Trading Volatility Using Correlation, Term Structure and Skew - Seth Goldman - 書籍 - Stanfordpub.com - 9789563101232 - 2019年3月4日
カバー画像とタイトルが一致しない場合、正しいのはタイトルです

Trading Volatility Using Correlation, Term Structure and Skew

価格
¥ 3.114
税抜

遠隔倉庫からの取り寄せ

発送予定日 年7月14日 - 年7月30日
iMusicのウィッシュリストに追加

まだ評価がありません

Trading Volatility Using Correlation, Term Structure and Skew: Learn to successfully trade VIX, UVXY, TVIX, VXXB & SVXY


If you wanted to learn more about Trading Volatility - tickers like UVXY, TVIX, VXXB & SVXY then this book is for you. The book discusses how the VIX related ETFs/ETNs are priced and introduces you to an innovative & logical strategy of portfolio carrying UVXY, VXXB & TVIX shorts long-term, and credit spreads with options. The book discusses why going long volatility is generally unwise.


The book explains "risk management".

One of the best resources out there for the volatility community.


About the Author

Seth Goldman is a portfolio manager within the Multi-Asset Strategy Group at Interactive Investment.
Goldman has previously worked at Banco Santander as Head of Quantitative and Derivative Strategy, and Barclays Capital. Goldman studied Mathematics and Electrical Engineering and Finances at Stanford University.

メディア 書籍     Paperback Book   (ソフトカバーで背表紙を接着した本)
リリース済み 2019年3月4日
ISBN13 9789563101232
出版社 Stanfordpub.com
ページ数 72
寸法 152 × 229 × 4 mm   ·   117 g
言語 英語  

Mere med samme udgiver