The Resource Volatility trading, Euan Sinclair

Volatility trading, Euan Sinclair

Label
Volatility trading
Title
Volatility trading
Statement of responsibility
Euan Sinclair
Creator
Subject
Language
eng
Summary
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
Member of
Cataloging source
DLC
Dewey number
332.64/5
Index
index present
LC call number
HG6024.A3
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Wiley trading series
Label
Volatility trading, Euan Sinclair
Publication
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Contents
Option Pricing -- Volatility Measurement -- Stylized Facts about Returns and Volatility -- Volatility Forecasting -- Implied Volatility Dynamics -- Hedging -- Distribution of Hedged Option Positions -- Money Management -- Trade Evaluation -- Psychology -- Generating Returns through Volatility -- The VIX -- Leveraged ETFs -- Life Cycle of a Trade -- Conclusion
Control code
ocn821067816
Edition
Second edition
Extent
1 online resource
Form of item
online
Isbn
9781118416723
Lccn
2012049619
Media category
computer
Media MARC source
rdamedia
Media type code
c
http://library.link/vocab/ext/overdrive/overdriveId
a8c72258-58a1-4f60-bc3c-c0776d9c86d4
Publisher number
EB00066814
http://library.link/vocab/recordID
.b35506477
Specific material designation
remote
System control number
  • (OCoLC)821067816
  • pebcs1118416724

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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