Inside Volatility Arbitrage: The Secrets Of Skewness - Alireza Javaheri

[Livre en Anglais]

Today's traders want to know when volatility is a sign that the sky is falling (and they should stay out of the market), and when it is a sign of a possible trading opportunity. Inside Volatility Arbitrage can help them do this. Author and financial expert Alireza Javaheri uses the classic approach to evaluating volatilitytime series and financial econometricsin a way that he believes is superior to methods presently used by market participants. He also suggests that there may be "skewness" trading opportunities that can be used to trade the markets more profitably. Filled with in-depth insight and expert advice, Inside Volatility Arbitrage will help traders discover when "skewness" may present valuable trading opportunities as well as why it can be so profitable.
ALIREZA JAVAHERI, (New York, NY) PhD, CFA is an adjunct researcher in the finance and economics department of Ecole des Mines de Paris. He has worked in the financial industry for many years including in Citigroup, Lehman Brothers and Goldman Sachs. He has written numerous articles in various financial journals.

Voir chez Amazon