Option Trading: Pricing and Volatility Strategies and Techniques

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John Wiley & Sons, 16 лип. 2010 р. - 336 стор.
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An A to Z options trading guide for the new millenniumand the new economy

Written by professional trader and quantitative analyst EuanSinclair, Option Trading is a comprehensive guide to thisdiscipline covering everything from historical background, contracttypes, and market structure to volatility measurement, forecasting,and hedging techniques.

This comprehensive guide presents the detail and practicalinformation that professional option traders need, whether they'reusing options to hedge, manage money, arbitrage, or engage instructured finance deals. It contains information essential toanyone in this field, including option pricing and priceforecasting, the Greeks, implied volatility, volatility measurementand forecasting, and specific option strategies.

  • Explains how to break down a typical position, and repairpositions
  • Other titles by Sinclair: Volatility Trading
  • Addresses the various concerns of the professional optionstrader

Option trading will continue to be an important part of thefinancial landscape. This book will show you how to make the mostof these profitable products, no matter what the market does.

 

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Title Page
CHAPTER2Introductionto Options
CHAPTER3Arbitrage BoundsforOption Prices
SUMMARY CHAPTER 4Pricing Models
THEBINOMIAL MODEL
The Solution of the BlackScholesMerton BSM Equation
Option Strategies
SUMMARY
CHAPTER9General Principles ofTrading and Hedging
Market Making Techniques
CHAPTER 11Volatility Trading
SUMMARY
CHAPTER 12Expiration Trading
CHAPTER 13Risk Management
Conclusion
APPENDIX BCorrelation

Volatility Estimation
VOLATILITY IN CONTEXT

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Про автора (2010)

EUAN SINCLAIR is an option trader with fifteen years of professional trading experience. He specializes in the design and implementation of quantitative trading strategies. Sinclair is currently a proprietary option trader for Bluefin Trading, where he trades based on quantitative models of his own design. He holds a PhD in theoretical physics from the University of Bristol. Sinclair is also the author of the Wiley title Volatility Trading.

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