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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SUMMARY OR ABSTRACT
Text of Note
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.
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
MIL
Source for Acquisition/Subscription Address
OverDrive, Inc.
Stock Number
270780
Stock Number
F63D7563-3FE5-40ED-9DD6-FD9C46B6E6C3
OTHER EDITION IN ANOTHER MEDIUM
Title
Option trading.
International Standard Book Number
9780470497104
TOPICAL NAME USED AS SUBJECT
Options (Finance)
Pricing-- Mathematical models.
BUSINESS & ECONOMICS-- Investments & Securities-- Options.