Volatility Trading: + Website. - Couverture rigide

Sinclair, Euan

 
9781118347133: Volatility Trading: + Website.
Couverture rigide
ISBN 10 : 1118347137 ISBN 13 : 9781118347133
Editeur : John Wiley & Sons Inc, 2013

Synopsis

Popular guide to options pricing and position sizing for quant traders

In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straightforward approach, he guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. This new edition includes new chapters on the dynamics of realized and implied volatilities, trading the variance premium and using options to trade special situations in equity markets.

  • Filled with volatility models including brand new option trades for quant traders
  • Options trader Euan Sinclair specializes in the design and implementation of quantitative trading strategies

Volatility Trading, Second Edition + Website outlines strategies for defining a true edge in the market using options to trade volatility profitably.

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

À propos de l?auteur

EUAN SINCLAIR is an option trader with fifteen years' 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.

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
2013
Langue
anglais
ISBN 10 
1118347137
ISBN 13 
9781118347133
Reliure
Relié
Numéro d'édition
2
Nombre de pages
320
Coordonnées du fabricant
non disponible
Personne responsable
non disponible