1.

Record Nr.

UNINA9910143825203321

Autore

Sinclair Euan <1969->

Titolo

Volatility trading / / Euan Sinclair

Pubbl/distr/stampa

Hoboken, N.J., : Wiley, c2008

ISBN

1-118-04529-7

1-119-19705-8

1-281-38168-3

9786611381684

0-470-29488-4

Edizione

[1st ed.]

Descrizione fisica

1 online resource (226 p.)

Collana

Wiley trading

Disciplina

332.64/5

Soggetti

Options (Finance)

Hedging (Finance)

Futures

Financial futures

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references (p. 193-200) and index.

Nota di contenuto

Volatility Trading; Contents; Introduction; Chapter 1: Option Pricing; Chapter 2: Volatility Measurement and Forecasting; Chapter 3: Implied Volatility Dynamics; Chapter 4: Hedging; Chapter 5: Hedged Option Positions; Chapter 6: Money Management; Chapter 7: Trade Evaluation; Chapter 8: Psychology; Chapter 9: Life Cycle of a Trade; Chapter 10: Conclusion; Appendix A: Model-Free Implied Variance and Volatility; Appendix B: Spreadsheet Instructions; Resources; References; About the CD-ROM; Index

Sommario/riassunto

In Volatility Trading, Sinclair offers you a quantitative model for measuring volatility in order to gain an edge in your everyday option trading endeavors. With an accessible, straightforward approach. He guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. In addition, Sinclair explains the often-overlooked psychological aspects of trading, revealing both how behavioral psychology can create market conditions traders can take advantage of-and how it can lead them



astray. Psychological biases, he asserts, are