Volatility trading /
An accessible guide to vital financial models that cover options pricing, trading, and position sizing. Written by quantitative options trader Euan Sinclair, Volatility Trading helps readers measure volatility in order to gain an edge in their everyday option trading endeavors. No other book on the...
Saved in:
| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
Wiley,
©2008.
|
| Subjects: | |
| Online Access: | CONNECT |
Table of Contents:
- Volatility Trading; Contents; Introduction; Chapter 1: Option Pricing; Chapter 2: Volatility Measurement and Forecasting; Chapter 3: Implied Volatility Dynamics; Chapter 4: Hedging; Chapter 5: Hedged Option Positions; Chapter 6: Money Management; Chapter 7: Trade Evaluation; Chapter 8: Psychology; Chapter 9: Life Cycle of a Trade; Chapter 10: Conclusion; Appendix A: Model-Free Implied Variance and Volatility; Appendix B: Spreadsheet Instructions; Resources; References; About the CD-ROM; Index.
