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Saturday 31 July, 2021


Beyond Essentials- Option Applications In Energy $499.00
Beyond Essentials- Option Applications In Energy
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This manual explores energy options from a more sophisticated (but still non-quantitative) perspective.

Broad topics include:

  • Synthetic options & premium arbitrage
  • Understanding volatility
  • Volatility term structure, smiles & skews
  • Limitations of option pricing models
  • Trading volatility: delta & gamma
  • Theta, vega & rho
  • Portfolio aggregation of option risks
  • Spread options, Asians & other exotics
  • Monte Carlo methods for option pricing
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    Current Reviews: 11
    This product was added to our catalog on Thursday 04 January, 2007.

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    Energy Training Manuals (11)