Option trading : pricing and volatility strategies and techniques / Euan Sinclair.

Format:

Book

Author/Creator:

Sinclair, Euan, 1969-

Series:

Wiley trading series.

Wiley trading series

Language:

English

Subjects (All):

Options (Finance).

Pricing--Mathematical models.

Pricing.

Physical Description:

1 online resource (321 p.)

Edition:

1st edition

Place of Publication:

Hoboken, N.J. : Wiley, c2010.

Language Note:

English

System Details:

text file

Summary:

An A to Z options trading guide for the new millennium and the new economy Written by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this discipline covering everything from historical background, contract types, and market structure to volatility measurement, forecasting, and hedging techniques. This comprehensive guide presents the detail and practical information that professional option traders need, whether they're using options to hedge, manage money, arbitrage, or engage in structured finance deals. It cont

Contents:

Option Trading: Pricing and Volatility Strategies and Techniques; Contents; Preface; Acknowledgments; Chapter 1: History; Chapter 2: Introduction to Options; Chapter 3: Arbitrage Bounds for Option Prices; Chapter 4: Pricing Models; Chapter 5: The Solution of the Black-Scholes-Merton (BSM) Equation; Chapter 6: Option Strategies; Chapter 7: Volatility Estimation; Chapter 8: Implied Volatility; Chapter 9: General Principles of Trading and Hedging; Chapter 10: Market Making Techniques; Chapter 11: Volatility Trading; Chapter 12: Expiration Trading; Chapter 13: Risk Management; Conclusion

Appendix A: DistributionsAppendix B: Correlation; Glossary; Index

Notes:

Includes index.

Description based on metadata supplied by the publisher and other sources.

ISBN:

9786612707803

9780470642528

0470642521

9781119198673

1119198674

9781282707801

1282707809

9780470642504

0470642505

OCLC:

651601961