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 tradersOptions 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.
Or split into 4x interest-free payments of 25% on orders over R50
Learn more
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 tradersOptions 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.
Imprint | John Wiley & Sons |
Country of origin | United States |
Release date | May 2013 |
Availability | Expected to ship within 12 - 17 working days |
First published | 2013 |
Authors | E. Sinclair |
Dimensions | 231 x 163 x 28mm (L x W x T) |
Format | Hardcover |
Pages | 291 |
Edition | 2nd Edition |
ISBN-13 | 978-1-118-34713-3 |
Barcode | 9781118347133 |
Categories | |
LSN | 1-118-34713-7 |