Wiley Inside Volatility Arbitrage The Secrets of Skewness.pdf

Wiley Inside Volatility Arbitrage The Secrets of Skewness.pdf

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時間:2019-03-12

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1、InsideVolatilityArbitrageTheSecretsofSkewnessALIREZAJAVAHERIJohnWiley&Sons,Inc.Copyright?2005byAlirezaJavaheri.AllrightsreservedPublishedbyJohnWiley&Sons,Inc.,Hoboken,NewJerseyPublishedsimultaneouslyinCanadaNopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortransmittedinanyformorbyan

2、ymeans,electronic,mechanical,photocopying,recording,scanning,orotherwise,exceptaspermittedunderSection107or108ofthe1976UnitedStatesCopyrightAct,withouteitherthepriorwrittenpermissionofthePublisher,orauthorizationthroughpaymentoftheappropriateper-copyfeetotheCopyrightClearanceCenter,222RosewoodDrive

3、,Danvers,MA01923,(978)750-8400,fax(978)750-4470,oronthewebatwww.copyright.com.RequeststothePublisherforpermissionshouldbeaddressedtothePermissionsDepartment,JohnWiley&Sons,Inc.,111RiverStreet,Hoboken,NJ07030,(201)748-6011,fax(201)748-6008,oronlineathttp://www.wiley.com/go/permissions.LimitofLiabili

4、ty/DisclaimerofWarranty:Whilethepublisherandtheauthorhaveusedtheirbesteffortsinpreparingthisbook,theymakenorepresentationsorwarrantieswithrespecttotheaccuracyorcompletenessofthecontentsofthisbookandspeci?callydisclaimanyimpliedwarrantiesofmerchantabilityor?tnessforaparticularpurpose.Nowarrantymaybe

5、createdorextendedbysalesrepresentativesorwrittensalesmaterials.Theadviceandstrategiescontainedhereinmaynotbesuitableforyoursituation.Youshouldconsultwithaprofessionalwhereappropriate.Neitherthepublishernortheauthorshallbeliableforanylossofpro?toranyothercommercialdamages,includingbutnotlimitedtospe

6、cial,incidental,consequential,orotherdamages.Forgeneralinformationaboutourotherproductsandservices,pleasecontactourCustomerCareDepartmentwithintheUnitedStatesat(800)762-2974,outsidetheUnitedStatesat(317)572-3993orfax(317)572-4002.Wileyalsopublishesitsbooksinavarietyofelectronicformats.Somecontentth

7、atappearsinprintmaynotbeavailableinelectronicbooks.FormoreinformationaboutWileyproducts,visitourwebsiteatwww.wiley.com.LibraryofCongressCataloging-in-PublicationDataJavaheri,Alireza.Insidevolatilityarbitrag

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