02987nam 2200637Ia 450 991014073950332120200520144314.00-470-64252-11-119-19867-41-282-70780-997866127078030-470-64250-5(CKB)2670000000032911(EBL)555036(OCoLC)651601961(SSID)ssj0000424609(PQKBManifestationID)12190241(PQKBTitleCode)TC0000424609(PQKBWorkID)10475078(PQKB)10281034(Au-PeEL)EBL555036(CaPaEBR)ebr10411567(CaONFJC)MIL270780(CaSebORM)9780470497104(MiAaPQ)EBC555036(EXLCZ)99267000000003291120100205d2010 uy 0engur|n|---|||||txtccrOption trading[electronic resource] pricing and volatility strategies and techniques /Euan Sinclair1st editionHoboken, N.J. Wileyc20101 online resource (321 p.)Wiley trading seriesIncludes index.0-470-49710-6 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; ConclusionAppendix A: DistributionsAppendix B: Correlation; Glossary; Index 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 contWiley trading series.Options (Finance)PricingMathematical modelsOptions (Finance)PricingMathematical models.332.63/2283Sinclair Euan1969-904053MiAaPQMiAaPQMiAaPQBOOK9910140739503321Option trading2080833UNINA