Systematic options trading : evaluating, analyzing, and profiting from mispriced option opportunities /
Izraylevich, Sergey,1966-
Tsudikman, Vadim,1965-
Upper Saddle River, N.J. : FT Press,
c2011.
Includes bibliographical references and index.
General presentation and review of criteria properties -- Review of main criteria -- Evaluation of criteria effectiveness -- Selection of option combinations -- Selection of option strategies -- Selection of underlying assets -- Basic concepts of multi-criteria selection as applied to option combinations -- The impact of criteria correlation on multi-criteria selection.
Stock options.
Options (Finance)
Investment analysis.
Portfolio management.