Trading Volatility Using Correlation, Term Structure and Skew
Autor Seth Goldmanen Limba Engleză Paperback – 4 mar 2019
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.
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Specificații
ISBN-13: 9789563101232
ISBN-10: 9563101235
Pagini: 72
Dimensiuni: 152 x 229 x 5 mm
Greutate: 0.12 kg
Editura: stanfordpub.com
ISBN-10: 9563101235
Pagini: 72
Dimensiuni: 152 x 229 x 5 mm
Greutate: 0.12 kg
Editura: stanfordpub.com