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Deriving Trading Strategies from Option-implied Risk Neutral Probability Distributions
Language: en
Pages: 210
Authors: Warren Deats
Categories:
Type: BOOK - Published: 2000 - Publisher:

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Analysis of Option Implied Probability Distributions
Language: en
Pages:
Authors: Jessica List
Categories:
Type: BOOK - Published: 2008 - Publisher:

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This thesis empirically analyses implied risk neutral probability distributions of SMI index options. The contribution of this thesis is its data base (SMI inde
Option-Implied Risk-Neutral Distributions and Risk Aversion
Language: en
Pages:
Authors: Jens Carsten Jackwerth
Categories:
Type: BOOK - Published: 2008 - Publisher:

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Extracting Risk-neutral Probability Distributions from Option Prices Using Trading Volume as a Filter
Language: en
Pages: 32
Authors: Dominique Y. Dupont
Categories: Asset allocation
Type: BOOK - Published: 2001 - Publisher:

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Option Volatility Trading Strategies
Language: en
Pages: 180
Authors: Sheldon Natenberg
Categories: Business & Economics
Type: BOOK - Published: 2013-03-18 - Publisher: John Wiley & Sons

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Sheldon Natenberg is one of the most sought after speakers on the topic of option trading and volatility strategies. This book takes Sheldon’s non-technical,