Alireza Javaheri – Inside Volatility Arbitrage
Today?s merchants wish to know when volatility is an indication that the sky is falling (and they need to keep out of the market), and when it’s a signal of a attainable buying and selling alternative. Inside Volatility Arbitrage may also help them do that. Author and monetary skilled Alireza Javaheri makes use of the traditional strategy to evaluating volatility — time collection and monetary econometrics — in a method that he believes is superior to strategies presently utilized by market contributors. He additionally means that there could also be “skewness” buying and selling alternatives that can be utilized to commerce the markets extra profitably. Filled with in-depth perception and skilled recommendation, Inside Volatility Arbitrage will assist merchants uncover when “skewness” might current beneficial buying and selling alternatives in addition to why it may be so worthwhile.
ALIREZA JAVAHERI, PhD, CFA, is an adjunct researcher within the Finance and Economics Department of Ecole des Mines de Paris. He has labored within the monetary trade for a few years with corporations equivalent to Citigroup, Lehman Brothers, and Goldman Sachs. He has written quite a few articles in varied monetary journals.
“…ideal for academics and practitioners who want to focus on volatility modeling. . . All of this makes the book rich and valuable. . . Go and get it!” (Wilmott journal, September 2005)
“Best New Quantitative Finance Book of the Year” (Wilmott Awards 2006)