Assessment of Options Investments by Ranking Analysis (ePub)
Why is an additional analytic tool needed? Generally, evaluation of investment decisions is based on comparing realized...
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A powerful new technique for evaluating the profit potential of complex option combinations with nonlinear payoffs.
Why is an additional analytic tool needed? Generally, evaluation of investment decisions is based on comparing realized profits (variability, drawdown, and other risk measures) with their corresponding expected values. While such an approach is appropriate for financial instruments possessing linear payoff functions, it has numerous drawbacks when applied to evaluating complex option combinations with nonlinear payoffs....
Vadim Tsudikman, President of High Technology Invest Inc., specializes in derivatives valuation, hedging, and capital allocation in extreme markets. He develops complex trading systems based on multicriteria analysis and genetic optimization algorithms. The authors recently cowrote several articles for Futures magazine on options pricing, volatility, and risk.
- Autoren: Sergey Izraylevich , Vadim Tsudikman
- 2010, 1. Auflage, Englisch
- Verlag: Pearson ITP
- ISBN-10: 013248708X
- ISBN-13: 9780132487085
- Erscheinungsdatum: 29.07.2010
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
- Dateiformat: ePub
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