Volatility Trading, Second Edition
商品資訊
系列名:Wiley Trading
ISBN13:9781118347133
出版社:John Wiley & Sons Inc
作者:Sinclair
出版日:2013/03/22
裝訂/頁數:精裝/320頁
規格:24.1cm*16.5cm*3.2cm (高/寬/厚)
版次:2
商品簡介
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.
作者簡介
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.
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