Option trading: pricing and volatility strategies and techniques

Option trading: pricing and volatility strategies and techniques

Sinclair, Euan

62,04 €(IVA inc.)

Option Trading, by a professional trader and quantitative analyst, is the first comprehensive guide to trading options covering historical background, to contract types and market structure, to volatility measurement and forecasting,options strategies, and hedging techniques. By a professional trader for professional traders, this book presents the detail and practical information thatoptions traders need whether they are using options to hedge, manage money, arbitrage, or engage in structured finance deals. Covering option pricing and price forecasting, the Greeks, implied volatility, volatility measurement and forecasting, option strategies, Sinclair also explains how to break down a typical position, repair positions, and track results.

  • ISBN: 978-0-470-49710-4
  • Editorial: John Wiley & Sons
  • Encuadernacion: Cartoné
  • Páginas: 320
  • Fecha Publicación: 30/06/2010
  • Nº Volúmenes: 1
  • Idioma: Inglés