Livres En Anglais

Volatility: Practical Options Theory (Wiley Finance)

Gain a deep, intuitive and technical understanding of practical options theory

The Volatility Smile (Wiley Finance) (English Edition)

The Volatility Smile

Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging

Options analytics and hedging using the power of Python

My Life As a Quant: Reflections on Physics and Finance - Emanuel Derman

Essay - Reflection - Emanuel Derman was one of the first physicists to move to Wall Street.

Mcmillan On Options - Lawrence G. McMillan

Advanced Level - One of the country's top experts in options trading offers the very latest strategies in option trading techniques, covering hedging, volatilit

Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets

Advanced Level - Approaches trading from the viewpoint of market makers and the part they play in pricing, valuing and placing positions.

Coulda Woulda Shoulda - Charles Cottle

Advanced Level - Think or Swim Guide to Options

Options Trading: The Hidden Reality - Charles Cottle

Advanced Level - This books differs from other books in that it presents not only the profit stories but also the stories about how certain positions lost money

Options: Perception and Deception : Position Dissection, Risk Analysis, and Defensive Trading Strate

Advanced Level - In easy-to-understand, down-to-earth language, Cottle shows traders how to calculate the risk on any option position, from simple puts and call

The Black Swan: Second Edition - Nassim TALEB

Essay - Reflection - Second edition with a new section: "On Robustness and Fragility"

Option Volatility & Pricing: Advanced Trading Strategies and Techniques - Sheldon Natenberg

Advanced Level - One of the most widely read books among active option traders around the world,

Options As a Strategic Investment - Lawrence McMillan

Advanced Level - A book considered to be the bible of options trading.

Volatility Trading - Euan Sinclair

Advanced Level - In Volatility Trading, Sinclair offers you a quantitative model for measuring volatility in order to gain an edge in your everyday option tradi

Volatility and Correlation: The Perfect Hedger and the Fox - Riccardo Rebonato

Quant Level - In Volatility and Correlation 2nd edition: The Perfect Hedger and the Fox, Rebonato looks at derivatives pricing from the angle of volatil

Inside Volatility Arbitrage: The Secrets Of Skewness - Alireza Javaheri

Quant Level - A groundbreaking new work on assessing volatility using financial econometrics to trade against "skewness" scenarios

Option Pricing Models and Volatility Using Excel-VBA - Fabrice Rouah/Greg Vainberg

Quant Level - Practical guide to implementing advanced option pricing models and stochastic volatility using Excel/VBA This book offers practitioners th

D'autres Fiches

- Les Stratégies Options sur Actions et Indices -

Bilan Strategie Ratio Backspread sur le CAC40 JUN12

Résumé et bilan de la stratégie de Ratio Backspread JUN12 sur le CAC40 + 1983 euros

- Warrants, Turbos, Options Binaires -

Les Options Binaires

Les options binaires peuvent être évaluées dans le cadre du modèle de Black & Scholes

- Hedging -

Gamma hedging : une première approche

Le delta hedging, permet d’immuniser un portefeuille d'options pour de petites variations du spot. Ce n'est pas forcément suffisant pour des variations plus grandes.

- Stratégies Options Fondamentales -

Le risk-Reversal : une première approche

Le risk reversal est une illustration type de la flexibilité des options.

- Pricer Online 4 options -

Strategies Options CAC 40 - Static Hedge - Suivi 1

Un premier point qui commence bien.

- Les Stratégies Options sur Actions et Indices -

CAC 40 : risk-reversal delta-hedge suivi 6

Il fallait bien que ça arrive : on est positif sur notre risk reversal delta hedgé sur le CAC40 !