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Option trading [[electronic resource] ] : pricing and volatility strategies and techniques / / Euan Sinclair
| Option trading [[electronic resource] ] : pricing and volatility strategies and techniques / / Euan Sinclair |
| Autore | Sinclair Euan <1969-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2010 |
| Descrizione fisica | 1 online resource (321 p.) |
| Disciplina | 332.63/2283 |
| Collana | Wiley trading series |
| Soggetto topico |
Options (Finance)
Pricing - Mathematical models |
| ISBN |
0-470-64252-1
1-119-19867-4 1-282-70780-9 9786612707803 0-470-64250-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910140739503321 |
Sinclair Euan <1969->
|
||
| Hoboken, N.J., : Wiley, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Option trading : pricing and volatility strategies and techniques / / Euan Sinclair
| Option trading : pricing and volatility strategies and techniques / / Euan Sinclair |
| Autore | Sinclair Euan <1969-> |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2010 |
| Descrizione fisica | 1 online resource (321 p.) |
| Disciplina | 332.63/2283 |
| Collana | Wiley trading series |
| Soggetto topico |
Options (Finance)
Pricing - Mathematical models |
| ISBN |
0-470-64252-1
1-119-19867-4 1-282-70780-9 9786612707803 0-470-64250-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910810625103321 |
|
Sinclair Euan <1969->
|
||
| Hoboken, N.J., : Wiley, c2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Positional option trading : an advanced guide / / Euan Sinclair
| Positional option trading : an advanced guide / / Euan Sinclair |
| Autore | Sinclair Euan <1969-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Incorporated, , [2020] |
| Descrizione fisica | 1 online resource (243 pages) : illustrations |
| Disciplina | 332.6453 |
| Collana | Wiley trading series |
| Soggetto topico |
Financial futures
Options (Finance) |
| ISBN |
1-119-58353-5
1-119-58352-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Options: a summary option pricing models -- The efficient market hypothesis and its limitations -- Forecasting volatility -- The variance premium -- Finding trades with positive expected value -- Volatility positions -- Directional option trading -- Directional option strategy selection -- Trade sizing -- Meta risk. |
| Record Nr. | UNINA-9910794340603321 |
|
Sinclair Euan <1969->
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, Incorporated, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Positional option trading : an advanced guide / / Euan Sinclair
| Positional option trading : an advanced guide / / Euan Sinclair |
| Autore | Sinclair Euan <1969-> |
| Pubbl/distr/stampa | Hoboken, New Jersey : , : John Wiley & Sons, Incorporated, , [2020] |
| Descrizione fisica | 1 online resource (243 pages) : illustrations |
| Disciplina | 332.6453 |
| Collana | Wiley trading series |
| Soggetto topico |
Financial futures
Options (Finance) |
| ISBN |
1-119-58353-5
1-119-58352-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Options: a summary option pricing models -- The efficient market hypothesis and its limitations -- Forecasting volatility -- The variance premium -- Finding trades with positive expected value -- Volatility positions -- Directional option trading -- Directional option strategy selection -- Trade sizing -- Meta risk. |
| Record Nr. | UNINA-9910827353803321 |
|
Sinclair Euan <1969->
|
||
| Hoboken, New Jersey : , : John Wiley & Sons, Incorporated, , [2020] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Volatility trading / / Euan Sinclair
| Volatility trading / / Euan Sinclair |
| Autore | Sinclair Euan <1969-> |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, Inc., [2013] |
| Descrizione fisica | 1 online resource (322 p.) |
| Disciplina | 332.64/5 |
| Collana | Wiley trading series |
| Soggetto topico |
Options (Finance)
Hedging (Finance) Futures Financial futures |
| ISBN |
1-118-41672-4
1-118-66272-5 1-299-40247-X 1-118-42044-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Title Page; Copyright; Contents; Acknowledgments; Introduction to the Second Edition; About This Book; The Trading Process; Chapter 1 Option Pricing; The Black-Scholes-Merton Model; Modeling Assumptions; Existence of a Tradable Underlying; Absence of Dividends or Storage Costs; Ability to Short the Underlying; The Existence of a Single Constant Interest Rate; Absence of Taxes; The Underlying Can Be Traded in Any Size; It Is Costless to Trade the Underlying; Volatility Is Constant; Assumptions about the Distribution of Returns; Conclusion; Summary; Chapter 2 Volatility Measurement
Defining and Measuring VolatilityDefinition of Volatility; Alternative Volatility Estimators; Using Higher-Frequency Data; Summary; Chapter 3 Stylized Facts about Returns and Volatility; Definition of a Stylized Fact; Volatility Is Not Constant; Characteristics of the Return Distribution; Volume and Volatility; Distribution of Volatility; Summary; Chapter 4 Volatility Forecasting; Absence of Transaction Costs; Perfect Information Flow; Agreement about the Price Implications of Information; Maximum Likelihood Estimation; Volatility Forecasting Using Fundamental Information The Variance PremiumSummary; Chapter 5 Implied Volatility Dynamics; Volatility Level Dynamics; The Smile and the Underlying; Sticky Strike; Sticky Delta; Smile Dynamics; Term Structure Dynamics; Summary; Chapter 6 Hedging; Ad Hoc Hedging Methods; Hedging at Regular Intervals; Hedging to a Delta Band; Hedging Based on Underlying Price Changes; Utility-Based Methods; The Asymptotic Solution of Whalley and Wilmott; The Double Asymptotic Method of Zakamouline; Estimation of Transaction Costs; Aggregation of Options on Different Underlyings; Summary Chapter 7 Distribution of Hedged Option PositionsDiscrete Hedging and Path Dependency; Volatility Dependency; Summary; Chapter 8 Money Management; Ad Hoc Sizing Schemes; The Kelly Criterion; Time for Kelly to Dominate; Effect of Parameter Mis-Estimation; What is Bankroll; Alternatives to Kelly; Summary; Chapter 9 Trade Evaluation; General Planning Procedures; Risk-Adjusted Performance Measures; The Sharpe Ratio; Alternatives to the Sharpe Ratio; Conclusions; Setting Goals; Persistence of Performance; Relative Persistence; Absolute Persistence; Higher Level Evaluation; Summary Chapter 10 PsychologySelf-Attribution Bias; Overconfidence; The Availability Heuristic; Short-Term Thinking; Loss Aversion; Conservatism and Representativeness; Confirmation Bias; Hindsight Bias; Anchoring and Adjustment; The Narrative Fallacy; Prospect Theory; Summary; Chapter 11 Generating Returns through Volatility; The Variance Premium; Correlation Premium; Skewness Premium; Reasons for the Variance Premium; Summary; Chapter 12 The VIX; The VIX Index; VIX Futures; VIX Basis as a Predictor of the Futures; Volatility ETNs; Other VIX Trades; Summary; Chapter 13 Leveraged ETFs Leveraged ETFs as a Trade-Sizing Problem |
| Record Nr. | UNINA-9910139031503321 |
|
Sinclair Euan <1969->
|
||
| Hoboken, N.J., : John Wiley & Sons, Inc., [2013] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Volatility trading / / Euan Sinclair
| Volatility trading / / Euan Sinclair |
| Autore | Sinclair Euan <1969-> |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2008 |
| Descrizione fisica | 1 online resource (226 p.) |
| Disciplina | 332.64/5 |
| Collana | Wiley trading |
| Soggetto topico |
Options (Finance)
Hedging (Finance) Futures Financial futures |
| ISBN |
1-118-04529-7
1-119-19705-8 1-281-38168-3 9786611381684 0-470-29488-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910143825203321 |
|
Sinclair Euan <1969->
|
||
| Hoboken, N.J., : Wiley, c2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||