Option Trading: Pricing and Volatility Strategies and Techniques
An A to Z options trading guide for the new millennium and the new economy
Written by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this discipline covering everything from historical background, contract types, and market structure to volatility measurement, forecasting, and hedging techniques.
This comprehensive guide presents the detail and practical information that professional option traders need, whether they're using options to hedge, manage money, arbitrage, or engage in structured finance deals. It contains information essential to anyone in this field, including option pricing and price forecasting, the Greeks, implied volatility, volatility measurement and forecasting, and specific option strategies.
Option trading will continue to be an important part of the financial landscape. This book will show you how to make the most of these profitable products, no matter what the market does.
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CHAPTER9General Principles ofTrading and Hedging
Market Making Techniques
CHAPTER 11Volatility Trading
CHAPTER 12Expiration Trading
CHAPTER 13Risk Management
VOLATILITY IN CONTEXT