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![](/opac-tmpl/bootstrap/images/filefind.png)
![](/opac-tmpl/bootstrap/images/filefind.png)
![](/opac-tmpl/bootstrap/images/filefind.png)
![](/opac-tmpl/bootstrap/images/filefind.png)
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 |
---|---|---|---|---|---|---|---|---|
![]() |
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
There are no comments for this item.