This manual explores energy options from a more sophisticated (but still non-quantitative) perspective.
Broad topics include: Synthetic options & premium arbitrageUnderstanding volatilityVolatility term structure, smiles & skewsLimitations of option pricing modelsTrading volatility: delta & gammaTheta, vega & rhoPortfolio aggregation of option risksSpread options, Asians & other exoticsMonte Carlo methods for option pricing
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