Options and the Volatility Risk Premium by James Woodard is free today from the Amazon Kindle store, and has received an perfect 5 out of 5 stars based on just one customer review. Why not read this one and provide a review? You can pick up your free copy by clicking here or typing in http://amzn.to/hfnp5h into your computer’s web browser.
Here is the book’s description from the Amazon website:
Master the new edge in options trades: the hidden volatility risk premium that exists in options for every major asset class.
One of the most exciting areas of recent financial research has been the study of how the volatility implied by option prices relates to the volatility exhibited by their underlying assets. Here, I’ll explain the concept of the volatility risk premium, present evidence for its presence in options on every major asset class, and show how to estimate, predict, and trade on it….
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