Электронная книга: Euan Sinclair «Volatility Trading»
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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. Издательство: "John Wiley&Sons Limited (USD)"
ISBN: 9781118420447 электронная книга Купить за 4877.96 руб и скачать на Litres |
Другие книги автора:
| Книга | Описание | Год | Цена | Тип книги |
|---|---|---|---|---|
| Option Trading. Pricing and Volatility Strategies and Techniques | An A to Z options trading guide for the new millennium and the new economy Written by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга | ||
| Volatility Trading | 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… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | электронная книга |
См. также в других словарях:
Volatility arbitrage — (or vol arb) is a type of statistical arbitrage that is implemented by trading a delta neutral portfolio of an option and its underlier. The objective is to take advantage of differences between the implied volatility of the option, and a… … Wikipedia
Volatility (finance) — Volatility most frequently refers to the standard deviation of the continuously compounded returns of a financial instrument with a specific time horizon. It is often used to quantify the risk of the instrument over that time period. Volatility… … Wikipedia
Volatility Arbitrage — Trading strategies that attempt to exploit differences between the forecasted future volatility of an asset and the implied volatility of options based on that asset. Because options pricing is determined by the volatility of the underlying asset … Investment dictionary
Trading curb — A trading curb, also known as a circuit breaker, is a point at which a stock market will stop trading for a period of time in response to substantial drops in value.Circuit breakersOn the New York Stock Exchange (NYSE), one type of trading curb… … Wikipedia
Trading strategy index — Strategy indices are indices that track the performance of an algorithmic trading strategy. The algorithm clearly and transparently specifies all the actions that need to be taken. The following are examples of algorithms that strategies can be… … Wikipedia
Volatility smile — In finance, the volatility smile is a long observed pattern in which at the money options tend to have lower implied volatilities than in or out of the money options. The pattern displays different characteristics for different markets and… … Wikipedia
