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"vegas" » "vega"

3
by Iqbal, Adam S.
Published 2018
John Wiley & Sons, Inc.
Table of Contents: ... Greeks; 10.1 SPOT DELTA, DUAL DELTA, AND FORWARD DELTA; 10.2 THETA; 10.3 GAMMA; 10.4 VEGA; 10.5 VANNA...

4
Published 2020
John Wiley & Sons Ltd
Table of Contents: ... to Singapore -March 2018 -- Highlight #4 -- Race V: New York to Vegas -- October 2018 -- Highlight #3 -- Race...

5
by Castagna, Antonio
Published 2010
J. Wiley & Sons
Table of Contents: ... model for the implied volatility -- 3.5 Hedging Vega -- 3.6 Hedging Delta, Vega, Vanna and Volga...

6
by Shover, Larry
Published 2010
John Wiley
Table of Contents: ... Volatile Markets; Chapter 7: Price Explosion: Volatility and Option Vega; Chapter 8: Sand in the Hourglass...

7
by Jordan, Lenny
Published 2011
Financial Times Prentice Hall
Table of Contents: ... models 6 The Greeks and risk assessment: delta 7 Gamma and theta 8 Vega Part 2 -- Options spreads 9 Call...

8
by Malz, Allan M.
Published 2011
Wiley
Table of Contents: ...; 5.4 Portfolio VAR via Monte Carlo simulation; 5.5 Option Vega Risk; 5.5.1 Vega Risk and the Black...

9
Published 2023
Edward Elgar Publishing
Table of Contents: ... economies (emdes) / Jorge Carrera, Pablo de la Vega, and Fernando Toledo -- 12. Fiscal and monetary policy...

10
by Edwards, Davis W.
Published 2014
John Wiley & Sons, Inc.
Table of Contents: ... Parity and Gamma; Theta; Vega; Rho and Phi; Test Your Knowledge...

11
Published 2023
Edward Elgar Publishing
Table of Contents: ... / Claudio Gonzalez-Vega, Laura Mo, and Giovanni di Placido -- 14. An investor's perspective on measuring...

12
by Steiner, Bob
Published 2011
Financial Times Prentice Hall
Table of Contents: ... Baskets -- The 'Greeks': Delta, Gamma, Vega, Theta and Rho -- Statistics -- Mean, Median and Mode...

13
by Lockshin, Steven D.
Published 2013
John Wiley & Sons, Inc.
Table of Contents: ...: The Wall Street Whitewash; Image Is Everything; Shopping Shortcuts; Vegas Rules; Play Money...

14
by Nations, Scott
Published 2012
John Wiley & Sons
Table of Contents: ...VegaRho; PART TWO The Phenomena; CHAPTER 5 The Volatility Risk Premium; VOLATILITY RISK PREMIUM...

15
by Mack, Iris
Published 2014
John Wiley & Sons Singapore Pte. Ltd.
Table of Contents: ...; 5.6 Gamma Hedging; 5.7 Vega Hedging; 5.8 Cross-Hedging Greeks; 5.9 Quant Models Used to Manage Energy...

16
by Passarelli, Dan
Published 2012
Bloomberg
..., gamma, theta, vega, and rho--which are the best techniques for valuing options and executing trades...

17
by Boudreault, Mathieu, Renaud, Jean-François
Published 2019
John Wiley & Sons, Inc.