Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits by Dan Passarelli

Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits
Dan Passarelli
Page: 368
Format: pdf, ePub, mobi, fb2
ISBN: 9781118133163
Publisher: Wiley
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Electronic free ebook download Trading Option Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits by Dan Passarelli iBook PDF ePub

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 Exact simulation of option greeks under stochastic volatility and Empirical Performance of Alternative Option Pricing Models. Exact Simulation of Stochastic Volatility and other Affine Jump Diffusion Processes. .. Many simulation experiments require much computer time, so they .. We investigate factors affecting the performance of caching to speed up discrete event simulation.
 Trading option Greeks how time, volatility, and other pricing factors Trading option Greeks how time, volatility, and other pricing factors drive profits / Dan Passarelli. Image courtesy of Open Library. What's This?
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