Jeff Augen - Trading Options at Expiration: Strategies and Models for Winning the Endgame
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Trading Options at Expiration by Jeff Augen
Free Worldwide Delivery : Trading Options at Expiration : Hardback : Pearson Education (US) : 9780135058725 : 0135058724 : 12 Mar 2009 : Equity and index options expire on the third Friday of each month. As that moment approaches, unusual market forces create option price distortions, rarely understood by most investors. A leading options trader explores this opportunity with never-before published statistical models, minute-by-minute pricing analysis, and optimized trading strategies.
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