Option Market Making

Trading and Risk Analysis for the Financial and Commodity Option Markets

Allen Jan Baird (Autor)

Buch | Hardcover

224 Seiten

1992
John Wiley & Sons Inc (Verlag)
978-0-471-57832-1 (ISBN)

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Approaches trading from the viewpoint of market makers and the part they play in pricing, valuing and placing positions. Covers option volatility and pricing, risk analysis, spreads, strategies and tactics for the options trader, focusing on how to work successfully with market makers. Features a special section on synthetic options and the role of synthetic options market making (a role of increasing importance on the trading floor). Contains numerous graphs, charts and tables.

Allen Jan Baird, PhD, is a director of equity trading responsible for training and managing proprietary traders as well as trading firm capital. He was a member of the New York Board of Trade where he was an options market maker for thirteen years. He has taught at the New York Institute of Finance and is the author of Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets (Wiley). He is a graduate of the University of California at Berkeley and holds a PhD from the University of Pennsylvania. He can be reached at allenjanbaird@hotmail.com.

Economics of Option Market Making.

Options.

Option Risks.

Position Risk Profiles.

Synthetic Option Market Making.

Calendar Spread Risk.

On Strategy.

Market-Making Tactics.

Observations from the Floor.

Appendix.

References and Suggested Reading.

Index.

Erscheint lt. Verlag	16.11.1992
Reihe/Serie	Wiley Finance
Verlagsort	New York
Sprache	englisch
Maße	159 x 249 mm
Gewicht	463 g
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
ISBN-10	0-471-57832-0 / 0471578320
ISBN-13	978-0-471-57832-1 / 9780471578321
Zustand	Neuware