History -- Introduction to options -- Arbitrage bounds for option prices -- Pricing models -- The solution of the Black-Scholes-Merton (BSM) equation -- Option strategies -- Volatility estimation -- Implied volatility -- General principles of trading and hedging -- Market making techniques -- Volatility trading -- Expiration trading -- Risk management.
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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 essenti.
MIL
OverDrive, Inc.
270780
F63D7563-3FE5-40ED-9DD6-FD9C46B6E6C3
Option trading.
9780470497104
Options (Finance)
Pricing-- Mathematical models.
BUSINESS & ECONOMICS-- Investments & Securities-- Options.