives and investment courses at the Master's level, Patrick Boyle and Jesse McDougall put forth their knowledge and expertise in clearly explained concepts. This book does not presuppose advanced mathematical knowledge, though it is presented for completeness for those that may benefit from it, and is designed for a general audience, suitable for beginners through to those with intermediate knowledge of the subject.

Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition

Sheldon Natenberg
Option Volatility and Pricing Advanced Trading Strategies and Techniques 2nd Edition Book PDF

Author : Sheldon Natenberg
Publisher : McGraw-Hill Education
Page : 0 pages
File Size : 50,7 Mb
Release : 2014-11-21
Category : Business & Economics
ISBN : 0071818774

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Option Volatility and Pricing: Advanced Trading Strategies and Techniques, 2nd Edition by Sheldon Natenberg Pdf

WHAT EVERY OPTION TRADER NEEDS TO KNOW. THE ONE BOOK EVERY TRADER SHOULD OWN. The bestselling Option Volatility & Pricing has made Sheldon Natenberg a widely recognized authority in the option industry. At firms around the world, the text is often the first book that new professional traders are given to learn the trading strategies and risk management techniques required for success in option markets. Now, in this revised, updated, and expanded second edition, this thirty-year trading professional presents the most comprehensive guide to advanced trading strategies and techniques now in print. Covering a wide range of topics as diverse and exciting as the market itself, this text enables both new and experienced traders to delve in detail into the many aspects of option markets, including: The foundations of option theory Dynamic hedging Volatility and directional trading strategies Risk analysis Position management Stock index futures and options Volatility contracts Clear, concise, and comprehensive, the second edition of Option Volatility & Pricing is sure to be an important addition to every option trader's library--as invaluable as Natenberg's acclaimed seminars at the world's largest derivatives exchanges and trading firms. You'll learn how professional option traders approach the market, including the trading strategies and risk management techniques necessary for success. You'll gain a fuller understanding of how theoretical pricing models work. And, best of all, you'll learn how to apply the principles of option evaluation to create strategies that, given a trader's assessment of market conditions and trends, have the greatest chance of success. Option trading is both a science and an art. This book shows how to apply both to maximum effect.

Trading Volatility (VIX) ETNs, ETFs, and Derivatives

Lawrence G. McMillan
Trading Volatility VIX ETNs ETFs and Derivatives Book PDF

Author : Lawrence G. McMillan
Publisher : Wiley
Page : 128 pages
File Size : 53,5 Mb
Release : 2014-11-03
Category : Business & Economics
ISBN : 1118657829

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Trading Volatility (VIX) ETNs, ETFs, and Derivatives by Lawrence G. McMillan Pdf

In this essential video seminar for traders, Larry McMillan explains how to trade volatility using options and ETFs In this must-have seminar, options guru Larry McMillan looks at the basics of VIX futures and options trading, including how to properly price options and compute deltas. He discusses the more popular volatility ETNs and ETFs, as well as a host of other products. McMillan offers expert insight on major volatility products and what they can and cannot do, and explains how volatility ETNs can affect VIX futures markets. Shows traders how to maximize their profits by utilizing volatility Written by a respected and successful trader and options expert Fully explains an increasingly popular kind of derivative and how it behaves differently than other derivatives

Exotic Options and Hybrids

Mohamed Bouzoubaa,Adel Osseiran
Exotic Options and Hybrids Book PDF

Author : Mohamed Bouzoubaa,Adel Osseiran
Publisher : John Wiley & Sons
Page : 405 pages
File Size : 45,7 Mb
Release : 2010-05-17
Category : Business & Economics
ISBN : 9780470688038

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Exotic Options and Hybrids by Mohamed Bouzoubaa,Adel Osseiran Pdf

The recent financial crisis brought to light many of the misunderstandings and misuses of exotic derivatives. With market participants on both the buy and sell-side having been found guilty of not understanding the products they were dealing with, never before has there been a greater need for clarification and explanation. Exotic Options and Hybrids is a practical guide to structuring, pricing and hedging complex exotic options and hybrid derivatives that will serve readers through the recent crisis, the road to recovery, the next bull market and beyond. Written by experienced practitioners, it focuses on the three main parts of a derivative’s life: the structuring of a product, its pricing and its hedging. Divided into four parts, the book covers a multitude of structures, encompassing many of the most up-to-date and promising products from exotic equity derivatives and structured notes to hybrid derivatives and dynamic strategies. Based on a realistic setting from the heart of the business, inside a derivatives operation, the practical and intuitive discussions of these aspects make these exotic concepts truly accessible. Adoptions of real trades are examined in detail, and all of the numerous examples are carefully selected so as to highlight interesting and significant aspects of the business. The introduction of payoff structures is accompanied by scenario analysis, diagrams and lifelike sample term sheets. Readers learn how to spot where the risks lie to pave the way for sound valuation and hedging of such products. There are also questions and accompanying discussions dispersed in the text, each exploited to illustrate one or more concepts from the context in which they are set. The applications, the strengths and the limitations of various models are highlighted, in relevance to the products and their risks, rather than the model implementations. Models are de-mystified in separately dedicated sections, but their implications are alluded to throughout the book in an intuitive and non-mathematical manner. By discussing exotic options and hybrids in a practical, non-mathematical and highly intuitive setting, this book will blast through the misunderstanding of exotic derivatives, enabling practitioners to fully understand and correctly structure, price and hedge theses products effectively, and stand strong as the only book in its class to make these “exotic” concepts truly accessible.