Volatility Trading 2e

Euan Sinclair (Autor)

Software / Digital Media

320 Seiten

2013
John Wiley & Sons Inc (Hersteller)
978-1-118-66272-4 (ISBN)

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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.

EUAN SINCLAIR is an option trader with fifteen years' experience. He specializes in the design and implementation of quantitative trading strategies. Sinclair is currently a proprietary option trader for Bluefin Trading, where he trades based on quantitative models of his own design. He holds a PhD in theoretical physics from the University of Bristol.

Erscheint lt. Verlag	8.4.2013
Verlagsort	New York
Sprache	englisch
Maße	203 x 250 mm
Gewicht	1000 g
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
ISBN-10	1-118-66272-5 / 1118662725
ISBN-13	978-1-118-66272-4 / 9781118662724
Zustand	Neuware