The Kindle and Print versions of my new in-depth options book "Trading Option Volatility: A Breakthrough in Option Valuation - Yielding Practical Insights into Strategy Design, Simulation, Optimization, Risk Management, and Profits", are now both available on Amazon. Trading Option Volatility represents a breakthrough in option valuation, which has profound implications for option strategy design, option and volatility trading, and even for calculating accurate and reliable option risk metrics (Greeks).
I have developed a practical new analytical framework that eliminates the invalid constant volatility and interest rate assumptions of the Black-Scholes and binomial options models, and generates theoretically correct and internally consistent, current and future option prices, volatility index futures prices, and risk metrics (Greeks), across all term structures of volatilities and all term structures of interest rates - providing an exploitable edge for option traders.
If you enjoy the new book, please take a few minutes to provide a brief review on Amazon. It would be greatly appreciated. Thank you.
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