Baird, Allen Jan.

Option market making trading and risk analysis for the financial and commodity option markets Allen Jan Baird. - xiii, 201 páginas ilustrado 24 cm. - Wiley finance editions .

Incluye referencias bibliográficas(p. 191-194) e índice.

Economics of option market making -- Options -- Options risks -- Position risk profiles -- Synthetic option market making -- Calendar spread risk -- On strategy -- Market-making tactics -- Observations from the floor

0471578320


Commodity exchanges--United States.
Options (finance)--United States.
Opciones (finanzas)--Estados Unidos
Lonjas de comercio--Estados Unidos

332.6328 / B163o

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