A powerful new technique for evaluating the profit potential of complex option combinations with nonlinear payoffs. Why is an additional analytic tool needed? Generally, evaluation of investment decisions is based on comparing realized profits (variability, drawdown, and other risk measures) with their corresponding expected values. While such an approach is appropriate for financial instruments possessing linear payoff functions, it has numerous drawbacks when applied to evaluating complex option combinations with nonlinear payoffs....Sergey Izraylevich Ph.D., Vadim Tsudikman ... C. Thomsett ISBN: 978-0-13- 708242-1 Contributors include: Michael Thomsett, Scott Phillips, Carley Garner, Charles Kirkpatrick, ... Categories: ac Stocks, Bonds, Value Investing, and Fundamental Analysis ac Options, Commodities, Futures ac Technical Analysis ac ETFs and Mutualanbsp;...
|Title||:||Assessment of Options Investments by Ranking Analysis|
|Author||:||Sergey Izraylevich Ph.D., Vadim Tsudikman|
|Publisher||:||Pearson Education - 2010-07-29|