Option Trading / Wiley Trading Series (ePub)
Pricing and Volatility Strategies and Techniques
(Sprache: Englisch)
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...
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...
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Produktinformationen zu „Option Trading / Wiley Trading Series (ePub)“
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.
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.
Inhaltsverzeichnis zu „Option Trading / Wiley Trading Series (ePub)“
Preface. Professional Trading. The Role of Mathematics. The Structure of this Book. Acknowledgments. Chapter 1 History. Summary. Chapter 2 Introduction to Options. Options. Specifications for an Option Contract. Uses of Options. Market Structure. Summary. Chapter 3 Arbitrage Bounds for Option Prices. American Options Compared to European Options. Absolute Maximum and Minimum Values. Summary. Chapter 4 Pricing Models. General Modeling Principles. Choice of Dependent Variables. The Binomial Model. The Black-Scholes-Merton (BSM) Model. Summary. Chapter 5 The Solution of the Black-Scholes-Merton (BSM) Equation. Delta. Gamma. Theta. Vega. Summary. Chapter 6 Option Strategies. Forecasting and Strategy Selection. The Strategies. Summary. Chapter 7 Volatility Estimation. Defining and Measuring Volatility. Forecasting Volatility. Volatility in Context. Summary. Chapter 8 Implied Volatility. The Implied Volatility Curve. Parameterizing and Measuring the Implied Volatility Curve. The Implied Volatility Curve as a Function of Expiration. Implied Volatility Dynamics. Summary. Chapter 9 General Principles of Trading and Hedging. Edge. Hedging. Trade Sizing and Leverage. Scalability and Breadth. Summary. Chapter 10 Market Making Techniques. Market Structure. Market Making. Trading Based on Order-Book Information. Summary. Chapter 11 Volatility Trading. Hedging. Hedging in Practice. The P/L Distribution of Hedged Option Positions. Summary. Chapter 12 Expiration Trading. Pinning. Pin Risk. Forward Risk. Exercising the Wrong Options. Irrelevance of the Greeks. Expiring at a Short Strike. Summary. Chapter 13 Risk Management. Example of Position Repair. Inventory. Delta. Gamma. Vega. Correlation. Rho. Stock Risk: Dividends and Buy-in Risk. The Early Exercise of Options. Summary. Conclusion. Appendix A Distributions. Example. Moments and the "Shape" of Distributions. Appendix B Correlation. Glossary. Index.
... mehr
Preface. Professional Trading. The Role of Mathematics. The Structure of this Book. Acknowledgments. Chapter 1 History. Summary. Chapter 2 Introduction to Options. Options. Specifications for an Option Contract. Uses of Options. Market Structure. Summary. Chapter 3 Arbitrage Bounds for Option Prices. American Options Compared to European Options. Absolute Maximum and Minimum Values. Summary. Chapter 4 Pricing Models. General Modeling Principles. Choice of Dependent Variables. The Binomial Model. The Black-Scholes-Merton (BSM) Model. Summary. Chapter 5 The Solution of the Black-Scholes-Merton (BSM) Equation. Delta. Gamma. Theta. Vega. Summary. Chapter 6 Option Strategies. Forecasting and Strategy Selection. The Strategies. Summary. Chapter 7 Volatility Estimation. Defining and Measuring Volatility. Forecasting Volatility. Volatility in Context. Summary. Chapter 8 Implied Volatility. The Implied Volatility Curve. Parameterizing and Measuring the Implied Volatility Curve. The Implied Volatility Curve as a Function of Expiration. Implied Volatility Dynamics. Summary. Chapter 9 General Principles of Trading and Hedging. Edge. Hedging. Trade Sizing and Leverage. Scalability and Breadth. Summary. Chapter 10 Market Making Techniques. Market Structure. Market Making. Trading Based on Order-Book Information. Summary. Chapter 11 Volatility Trading. Hedging. Hedging in Practice. The P/L Distribution of Hedged Option Positions. Summary. Chapter 12 Expiration Trading. Pinning. Pin Risk. Forward Risk. Exercising the Wrong Options. Irrelevance of the Greeks. Expiring at a Short Strike. Summary. Chapter 13 Risk Management. Example of Position Repair. Inventory. Delta. Gamma. Vega. Correlation. Rho. Stock Risk: Dividends and Buy-in Risk. The Early Exercise of Options. Summary. Conclusion. Appendix A Distributions. Example. Moments and the "Shape" of Distributions. Appendix B Correlation. Glossary. Index.
... weniger
Autoren-Porträt von Euan Sinclair
EUAN SINCLAIR is an option trader with fifteen years of professional trading experience. He specializes in the design and implementation of quantitative trading strategies. Sinclair is currently a proprietary option trader for Bluefin Trading, where he trades based on quantitative models of his own design. He holds a PhD in theoretical physics from the University of Bristol. Sinclair is also the author of the Wiley title Volatility Trading.
Bibliographische Angaben
- Autor: Euan Sinclair
- 2010, 1. Auflage, 320 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 0470642521
- ISBN-13: 9780470642528
- Erscheinungsdatum: 02.08.2010
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: ePub
- Größe: 2.47 MB
- Mit Kopierschutz
Sprache:
Englisch
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