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Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets - Couverture rigide

Baird, Allen Jan

 
9780471578321: Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets
Couverture rigide
ISBN 10 : 0471578320 ISBN 13 : 9780471578321
Editeur : John Wiley & Sons Inc, 1992

Synopsis

Approaches trading from the viewpoint of market makers and the part they play in pricing, valuing and placing positions. Covers option volatility and pricing, risk analysis, spreads, strategies and tactics for the options trader, focusing on how to work successfully with market makers. Features a special section on synthetic options and the role of synthetic options market making (a role of increasing importance on the trading floor). Contains numerous graphs, charts and tables.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de l'auteur

Allen Jan Baird, PhD, is a director of equity trading responsible for training and managing proprietary traders as well as trading firm capital. He was a member of the New York Board of Trade where he was an options market maker for thirteen years. He has taught at the New York Institute of Finance and is the author of Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets (Wiley). He is a graduate of the University of California at Berkeley and holds a PhD from the University of Pennsylvania. He can be reached at allenjanbaird@hotmail.com.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
John Wiley & Sons Inc
Date d'édition
1992
Langue
anglais
ISBN 10 
0471578320
ISBN 13 
9780471578321
Reliure
Relié
Numéro d'édition
1
Nombre de pages
224
Coordonnées du fabricant
non disponible
Personne responsable
non disponible