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Volatility Trading + website: Wiley Trading

Autor E Sinclair
en Limba Engleză Hardback – 10 iul 2008
Praise for VOLATILITY TRADING "Written by s mathematically literate trader, this concise guide is full of valuable insights -not just for volatility traders but for quantitative traders too. From Zakamouline's optimal delta-hedging approximation to Browne's optimal trade-sizing policy, there is much interesting technical material that is put to work to provide a framework for thinking clearly about practical problems such as: When should we hedge? Should we double up or cut or position? How much capital should we allocate to a trade in the first place? This book raises the discussion of quantitative trading to a new level and I strongly recommend it."--Jim Gatheral, author of The Volatility Surface: A Practitioner's Guide "Euan Sinclair's Volatility Trading fills a neglected gap in financial literature on trading volatility with options and updates and expands on basic works with contemporary strategies, insights, and technical detail. Volatility Trading is uncommonly clear, examples are well chosen, and explanations are thorough without being tedious. Not since Allan J. Baird's Option Market Making has there been a work on volatility strategies as well written and practical. Sinclair's modern treatment is a tremendous resource for options market makers and clients alike as they inescapably take a view on volatility with each position. Volatility Trading is destined to become a classic and is highly recommended for students and practitioners alike."--James N. Ward, Head of High-Yield Investments, AXA Investment Managers Paris, and Professor of Finance, The American University of Paris "I wish this book had been available when I started. I had to discover its contents the hard way. It nicely illustrates what successful plain vanilla option trading is all about: a sound quantitative approach coupled with a few robust principles. It also should help to dispel the myth surrounding volatility trading: that is an obscure and highly complex field of phynancial voodoo that only a gifted few have the ability to understand and master.--FDAXHunter, founding member of nuclearphynance.com "Euan Sinclair provides a unique and valuable insight into the art and science of option trading. With clarity and purpose, he demonstrates how the successful option trader judiciously selects the appropriate quantitative tools for the job-neither too rudimentary nor too complex but just right for each stage of the trading process. I strongly recommend this book to volatility traders and all options who wish to see 'behind the curtain' of option pricing."--Carl Mason, Chief U.S. Equity Derivatives Strategist, Morgan Stanley
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Specificații

ISBN-13: 9780470181997
ISBN-10: 0470181990
Pagini: 224
Dimensiuni: 152 x 229 x 16 mm
Greutate: 0.45 kg
Editura: Wiley
Seria Wiley Trading

Locul publicării:Hoboken, United States

Public țintă

Traders and finance professionals.

Cuprins


Descriere

In Volatility Trading , Sinclair offers you a quantitative model for measuring volatility in order to gain an edge in your 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.