Inside Volatility Arbitrage by Alireza Javaheri
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Inside Volatility Arbitrage
By Alireza Javaheri

Inside Volatility Arbitrage

The Secrets of Skewness

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Format: Hardback

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Inside Volatility Arbitrage by Alireza Javaheri

Book Description

Today's 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.

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Book Details

ISBN: 9780471733874
ISBN-10: 0471733873
Format: Hardback
(240mm x 163mm x 25mm)
Pages: 272
Imprint: John Wiley & Sons Inc
Publisher: John Wiley and Sons Ltd
Publish Date: 7-Oct-2005
Country of Publication: United States

Books By Author Alireza Javaheri

Inside Volatility Filtering by Alireza Javaheri Inside Volatility Filtering, Hardback (October 2015)

A new, more accurate take on the classical approach to volatility evaluation Inside Volatility Filtering presents a new approach to volatility estimation, using financial econometrics based on a more accurate estimation of the hidden state.

» View all books by Alireza Javaheri

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Author Biography - Alireza Javaheri

ALIREZA JAVAHERI, PhD, CFA, is an adjunct researcher in the Finance and Economics Department of Ecole des Mines de Paris. He has worked in the financial industry for many years with companies such as Citigroup, Lehman Brothers, and Goldman Sachs. He has written numerous articles in various financial journals.

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