Inside Volatility Arbitrage : The Secrets of Skewness @ richardeward.com

Inside Volatility Arbitrage : The Secrets of Skewness
by Alireza Javaheri
from Wiley

Customer Reviews:

• Avg. Customer Rating: 4.0 / 5.0

• Title is very misleading
  DO NOT buy this book based on the title - it has little to do with skew and how to take advantage of it. Do buy it if you want a review of mathematical volatility models.

• Excellent Book
  Sometimes practitioners think what the smile is "given by the heaven" and what all the traders are "prices takers"...but..¿what if there are not available option prices? or ¿what happens if the option market prices are not taking in account the real underliying evolution or the real hedging costs implied in this evolution?.
  This books explain how you can model the smile when only the statistical serie of the underliying is available, and finally check the consistency between the implied... more info

• A Masterpiece
  This is one of those rare books that actually shows you how to find the optimal set of parameters. The only thing missing in this book is the actual procedure for finding the optimal set of parameters. It is mentioned, however, the procedure is the Powells method from "Numerical Recipes in C", but how the initial solution is guessed is not specified.
  That is the only thing that has stopped me from naming this book "A Perfect Masterpiece".
  And finally, to the person who has written the review... more info

• Cool !
  Best investment I have made in years ! The book is clear, detailed and complete. I recommend it to anyone interested in volatilty models.

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