1.

Record Nr.

UNISA996261448903316

Autore

ROSSI, Salvatore <1949-    >

Titolo

Oro / Salvatore Rossi

Pubbl/distr/stampa

Bologna : Il mulino, 2018

ISBN

978-88-15-27414-4

Descrizione fisica

131 p. ; 18 cm

Collana

Parole controtempo

Disciplina

332.4222

Soggetti

Moneta aurea

Collocazione

332.422 ROS 1

Lingua di pubblicazione

Italiano

Formato

Materiale a stampa

Livello bibliografico

Monografia

2.

Record Nr.

UNINA9910140739503321

Autore

Sinclair Euan <1969->

Titolo

Option trading [[electronic resource] ] : pricing and volatility strategies and techniques / / Euan Sinclair

Pubbl/distr/stampa

Hoboken, N.J., : Wiley, c2010

ISBN

0-470-64252-1

1-119-19867-4

1-282-70780-9

9786612707803

0-470-64250-5

Edizione

[1st edition]

Descrizione fisica

1 online resource (321 p.)

Collana

Wiley trading series

Disciplina

332.63/2283

Soggetti

Options (Finance)

Pricing - Mathematical models

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia



Note generali

Includes index.

Nota di contenuto

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

Sommario/riassunto

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