Book description
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 volatility measurement, forecasting, and hedging techniques.
This comprehensive guide presents the detail and practical information that professional option traders need, whether they're using options to hedge, manage money, arbitrage, or engage in structured finance deals. It contains information essential to anyone in this field, including option pricing and price forecasting, the Greeks, implied volatility, volatility measurement and forecasting, and specific option strategies.
Explains how to break down a typical position, and repair positions
Other titles by Sinclair: Volatility Trading
Addresses the various concerns of the professional options trader
Option trading will continue to be an important part of the financial landscape. This book will show you how to make the most of these profitable products, no matter what the market does.
Table of contents
- Title Page
- Copyright Page
- Dedication
- Preface
- Acknowledgments
- CHAPTER 1 - History
- CHAPTER 2 - Introduction to Options
- CHAPTER 3 - Arbitrage Bounds for Option Prices
- CHAPTER 4 - Pricing Models
- CHAPTER 5 - The Solution of the Black-Scholes-Merton (BSM) Equation
- CHAPTER 6 - Option Strategies
- CHAPTER 7 - Volatility Estimation
- CHAPTER 8 - Implied Volatility
- CHAPTER 9 - General Principles of Trading and Hedging
- CHAPTER 10 - Market Making Techniques
- CHAPTER 11 - Volatility Trading
- CHAPTER 12 - Expiration Trading
- CHAPTER 13 - Risk Management
- Conclusion
- APPENDIX A: Distributions
- APPENDIX B: Correlation
- Glossary
- Index
Product information
- Title: Option Trading: Pricing and Volatility Strategies and Techniques
- Author(s):
- Release date: June 2010
- Publisher(s): Wiley
- ISBN: 9780470497104
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