Ebook Download Trading Options For Dummies

Ebook Download Trading Options For Dummies

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Trading Options For Dummies

Ebook Download Trading Options For Dummies

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From the Back Cover

Features top option strategies that reduce your risk Navigate options markets and bring in the profits Thinking about trading options? This plain-English guide explains the common types of options and helps you choose the right ones for your investing needs. You'll see how to weigh option costs and benefits, combine options to reduce risk, and build a strategy that allows you to gain no matter the market conditions. Discover how to: Understand option contracts and orders Know and manage your risk Use technical analysis Guard your assets with options Minimize potential losses

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About the Author

George Fontanills is the founder of Optionetics, which provides investment education services and tools for trading in today's markets. Since 1993, Optionetics has provided investment education services and trading tools to more than 250,000 people from over 50 countries. Every day, Optionetics helps traders navigate the markets and chart paths to financial security. In fact, it not only stands by its pledge to provide the highest quality investment education possible, but it also guarantees it. Optionetics high-profit, low-risk, low-stress strategies are based on over dozens of trading techniques perfected by master trader George Fontanills, founder of Optionetics. Avoiding overly theoretical or technically complicated material, Optionetics represents a practical, balanced approach to trading profitably in today’s markets. Optionetics diverse range of educational offerings includes seminars, publications, workshops, CDs and DVDs, home-study materials, books, and software. Choose Optionetics for the premier educational resources and tools to help you become the successful trader you’ve always wanted to be. Visit www.optionetics.com for more information.

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Product details

Paperback: 384 pages

Publisher: For Dummies; 1 edition (March 31, 2008)

Language: English

ISBN-10: 0470241764

ISBN-13: 978-0470241769

Product Dimensions:

7.4 x 0.8 x 9.3 inches

Shipping Weight: 1.2 pounds

Average Customer Review:

3.5 out of 5 stars

58 customer reviews

Amazon Best Sellers Rank:

#297,476 in Books (See Top 100 in Books)

RIDICULOUS amount of misspelled words! This book is a total joke and basically completely incoherent throughout. The print on the graphs that are used for illustrations is way too small to interpret what message the author is trying to convey. Page 144 the author states that he will give a "refresher" covering indexes on the "next page" but the information is then covered in the next paragraph of THE SAME PAGE. Noone apparently cared even a little bit about editing or proofreading this book so when complicated topics concerning advanced option styles are addressed you cannot decipher or make sense of the information because you do not know if the author has just made even more mistakes on the topic being covered! The entire book is just some lame authors attempt to fill up 350 pages. You know that shirt you bought that was made in some basically unheard of region of the world and you got it home to realize that the tag had been mistakingly sewn onto the outside? This book is the equivalent to that shirt. I'm actually angry that I paid money for this trash. WORTHLESS

The book is rife with grammatical errors. While I was able to discern what the author meant by the context of the sentence, the fact that this got through the proof-reading stage does not encourage me. I have only read the first 100 pages and can report that the first two chapters serve to direct readers to further chapters in the book; I assume this is common to the "Dummies" series but reading these introductory chapters was a waste of time. Lastly, the book would have been improved with some examples illustrating mathematical concepts. As advertised, the book may be a companion to the booklet your broker provides you when you are authorized to begin trading options but readers should expect to have to supplement this book with Internet research. Caveat Emptor.

I've used Dummies books a lot in the past as they are usually great introductions to complicated things with which you have no familiarity. I had the same expectations of this book. The book isn't especially well written or organized, and it isn't a great introduction to options if you have no experience with them. The author dives into a lot of complicated strategies without first providing good explanations of the basic concepts. It's also full of typos and grammatical errors.I was complaining about the book to a friend who'd had the same experience with it, and he let me borrow a copy of "Understanding Options" by Michael Sincere. "Understanding Options" is a great introduction: well organized, well written; it takes a nice linear approach to explaining the basics, and then employing them.Don't waste your money on the Dummies book--get "Understanding Options" instead if you're looking for an introduction to this subject.

great insight to the intro of options for beginners

great

GOOD

Good book for brokers and options traders to brush up on options basics and advanced strategies

this book talks in circles really did not find a useful thing in it. it tells you the basics of puts and calls. which anyone can type in google and get a simple answer. not worth buying.

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Ebook Free Health Care Fraud and Abuse: Practical Perspectives, Third Edition

Ebook Free Health Care Fraud and Abuse: Practical Perspectives, Third Edition

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Health Care Fraud and Abuse: Practical Perspectives, Third Edition

Ebook Free Health Care Fraud and Abuse: Practical Perspectives, Third Edition

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Product details

Hardcover: 1206 pages

Publisher: Bloomberg BNA; Third Edition edition (November 30, 2013)

Language: English

ISBN-10: 1617463019

ISBN-13: 978-1617463013

Product Dimensions:

7.2 x 2 x 10 inches

Shipping Weight: 4.6 pounds (View shipping rates and policies)

Average Customer Review:

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Amazon Best Sellers Rank:

#1,407,943 in Books (See Top 100 in Books)

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Health Care Fraud and Abuse: Practical Perspectives, Third Edition PDF

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Download Ebook An Introduction to State Space Time Series Analysis (Practical Econometrics)

Download Ebook An Introduction to State Space Time Series Analysis (Practical Econometrics)

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An Introduction to State Space Time Series Analysis (Practical Econometrics)

Download Ebook An Introduction to State Space Time Series Analysis (Practical Econometrics)

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About the Author

Jacques J.F. Commandeur is Senior Researcher at the SWOV Institute for Road Safety Research, Leidschendam, The Netherlands. His Ph.D. is from the Department of Psychometrics and Research Methodology of Leiden University. Between 1991 and 2000 he did research for the Department of Data Theory and the Department of Educational Sciences at Leiden University in the fields of multidimensional scaling and nonlinear multivariate data analysis. Since 2000 he has been at SWOV researching the statistical and methodological aspects of road safety research in general, and time series analysis of developments in road safety in particular.His research interests are Procrustes analysis; Multidimensional scaling; Distance-based multivariate analysis; Statistical analysis of time series; Forecasting. He has published in international journals in psychometrics and chemometrics. Siem Jan Koopman is Professor of Econometrics at the Free University Amsterdam and the Tinbergen Institute. His Ph.D. is from the London School of Economics (LSE) and he has held positions at the LSE between 1992 and 1997 and at the CentER (Tilburg University) between 1997 and 1999. In 2002 he visited the US Bureau of the Census in Washington DC as an ASA / NSF / US Census / BLS Research Fellow. His research interests are Statistical analysis of time series; Theoretical and applied time series econometrics; Financial econometrics; Simulation methods; Kalman filtering and smoothing; Forecasting. He has published in many international journals in statistics and econometrics.

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Product details

Series: Practical Econometrics

Hardcover: 240 pages

Publisher: Oxford University Press; 1 edition (August 30, 2007)

Language: English

ISBN-10: 0199228876

ISBN-13: 978-0199228874

Product Dimensions:

9.3 x 0.7 x 6 inches

Shipping Weight: 15.5 ounces (View shipping rates and policies)

Average Customer Review:

3.6 out of 5 stars

8 customer reviews

Amazon Best Sellers Rank:

#1,130,612 in Books (See Top 100 in Books)

This slim book clearly lays out the connections between classic linear regression and state space models for timeseries data.It begins with simple linear regression, y= a + bx. It then connects that to timeseries data (the x's are ordered and y's may be serially correlated). Then, in successive chapters it shows what happens when you allow individual regression parameters to vary stochastically over time -- alone and in concert. It never loses the connection back to regression as a sort of "deterministic state space model" (where parameters are fixed for all time and do not vary stochastically). Successive chapters evaluate successive generalizations using the same data set, computing the AIC to compare model efficacy with each change, and graphing the unobserved state evolution vs the data for each generalization so that you can see what aspects of the data each stochastic component is able to explain. It sometimes feels repetitive, but is always very clear.What this book does not do is tell you how to solve such models (or, eg, express them as Kalman filters). It relies on software to perform maximum likelihood estimation of the parameters of each state space model (intial values, deterministic parameters, and noise variances). Again the connection back to linear regression is highlighted in the numerical solutions: when all parameters are made deterministic (0 variance), and the MLE is performed, what emerges are the same regression parameters you'd get from a classic least squares fit.As others say, this is definitely an introduction, not a reference -- you likely will not return to it once consumed. But what a fine meal!

I purchased this book based on the recommendations of the previous two reviewers. I was disappointed at first but quickly became pleased. The book is thankfully short (160 pages) and provides a good introduction as to exactly what state space modeling is.This book should only be purchased as an introduction to state space time series modeling as much detail is missing.Readers should expect chapters 1-7 will present exemplar scenarios (e.g. economics data driven by an "explanatory variable" like inflation, or ones driven by an explanatory variable with an interference variable (such as the introduction of new tax levels)). The author provides examples of these models throughout the first few chapters - along with a simple mathematical model.In Chapter 8 and on, the author introduces the state space method of modeling the previously demonstrated scenarios. He takes each of their mathematical models and shows how they can be represented in state-space form (i.e. matrix form).The book concludes with a "how to" on using software modeling tools to model time-series data. Not much detail/intuition is given as to the nitty gritty of how a state space model can be rectified with the data to be modeled (as the author seems to think the reader will be satisfied with the software package "how to").I feel empowered to carry on in my exploration of this topic with thicker, more advanced books.

I found this book extremely helpful and I highly recommend it. I am a technical person, but in a different area (optimization). I have been trying to learn about forecasting, and particularly state space methods. I have read the classics: Harvey (1989) and Durbin and Koopman (2002) and they are great, but they leave out all the practical stuff. Why are we doing this? What will the results look like? How do we actually initialize the process? Nothing but equations and more equations for more and more obscure mathematical variations. How do we actually use this stuff? That is where Commandeur & Koopman is invaluable. The STAMP and SsfPack computer programs are used as a kind of "Deus ex Machina", so you have to know about the Kalman filtering and BFGS that is going on behind the curtain. But if you get the math but are confused about how to apply it, then this is the book for you.

This book paved the way for teaching modern state space times series analysis. It is already a classic.

It is a interesting book to understand State-Space models, however there are many typos in the equations (there is a errata at the web). But, the weak part of the book is the use of a routine in Ox. The output of that routine is very poor so you end up thinking that Kalman filter is a black-box. It would be more useful to compare the results (and output) with standard packages such as Stata, R or Gretl!

The book is more like an ad for their software. You do not learn much from it. There is no much deatils.

This is the book that I wish was available when I first began using state space time series models (often called structural time series or unobserved components models). Commandeur and Koopman take you step by step from the most basic Local Level model (Chapter 2) through models with a linear trend (Chapter 3), seasonal effects (Chapter 4), a explanatory variable (Chapter 5),and an intervention variable (Chapter 6). Inexplicably they never put together the components to cover the Basic Structural Model, the most common state space time series model.Chapter 7 goes through the steps of model building for two of the data set covered in the text. Chapter 8 does a nice job putting the model into matrix form, and covering confidence intervals, discussing the filtered, smoothed and predicted states, diagnostic tests, forecasting, and missing observations. I wish that they spent more time on each of these topics.I cannot comment on Chapters 9 through 11 (multivariate time series, state space and Box-Jenkins methods, and state space models using STAMP and SsfPack). The data sets used in the book can be downloaded and used in the software package of your choice.Overall, if you would like to understand state space time series analysis and like learning by example then this is a good place to start.

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An Introduction to State Space Time Series Analysis (Practical Econometrics) PDF

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