Volatility trading Euan Sinclair.
By: Sinclair, Euan
.
Contributor(s): ebrary, Inc.
Series: [Wiley trading]: Hoboken, N.J. Wiley ©2008Description: x, 212 páginas ilustrado 24 cm.ISBN: 9780470181997.Subject(s): Options (finance) | Hedging (finance) | Futures | Contrato de futuros | Opciones (finanzas) | Cobertura (finanzas) | Financial futuresDDC classification: 332.645 Online resources: Click here for full text.
Contents:
Option pricing -- Volatility measurement and forecsting -- Implied volatility dynamics -- Hedging -- Hedged option positions -- Money management -- Trade evaluation -- Psychology -- Life cycle of a trade -- Conclusion -- Appendix A: MOdel-free implied variance -- Appendix B: Spreadsheet instructions
| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|
Libros
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Biblioteca Central | General | 332.645 / SI616v (Browse shelf) | Ej.1 | Available | 8000022257 |
Total holds: 0
Incluye referencias bibliográficas (p. 193-200) e índice.
Option pricing -- Volatility measurement and forecsting -- Implied volatility dynamics -- Hedging -- Hedged option positions -- Money management -- Trade evaluation -- Psychology -- Life cycle of a trade -- Conclusion -- Appendix A: MOdel-free implied variance -- Appendix B: Spreadsheet instructions
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