Systematic options trading
Subtitle: evaluating, analyzing, and profiting from mispriced option opportunities
By: Sergey Izraylevich and Vadim Tsudikman.
Contributors: Tsudikman, Vadim, 1965-
Publisher: FT Press
Published: 2011
Place of publication: Upper Saddle River, N.J
Language: eng
ISBN-13: 9780137085491
Subjects: Stock options; Options (Finance); Investment analysis; Portfolio management
Table of contents: title: General presentation and review of criteria properties; title: Review of main criteria; title: Evaluation of criteria effectiveness; title: Selection of option combinations; title: Selection of option strategies; title: Selection of underlying assets; title: Basic concepts of multi-criteria selection as applied to option combinations; title: The impact of criteria correlation on multi-criteria selection.