Options and the Volatility Risk Premium

Business & Finance, Finance & Investing, Investments & Securities
Cover of the book Options and the Volatility Risk Premium by Jared Woodard, Pearson Education
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Author: Jared Woodard ISBN: 9780132756129
Publisher: Pearson Education Publication: February 17, 2011
Imprint: FT Press Language: English
Author: Jared Woodard
ISBN: 9780132756129
Publisher: Pearson Education
Publication: February 17, 2011
Imprint: FT Press
Language: English

Master the new edge in options trades: the hidden volatility risk premium that exists in options for every major asset class.

 

One of the most exciting areas of recent financial research has been the study of how the volatility implied by option prices relates to the volatility exhibited by their underlying assets. Here, I’ll explain the concept of the volatility risk premium, present evidence for its presence in options on every major asset class, and show how to estimate, predict, and trade on it....

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Master the new edge in options trades: the hidden volatility risk premium that exists in options for every major asset class.

 

One of the most exciting areas of recent financial research has been the study of how the volatility implied by option prices relates to the volatility exhibited by their underlying assets. Here, I’ll explain the concept of the volatility risk premium, present evidence for its presence in options on every major asset class, and show how to estimate, predict, and trade on it....

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