Option market making trading and risk analysis for the financial and commodity option markets Allen Jan Baird.
By: Baird, Allen Jan
.
Series: Wiley finance editions.New York Wiley 1993Description: xiii, 201 páginas ilustrado 24 cm.ISBN: 0471578320.Subject(s): Commodity exchanges -- United States | Options (finance) -- United States | Opciones (finanzas) -- Estados Unidos | Lonjas de comercio -- Estados UnidosDDC classification: 332.6328 Online resources: Publisher description | Table of Contents
Contents:
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
| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|
Libros
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Biblioteca Central | General | 332.6328 / B163o (Browse shelf) | Ej.1 | Available | 8000022224 |
Total holds: 0
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
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