The Mathematics of Options: Quantifying Derivative Price, Payoff, Probability, and Risk

Author:   Michael C. Thomsett
Publisher:   Springer International Publishing AG
Edition:   1st ed. 2017
ISBN:  

9783319566344


Pages:   331
Publication Date:   24 October 2017
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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The Mathematics of Options: Quantifying Derivative Price, Payoff, Probability, and Risk


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Overview

This book is written for the experienced portfolio manager and professional options traders. It is a practical guide offering how to apply options math in a trading world that demands mathematical measurement.  Every options trader deals with an array of calculations: beginners learn to identify risks and opportunities using a short list of strategies, while researchers and academics turn to advanced technical manuals. However, almost no books exist for the experienced portfolio managers and professional options traders who fall between these extremes. Michael C. Thomsett addresses this glaring gap with The Mathematics of Options, a practical guide with actionable tools for the practical application of options math in a world that demands quantification. It serves as a valuable reference for advanced methods of evaluating issues of pricing, payoff, probability, and risk. In his characteristic approachable style, Thomsettsimplifies complex hot button issues—such as strategic payoffs, return calculations, and hedging options—that may be mentioned in introductory texts but are often underserved. The result is a comprehensive book that helps traders understand the mathematic concepts of options trading so that they can improve their skills and outcomes.

Full Product Details

Author:   Michael C. Thomsett
Publisher:   Springer International Publishing AG
Imprint:   Springer International Publishing AG
Edition:   1st ed. 2017
Weight:   0.654kg
ISBN:  

9783319566344


ISBN 10:   3319566342
Pages:   331
Publication Date:   24 October 2017
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Introduction: The Variability of Derivatives Trading Chapter1 Trading Goals and Objectives.- Chapter2 The Role of Fundamental and Technical Analysis.- Chapter3 Pricing of the Option.- Chapter 4 The Dividend Effect.- Chapter5 Return Calculations.- Chapter6 Strategic Payoff: The Conservative Hedge.- Chapter7 Strategic Payoff: Spreads.- Chapter8 Strategic Payoff: Saddles.- Chapter9 Probability and Risk.- Chapter10 Option Pricing Models.- Chapter11 Alternatives to Pricing Models.-

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Author Information

Michael C. Thomsett has been writing for a living since 1978 and has published more than 90 books. These include 12 options books. His best-selling Getting Started in Options has been published in nine editions and sold more than 300,000 copies. He also has developed and presented options webinars, and coaches on a live trading room every day and is a frequent speaker at trade shows and investment conventions. The author blogs on TheStreet.com, Seeking Alpha, Options Money Maker, Stockcharts.com, and social media.

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