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CLC: O - 数理科学和化学

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Volatility trading /

An accessible guide to vital financial models that cover options pricing, trading, and position sizing. Written by quantitative options trader Euan Sinclair, Volatility Trading helps readers measure volatility in order to gain an edge in their everyday option trading endeavors. No other book on the...

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Bibliographic Details
Main Authors: Sinclair, Euan, 1969- (Author)
Corporate Authors: Wiley InterScience (Online service)
Published: Wiley,
Publisher Address: Hoboken, N.J. :
Publication Dates: 2008.
Literature type: eBook
Language: English
Series: Wiley trading
Subjects:
Options (Finance)
Hedging (Finance)
Futures.
Financial futures.
BUSINESS & ECONOMICS > General. > General.
Electronic books.
Online Access: http://onlinelibrary.wiley.com/book/10.1002/9781119197058
Summary: An accessible guide to vital financial models that cover options pricing, trading, and position sizing. Written by quantitative options trader Euan Sinclair, Volatility Trading helps readers measure volatility in order to gain an edge in their everyday option trading endeavors. No other book on the market addresses this topic in such a straightforward and accessible manner. Chapters include information on: truly understanding the Black Scholes equation in order to profitably trade; hedging risk so that it's seen as realized volatility; measuring results through a number of trade evaluation tec.
Carrier Form: 1 online resource (x, 212 pages) : illustrations.
Bibliography: Includes bibliographical references (pages 193-200) and index.
ISBN: 9781119197058
1119197058
9780470294888
0470294884
9781118045299
1118045297
1281381683
9781281381682
Index Number: HG6024
CLC: F830.9
Contents: 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.

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