Sinclair, Euan 1969-
Volatility trading Euan Sinclair. - x, 212 páginas ilustrado 24 cm. - [Wiley trading] . - [Wiley trading] .
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
9780470181997
Options (finance)
Hedging (finance)
Futures.
Contrato de futuros
Opciones (finanzas)
Cobertura (finanzas)
Financial futures.
332.645 / SI616v
Volatility trading Euan Sinclair. - x, 212 páginas ilustrado 24 cm. - [Wiley trading] . - [Wiley trading] .
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
9780470181997
Options (finance)
Hedging (finance)
Futures.
Contrato de futuros
Opciones (finanzas)
Cobertura (finanzas)
Financial futures.
332.645 / SI616v