Volatility Trading - + Website (Sinclair Euan)(Pevná vazba)
Výrobce: John Wiley & Sons
EAN: 9781118347133
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
Parametry
Autor | E Sinclair |
Jazyk | anglický |
Nakladatelství | Nakladatelství |
Počet stran | 320 |
Rok vydania | 2013 |
Rok vydání | Rok vydání |
Žánr | Žánr |
Cena od 1 305 Kč - 1 608 Kč v 2 obchodech
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