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Trading Options Greeks: How Time, Volatility, and Other Pricing Factors ...
26 个回复 - 6473 次查看 Title： Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Profits Authors：Dan Passarelli, William J. Brodsky Year:2012 Pages:368 Language:English Size:3 Mb Exte ...2014-8-7 14:01 - 一道心茶 - 经管书评

[分享电子书]Option Volatility and Pricing 2nd Edition
8 个回复 - 5962 次查看 Option Volatility and Pricing Advanced Trading Strategies and Techniques, 2nd Edition mobi版本 http://www.amazon.com/Option-Volatility-Pricing-Strategies-Techniques/dp/0071818774/ref=sr_1_1?ie=UTF ...2014-11-28 11:26 - arsen_czf - 金融工程（数量金融）与金融衍生品

Option Volatility and Pricing 2nd-Sheldon Natenberg
5 个回复 - 1233 次查看 options trading 必读书目之一2022-8-28 20:48 - di8ridechan - 金融工程（数量金融）与金融衍生品

Option Volatility and Pricing Advanced Trading Strategies and Techniques 2nd.pdf
24 个回复 - 11382 次查看论坛上有这本书的第一版的pdf，但是扫描版的不清晰，而且第一版较老（1994）第二版（2014）只有mobi版，没有第二版的pdf，这里转成了epub和pdf，大家随便下着看吧。象征性的收点辛苦钱。2015-1-7 09:14 - liudw925 - 金融工程（数量金融）与金融衍生品

Option Volatility and Pricing_Advanced Trading Strategies and Techniques, 2e
117 个回复 - 16562 次查看应各位朋友要求，现降价出售7天，要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，更多好书应有尽有。 The bestselling Option Volatility & Pricing has made Sheldon Natenberg a widely recog ...2016-7-9 00:17 - exuan1991 - 金融学（理论版）

Option Volatility and Pricing
19 个回复 - 9288 次查看 Option Volatility & Pricing: Advanced Trading Strategies and Techniques by Sheldon Natenberg [*]Hardcover: 470 pages[*]Publisher: McGraw-Hill; Updated edition (August 1, 1994)[*]Language: English[* ...2010-7-7 19:28 - mcsyky - 金融学（理论版）

Option Volatility and Pricing Advanced Trading Strategies and Techniques, 2nd Ed
4 个回复 - 1623 次查看 2014版的mobi版本2017-7-29 19:20 - 馒头满天下 - 金融学（理论版）

Option Trading Pricing and Volatility Strategies and Techniques
4 个回复 - 871 次查看 2022-8-21 04:30 - gioia73 - 金融学（理论版）

Directly pricing VIX futures: the role of dynamic volatility and jump intensity
2 个回复 - 395 次查看【作者(必填)】Tianyi Wang ,Sicong Cheng ,Fangsheng Yin 【文题(必填)】Directly pricing VIX futures: the role of dynamic volatility and jump intensity 【年份(必填)】2022 【全文链接或数据库名 ...2022-7-12 22:15 - hnhs100 - 求助成功区

Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type
2 个回复 - 955 次查看【作者(必填)】Nicolato, E. and E. Venardos 【文题(必填)】Option Pricing in Stochastic Volatility Models of the Ornstein-Uhlenbeck type 【年份(必填)】2003 Mathematical Finance, 13:445-466. ...2015-5-27 21:38 - Bumboo - 求助成功区

Good Volatility, Bad Volatility, and Option Pricing
1 个回复 - 603 次查看【作者(必填)】Bruno Feunou and Cédric Okou 【文题(必填)】Good Volatility, Bad Volatility, and Option Pricing 【年份(必填)】2018 【全文链接或数据库名称(选填)】https://www.cambridge.org/core ...2022-3-14 12:22 - hnhs100 - 求助成功区

The Impact of Stochastic Volatility on Pricing, Hedging and Hedge Efficiency of
1 个回复 - 732 次查看 SOA QFI Track 参考书超全大合集https://bbs.pinggu.org/thread-6906828-1-1.html文章名称：The Impact of Stochastic Volatility on Pricing, Hedging and Hedge Efficiency of Withdrawal Benefit Guarantees in V ...2021-11-16 10:56 - gonnaago - 金融学（理论版）

[PDF版本]Option Volatility & Pricing
21 个回复 - 10939 次查看这是一本极好的将option volatility 的书，在美国的option trader都看。我看到论坛上只有没有pdf版本，所以穿了手中的pdf版本供大家参考。关于书本的评论： I have been a professional options trader for o ...2014-10-9 10:53 - fy_bill2014 - 金融工程（数量金融）与金融衍生品

How do volatility regimes affect the pricing of quality and liquidity
2 个回复 - 803 次查看【作者(必填)】Tarik Bazgour Cedric Heuchenne,Georges Hübner and Danielle Sougné 【文题(必填)】How do volatility regimes affect the pricing of quality and liquidity in the stock market 【年份(必填) ...2021-1-16 18:49 - hkswen - 求助成功区

全源代码，excel期权编程圣经Option Pricing Models and Volatility Using Excel VBA
22 个回复 - 7706 次查看全源代码，excel期权编程圣经Option Pricing Models and Volatility Using Excel VBA2014-3-7 13:09 - giftedlike - 量化投资

Trading Options Greeks: How Time, Volatility, and Other Pricing Factors Drive Pr
0 个回复 - 669 次查看 A top options trader details a practical approach for pricing and trading options in any market conditionThe options market is always changing, and in order to keep up with it you need the greeks―del ...2020-10-16 14:29 - likehere - 金融学（理论版）

求Efficient trinomial trees for local‐volatility models in pricing
3 个回复 - 367 次查看【作者(必填)】Lok U H, Lyuu Y D. 【文题(必填)】 Efficient trinomial trees for local‐volatility models in pricing double‐barrier options 【年份(必填)】2019 【全文链接或数据库名称(选填)】http ...2019-12-10 09:10 - 地下爆菊 - 求助成功区

Pricing volatility swaps in the Heston’s stochastic volatility model with regim
1 个回复 - 424 次查看【作者(必填)】Mengzhe Zhang[/backcolor] and Leunglung Chan[/backcolor] 【文题(必填)】Pricing volatility swaps in the Heston’s stochastic volatility model with regime switching: A saddlepoint a ...2019-11-10 20:49 - Alicefree - 求助成功区

Volatility-and-Correlation-In-the-Pricing-of-Equity-FX-and-Interest-Rate-Options
1 个回复 - 1165 次查看 2019-3-11 12:37 - lahela - 金融工程（数量金融）与金融衍生品

求书:Option Trading: Pricing and Volatility Strategies and Techniques
5 个回复 - 2019 次查看 http://www.amazon.com/Option-Trading-Volatility-Strategies-Techniques/dp/04704971062014-4-30 19:16 - carvel - 求助成功区

Essays in Asset Pricing and Volatility Risk
5 个回复 - 1306 次查看 In the first chapter (``Good and Bad Uncertainty: Macroeconomic and Financial Market Implications'' with Ivan Shaliastovich and Amir Yaron) we decompose aggregate uncertainty into `good' and `bad ...2018-9-7 09:52 - 0903clili - 宏观经济学

Basic Option Volatility Strategies: Understanding Popular Pricing Models
16 个回复 - 787 次查看 English | April 14, 2009 | ISBN: 159280344X | EPUB | 176 pages Now you can learn directly from Sheldon Natenberg! In thisunique multimedia course, Natenberg will explain the most popularoption pric ...2018-11-16 10:16 - igs816 - 经管书评

An empirical model of volatility of returns and option pricing
1 个回复 - 589 次查看【作者(必填)】 Joseph L.McCauleya[/backcolor]Gemunu H.[/backcolor] 【文题(必填)】 An empirical model of volatility of returns and option pricing【年份(必填)】 Physica A: Statistical Mechanics and ...2018-11-2 23:28 - leosong - 求助成功区

Local Volatility Pricing Models for Long-Dated FX Derivatives
3 个回复 - 863 次查看【作者(必填)】Griselda Deelstra, and Griselda Deelstra 【文题(必填)】Local Volatility Pricing Models for Long-Dated FX Derivatives 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www. ...2018-2-5 22:01 - Bumboo - 求助成功区

Option Volatility & Pricing Workbook
13 个回复 - 1334 次查看 English | ISBN: 126011693X | 2017 | EPUB | 334 pages | 21 MB Raise your options investing game to a new level through smart, focused practice For decades, Sheldon Natenberg's Op ...2017-12-21 21:57 - igs816 - 经管书评

Pricing double barrier options under a volatility regime-switching model with ps
1 个回复 - 805 次查看【作者(必填)】Shiyu SongEmail author[/backcolor]Yongjin Wang 【文题(必填)】Pricing double barrier options under a volatility regime-switching model with psychological barriers 【年份(必填)】Review ...2017-12-10 15:19 - ssylzz - 求助成功区

Pricing of foreign exchange options under the Heston stochastic volatility model
2 个回复 - 1109 次查看【作者(必填)】 REHEZ AHLIPa & MAREK RUTKOWSKIb* 【文题(必填)】 Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates 【年份(必填)】 Volume 13, Is ...2014-5-9 08:10 - sqq19860225 - 求助成功区

Options Pricing Models and Volatility Using Excel-VBA随书光盘
16 个回复 - 8090 次查看随书光盘下载。包含各章的Excel文件。 Content Each chapter of the book includes its own set of Excel files, which are contained in sub-directories named according to the chapter in which the file is d ...2010-6-19 23:14 - rensf63 - 金融学（理论版）

The Low-Volatility Anomaly: Market Evidence on Systematic Risk vs. Mispricing
9 个回复 - 831 次查看【作者(必填)】作者: Li, Xi; Sullivan, Rodney N.; Garcia-Feijoo, Luis 【文题(必填)】 The Low-Volatility Anomaly: Market Evidence on Systematic Risk vs. Mispricing 【年份(必填)】 2016 【全文链接或 ...2017-10-28 11:20 - gregoryxue - 求助成功区

求文献VIX futures and options: Pricing and using volatility products to manage..
5 个回复 - 2440 次查看【作者(必填)】Moran M T, Dash S[/backcolor] 【文题(必填)】VIX futures and options: Pricing and using volatility products to manage downside risk and improve efficiency in equity portfolios 【年份 ...2014-2-24 23:46 - 白塔湖123 - 文献求助专区

Interest Rate Variance Swaps and the Pricing of Fixed Income Volatility
8 个回复 - 1322 次查看 BY ANTONIO MELE AND YOSHIKI OBAYASHI One of the pillars supporting the recent movement toward standardized measurement and trading of interest rate volatility is a novel theory of opti ...2017-8-24 00:10 - martinnyj - 金融学（理论版）

求Basic Option Volatility Strategies: Understanding Popular Pricing Models
3 个回复 - 1161 次查看 Basic Option Volatility Strategies: Understanding Popular Pricing Models (Wiley Trading) Paperback by Sheldon Natenberg (Author)2014-2-11 16:35 - 鲛人泣月 - 悬赏大厅

国外论文：A Path Integral Approach to Option Pricing with Stochastic VolatilitySome E
2 个回复 - 2280 次查看比一般的教材更详细的数值计算。A Path Integral Approach to Option Pricing with Stochastic VolatilitySome Exact Results2007-4-28 11:44 - miumiu001982 - 金融学（理论版）

Option.Volatility.and.Pricing.2nd.Edition.2014.Natenberg（第2版英文）
17 个回复 - 4966 次查看 Hall 第2版，总588页，带目录新手，攒金币用。 .Pricing.2nd.Edition.2014.Natenberg.pdf 文件太大，前一个文件是zip压缩的后一个文件是不压缩的pdf格式两个文件是一样的，请根据您的实际情况下载。2015-9-19 08:29 - eytea - 金融工程（数量金融）与金融衍生品

Pricing vulnerable options under a stochastic volatility model
2 个回复 - 942 次查看【作者(必填)】Sung-Jin Yang , Min-Ku Lee , Jeong-Hoon Kim 【文题(必填)】Pricing vulnerable options under a stochastic volatility model 【年份(必填)】2014 【全文链接或数据库名称(选填)】http:// ...2015-6-18 19:11 - lipj - 求助成功区

Rare shock, two-factor stochastic volatility and currency option pricing
2 个回复 - 791 次查看【作者(必填)】Guanying Wang, Xingchun Wang and Yongjin Wang 【文题(必填)】Rare shock, two-factor stochastic volatility and currency option pricing 【年份(必填)】2014 【全文链接或数据库名称(选 ...2016-12-10 14:50 - exuan1991 - 求助成功区

Pricing Kernels with Stochastic Skewness and Volatility Risk
3 个回复 - 694 次查看【作者(必填)】Fousseni Chabi-Yo 【文题(必填)】Pricing Kernels with Stochastic Skewness and Volatility Risk 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://pubsonline.informs.org/doi/abs ...2016-12-2 11:23 - hnhs100 - 求助成功区

The common factor in idiosyncratic volatility: Quantitative asset pricing implic
2 个回复 - 969 次查看【作者(必填)】Bernard Herskovica, Bryan Kellyb, Hanno Lustigc, Stijn Van Nieuwerburghd 【文题(必填)】The common factor in idiosyncratic volatility: Quantitative asset pricing implications 【年份 ...2016-8-28 23:21 - MemMao - 求助成功区

Pricing Geometric Averaging Asian Call Option Under Stochastic Volatility Model
0 个回复 - 929 次查看【作者(必填)】Li, Pengshi; Yang, Jianhui 【文题(必填)】Pricing Geometric Averaging Asian Call Option Under Stochastic Volatility Model 【年份(必填)】2016 【全文链接或数据库名称(选填)】http:// ...2016-7-13 15:23 - lipj - 文献求助专区

Calibrating and Pricing with a Stochastic-Local Volatility Model
4 个回复 - 1246 次查看【作者(必填)】Tian, Zhu, Lee, Klebaner, Hamza 【文题(必填)】Calibrating and Pricing with a Stochastic-Local Volatility Model 【年份(必填)】2015 【全文链接或数据库名称(选填)】Journal of Derivati ...2016-6-29 16:28 - Bumboo - 文献求助专区

Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps
1 个回复 - 651 次查看【作者(必填)】C. Guardasoni and S. Sanfelici 【文题(必填)】Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps 【年份(必填)】2016 【全文链接或数据库名称(选填)】htt ...2016-4-11 23:21 - lipj - 求助成功区

Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jump
3 个回复 - 1029 次查看【作者(必填)】C. Guardasoni and S. Sanfelici 【文题(必填)】Fast Numerical Pricing of Barrier Options under Stochastic Volatility and Jumps 【年份(必填)】2016 【全文链接或数据库名称(选填)】htt ...2016-3-5 14:42 - lipj - 求助成功区

求Trading Option Greeks: How Time, Volatility, And Other Pricing Factors Drive P
8 个回复 - 3795 次查看 Trading Option Greeks: How Time, Volatility, And Other Pricing Factors Drive Profits 作者：Dan Passarelli 著丛书名：Bloomberg Financial 外文书名：从事期权交易的希腊人：时间、波动及其他 ...2014-2-12 10:59 - 鲛人泣月 - 悬赏大厅

Calibrating and Pricing with a Stochastic-Local Volatility Model
2 个回复 - 1533 次查看【作者(必填)】Yu Tian, Zili Zhu, Geoffrey Lee, Fima Klebaner, and Kais Hamza 【文题(必填)】 Calibrating and Pricing with a Stochastic-Local Volatility Model 【年份(必填)】 Spring 2015, Vol. 22, ...2015-6-8 12:20 - ssylzz - 求助成功区

Pricing of geometric Asian options under Heston's stochastic volatility model
1 个回复 - 1058 次查看【作者(必填)】【文题(必填)】Pricing of geometric Asian options under Heston's stochastic volatility model 【年份(必填)】【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/ ...2015-6-10 04:29 - ssylzz - 求助成功区

Option Pricing Models and Volatility Using Excel-VBA 随书光盘
19 个回复 - 6013 次查看随书光盘下载。包含各章的Excel文件。 Content Each chapter of the book includes its own set of Excel files, which are contained in sub-directories named according to the chapter in which the file is d ...2009-10-11 01:00 - sodacola - 金融学（理论版）

求文献Option pricing under stochastic volatility
1 个回复 - 895 次查看 the exponential Ornstein–Uhlenbeck model 作者 Josep Perelló, Ronnie Sircar, Jaume Masoliver 发表日期 2008/6/1 期刊 Journal of Statistical Mechanics: Theory and Experiment 卷号 2008 ...2015-3-12 23:21 - weilinhy - 求助成功区

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and I
1 个回复 - 738 次查看【作者(必填)】【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】 Volume 7, Is ...2015-2-8 00:53 - ssylzz - 求助成功区

Pricing options under stochastic volatility: a power series approach
2 个回复 - 2077 次查看 [/td][/tr][/table]2009-7-2 00:19 - 智能xyz - 金融学（理论版）

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and I
1 个回复 - 716 次查看【作者(必填)】【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】Mathematical F ...2015-1-14 11:29 - ssylzz - 求助成功区

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility
3 个回复 - 1089 次查看【作者(必填)】Louis O. Scott 【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】 ...2015-1-11 19:26 - lipj - 求助成功区

Option volatility & pricing advanced trading strategies and techniques
6 个回复 - 4637 次查看 hull的书19章提到的参考书，探讨期权波动率的书籍，供参考。 DJVU版本，可用winDJview软件查看，或转化为PDF再看。 Product Details [*]Hardcover: 470 pages [*]Publisher: McGraw-Hill; Updated edition ( ...2012-3-2 20:03 - woodren - 金融工程（数量金融）与金融衍生品

Option Pricing Models and Volatility Using Excel VBA 2007.pdf
43 个回复 - 11735 次查看我们内训的老师给的，很经典的一本书（WILEY出的），下面摘一点前言： T his book constitutes a guide for implementing advanced option pricing models and volatility in Excel/VBA. It can be used by MBA st ...2009-8-29 20:00 - specialuse - Excel

Arbitrage Pricing with Stochastic Volatility
0 个回复 - 1479 次查看【作者(必填)】Dupire Bruno 【文题(必填)】Arbitrage Pricing with Stochastic Volatility 【年份(必填)】1992 【全文链接或数据库名称(选填)】Derivatives Pricing, The Classic Collection (Editor Pete ...2014-9-7 15:36 - Bumboo - 文献求助专区

Pricing Taiwan option market with GARCH and stochastic volatility
1 个回复 - 1113 次查看【作者(必填)】Hung-Hsi Huanga, Ching-Ping Wangb* & Shiau-Hung Chenc 【文题(必填)】Pricing Taiwan option market with GARCH and stochastic volatility 【年份(必填)】2011 【全文链接或数据库名称( ...2014-7-4 16:36 - lipj - 求助成功区

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility
2 个回复 - 1148 次查看【作者(必填)】Louis O. Scott 【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份(必填)】 ...2014-7-1 23:50 - lipj - 求助成功区

Pricing of foreign exchange options under the Heston stochastic volatility model
0 个回复 - 1800 次查看 Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates REHEZ AHLIPa & MAREK RUTKOWSKIb* Accepted: 10 Jan 2013Published online: 16 May 2013Quantitati ...2014-5-8 19:25 - sqq19860225 - 论文版

Pricing vulnerable options under a stochastic volatility model
1 个回复 - 726 次查看【作者(必填)】Sung-Jin Yanga, , Min-Ku Leeb, , Jeong-Hoon Kima, , 【文题(必填)】Pricing vulnerable options under a stochastic volatility model 【年份(必填)】Applied Mathematics Letters Volum ...2014-4-3 19:04 - ssylzz - 求助成功区

Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility
1 个回复 - 504 次查看【作者(必填)】 [*]Louis O. Scott 【文题(必填)】Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods 【年份( ...2014-2-20 15:53 - hnhs100 - 求助成功区

Natenberg--Option Pricing And Volatility
6 个回复 - 4145 次查看 One of the best introductory level trading books. Detail covers almost all practical aspects of vanilla derivative trading.2010-3-3 06:24 - davidli13 - 金融工程（数量金融）与金融衍生品

免費 Pricing Equity Derivatives under Stochastic Volatility - a pde approach
2 个回复 - 912 次查看 Pricing Equity Derivatives under Stochastic Volatility :A Partial Differential Equation Approach Roelof Sheppard March 23, 2007 1 Introduction 12 The PDE for Stochastic Volatility Models 5 ...2013-12-22 00:10 - martinnyj - 金融学（理论版）

pricing exotic option using local volatility.pdf
2 个回复 - 1318 次查看 pricing exotic option using local volatility.pdf2013-8-26 16:43 - zhxinlei - CFA、CVA、FRM等金融考证论坛

Pricing foreign currency options with stochastic volatility
1 个回复 - 675 次查看【作者(必填)】Angelo Melino, Stuart M. Turnbull 【文题(必填)】Pricing foreign currency options with stochastic volatility 【年份(必填)】Journal of Econometrics Volume 45, Issues 1–2, July–Aug ...2013-9-17 15:04 - ssylzz - 求助成功区

New solvable stochastic volatility models for pricing volatility derivatives
1 个回复 - 821 次查看【作者(必填)】 [*]Andrey Itkin 【文题(必填)】New solvable stochastic volatility models for pricing volatility derivatives 【年份(必填)】Review of Derivatives Research July 2013, Volume 16, ...2013-9-16 20:53 - ssylzz - 求助成功区

Jump Diffusion and Stochastic Volatility Models in Securities Pricing: Theory an
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