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Option trading : pricing and volatility strategies and techniques /
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 volati...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, N.J. :
Wiley,
©2010.
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| Temas: | |
| Acceso en línea: | Texto completo Texto completo |
Tabla de Contenidos:
- History
- Introduction to options
- Arbitrage bounds for option prices
- Pricing models
- The solution of the Black-Scholes-Merton (BSM) equation
- Option strategies
- Volatility estimation
- Implied volatility
- General principles of trading and hedging
- Market making techniques
- Volatility trading
- Expiration trading
- Risk management.