Assessment of options investments by ranking analysis
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 th...
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| Format: | eBook |
| Language: | English |
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Upper Saddle River, N.J.
FTPress Delivers
2011
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| Series: | FTPress Delivers insights for the agile investor on options
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| Collection: | O'Reilly - Collection details see MPG.ReNa |
| Summary: | 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... |
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| Physical Description: | [20] pages illustrations |
| ISBN: | 9780132487078 |