Option trading : pricing and volatility strategies and techniques /

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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Sinclair, Euan, 1969-
Format: Electronic eBook
Language:Inglés
Published: Hoboken, N.J. : Wiley, ©2010.
Subjects:
Options (Finance)
Pricing > Mathematical models.
Options (Finances)
Prix > Fixation > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > Options.
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • 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.

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