Inside Volatility Arbitrage : The Secrets of Skewness 
asked by librarian on November 20, 2006 9:14 PM
Todays 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 volatility -- time series and financial econometrics -- in 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.
Order your copy of this groundbreaking new work on assessing volatility using financial econometrics to trade against "skewness" scenarios today.
Reviews
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Best investment I have made in years ! The book is clear, detailed and complete. I recommend it to anyone interested in volatilty models.
reviewed by jerseymike on November 25, 2006 11:51 AM
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Finally a book explaining all the details and techniques of estimation and volatility arbitrage !
I had been waiting for something like this for a long time.
I had been waiting for something like this for a long time.
reviewed by porsche on November 29, 2006 12:57 AM
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This book is an excellent overview of all the work that has been done in the field of stochastic vol. There is no area of research that is not touched upon in the book. The mathematics is very dense and it requires a lot of digging through to get to the point. I would highly recommend the book as a reference book for stochastic vol.
reviewed by radar on November 29, 2006 5:42 AM