LEADER 02987nam 2200637Ia 450 001 9910140739503321 005 20200520144314.0 010 $a0-470-64252-1 010 $a1-119-19867-4 010 $a1-282-70780-9 010 $a9786612707803 010 $a0-470-64250-5 035 $a(CKB)2670000000032911 035 $a(EBL)555036 035 $a(OCoLC)651601961 035 $a(SSID)ssj0000424609 035 $a(PQKBManifestationID)12190241 035 $a(PQKBTitleCode)TC0000424609 035 $a(PQKBWorkID)10475078 035 $a(PQKB)10281034 035 $a(Au-PeEL)EBL555036 035 $a(CaPaEBR)ebr10411567 035 $a(CaONFJC)MIL270780 035 $a(CaSebORM)9780470497104 035 $a(MiAaPQ)EBC555036 035 $a(EXLCZ)992670000000032911 100 $a20100205d2010 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aOption trading$b[electronic resource] $epricing and volatility strategies and techniques /$fEuan Sinclair 205 $a1st edition 210 $aHoboken, N.J. $cWiley$dc2010 215 $a1 online resource (321 p.) 225 1 $aWiley trading series 300 $aIncludes index. 311 $a0-470-49710-6 327 $aOption 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 327 $aAppendix A: DistributionsAppendix B: Correlation; Glossary; Index 330 $a An A to Z options trading guide for the new millennium and the new economy Written by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this discipline covering everything from historical background, contract types, and market structure to volatility measurement, forecasting, and hedging techniques. This comprehensive guide presents the detail and practical information that professional option traders need, whether they're using options to hedge, manage money, arbitrage, or engage in structured finance deals. It cont 410 0$aWiley trading series. 606 $aOptions (Finance) 606 $aPricing$xMathematical models 615 0$aOptions (Finance) 615 0$aPricing$xMathematical models. 676 $a332.63/2283 700 $aSinclair$b Euan$f1969-$0904053 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910140739503321 996 $aOption trading$92080833 997 $aUNINA