Product Information
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.Product Identifiers
PublisherJohn Wiley & Sons Inc
ISBN-139781118347133
eBay Product ID (ePID)141511375
Product Key Features
Number of Pages320 Pages
LanguageEnglish
Publication NameVolatility Trading: + Website
Publication Year2013
SubjectFinance
TypeTextbook
AuthorEuan Sinclair
FormatHardcover
Dimensions
Item Height242 mm
Item Weight518 g
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorEuan Sinclair
Series TitleWiley Trading