Option trading : pricing and volatility strategies and techniques / / Euan Sinclair
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| Autore: |
Sinclair Euan <1969->
|
| Titolo: |
Option trading : pricing and volatility strategies and techniques / / Euan Sinclair
|
| Pubblicazione: | Hoboken, N.J., : Wiley, c2010 |
| Edizione: | 1st edition |
| Descrizione fisica: | 1 online resource (321 p.) |
| Disciplina: | 332.63/2283 |
| Soggetto topico: | Options (Finance) |
| Pricing - Mathematical models | |
| 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 |
| Titolo autorizzato: | Option trading |
| ISBN: | 9786612707803 |
| 9780470642528 | |
| 0470642521 | |
| 9781119198673 | |
| 1119198674 | |
| 9781282707801 | |
| 1282707809 | |
| 9780470642504 | |
| 0470642505 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910810625103321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Wiley trading series.