Volatility Trading : + Website.

Popular guide to options pricing and position sizing for quant traders In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straightforward approach, he guides...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Sinclair, Euan
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York : Wiley, 2013.
Edición:2nd ed.
Temas:
Options (Finance)
Hedging (Finance)
Futures.
Financial futures.
Options (Finances)
Couverture (Finances)
Marchés à terme.
Marchés à terme d'instruments financiers.
Financial futures
Futures
Acceso en línea:Texto completo
Descripción
Sumario:Popular guide to options pricing and position sizing for quant traders In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straightforward approach, he guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. This new edition includes new chapters on the dynamics of realized and implied volatilities, trading the variance premium and using options to trade special situations in.
Notas:Leveraged ETFs as a Trade-Sizing Problem.
Descripción Física:1 online resource (322 pages)
ISBN:9781118420447
1118420446

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