Volatility trading /

• Κύριος συγγραφέας: Sinclair, Euan, 1969-
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
• Έκδοση: Second edition.
• Σειρά: Wiley trading series.
• Θέματα: Options (Finance); Hedging (Finance); Futures.; Financial futures.; BUSINESS & ECONOMICS > Investments & Securities > General.; Electronic books.

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 guide...

Πίνακας περιεχομένων:

• Option Pricing
• Volatility Measurement
• Stylized Facts about Returns and Volatility
• Volatility Forecasting
• Implied Volatility Dynamics
• Hedging
• Distribution of Hedged Option Positions
• Money Management
• Trade Evaluation
• Psychology
• Generating Returns through Volatility
• The VIX
• Leveraged ETFs
• Life Cycle of a Trade
• Conclusion.