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Volatility trading /

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 guide...

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Bibliographic Details
Main Authors: Sinclair, Euan, 1969
Published: John Wiley & Sons, Inc.,
Publisher Address: Hoboken, New Jersey :
Publication Dates: [2013]
Literature type: eBook
Language: English
Edition: Second edition.
Series: Wiley trading series
Subjects:
Options Finance
Hedging Finance
Futures
Financial futures
BUSINESS & ECONOMICS > Investments & Securities > General
Electronic books
Online Access: http://onlinelibrary.wiley.com/book/10.1002/9781118662724
Summary: 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 equity
Carrier Form: 1 online resource.
Bibliography: Includes bibliographical references and index.
ISBN: 9781118416723 (epub)
1118416724 (epub)
9781118420447 (pdf)
1118420446 (pdf)
9781118574874 ( mobipocket)
1118574877 ( mobipocket)
9781118662724 (electronic bk.)
1118662725 (electronic bk.)
Index Number: HG6024
CLC: F830.9
Contents: Option Pricing -- Volatility Measurement -- Stylized Facts about Returns and Volatility -- Volatility Forecasting -- Implied Volatility Dynamics -- Hedging -- Distribution of Hedged Option Positions -- Money Management -- Trade Evaluation -- Psychology -- Generating Returns through Volatility -- The VIX -- Leveraged ETFs -- Life Cycle of a Trade -- Conclusion.

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