Assessment of Options Investments by Ranking Analysis
Download or Read eBook Assessment of Options Investments by Ranking Analysis PDF written by Sergey Izraylevich Ph.D. and published by Pearson Education. This book was released on 2010-07-29 with total page 42 pages. Available in PDF, EPUB and Kindle.
Author | : Sergey Izraylevich Ph.D. |
Publisher | : Pearson Education |
Total Pages | : 42 |
Release | : 2010-07-29 |
ISBN-10 | : 9780132487085 |
ISBN-13 | : 013248708X |
Rating | : 4/5 (85 Downloads) |
Book Synopsis Assessment of Options Investments by Ranking Analysis by : Sergey Izraylevich Ph.D.
Book excerpt: A powerful new technique for evaluating the profit potential of complex option combinations with nonlinear payoffs. Why is an additional analytic tool needed? Generally, evaluation of investment decisions is based on comparing realized profits (variability, drawdown, and other risk measures) with their corresponding expected values. While such an approach is appropriate for financial instruments possessing linear payoff functions, it has numerous drawbacks when applied to evaluating complex option combinations with nonlinear payoffs....