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Library of Congress Cataloging-in-Publication Data :
Passarelli, Dan, 1971-
Trading options Greeks : how time, volatility, and other pricing factors
drive profits / Dan Passarelli. – 2nd ed.
p. cm. – (Bloomberg financial series)
Includes index.
ISBN 978-1-118-13316-3 (cloth); ISBN 978-1-118-22512-7 (ebk); ISBN
978-1-118-26322-8 (ebk); ISBN 978-1-118-23861-5 (ebk)
1. Options (Finance) 2. Stock options. 3. Derivative securities. I. Title.
HG6024.A3P36 2012
332.64′53—dc23