Trading Option Volatility - A Breakthrough In Option Valuation, Yielding Practical Insights Into Strategy Design, Simulation, Optimization, Risk Management, And Profits

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Trading Option Volatility - A Breakthrough In Option Valuation, Yielding Practical Insights Into Strategy Design, Simulation, Optimization, Risk Management, And Profits
Brian Johnson, 2021
ISBN10: n/a    ISBN13: 9780996182331

Trading Option Volatility introduces a practical new analytical framework that generates theoretically correct and internally consistent, current and future option prices, volatility index futures prices, and risk metrics (Greeks) - for all term structures of volatilities and all term structures of interest rates.