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Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets (Wiley Finance)

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.

yazar:Allen Jan Baird Baird
Isbn 10:0471578320
Isbn 13:978-0471578321
yayınevi:John Wiley & Sons
dil:İngilizce
Tarafından gönderildi
Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets (Wiley Finance):
2 Ekim 1992