Książka Volatility Trading, Second Edition Euan Sinclair

Volatility Trading, Second Edition

Autor: Euan Sinclair
Język: Angielski
Oprawa: Twarda
Dostępność: Dostępna u dostawcy w małych ilościach
Wysyłamy za 11-15 dni
234.51
Popular guide to options pricing and position sizing for quant traders§In this second edition of thi...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
2013
strony
320
EAN
9781118347133
ISBN
1118347137
Enbook ID
01261106
Waga
526
Wymiary
160 x 235 x 27

Pełny opis

Popular guide to options pricing and position sizing for quant traders§In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straightforward approach, he guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. This new edition includes new chapters on the dynamics of realized and implied volatilities, trading the variance premium and using options to trade special situations in equity markets.§Filled with volatility models including brand new option trades for quant traders§Options trader Euan Sinclair specializes in the design and implementation of quantitative trading strategies§Volatility Trading, Second Edition + Website outlines strategies for defining a true edge in the market using options to trade volatility profitably.

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