Volatility Trading, + Website (Wiley Trading)

Sinclair, Euan

ISBN 10: 1118347137 / ISBN 13: 9781118347133

Published by Wiley, 2013

About this Item

Book is in very good condition and may include minimal underlining highlighting. The book can also include "From the library of" labels. May not contain miscellaneous items toys, dvds, etc. . We offer 100% money back guarantee and 24 7 customer service.

Seller Inventory # ZEV.1118347137.VG

Bibliographic Details

• Title: Volatility Trading, + Website (Wiley Trading)
• Publisher: Wiley
• Publication Date: 2013
• Language: English
• ISBN 10: 1118347137
• ISBN 13: 9781118347133
• Binding: Hardcover
• Edition: 2nd Edition
• Condition: very_good

About this title

Synopsis

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.

About the Author

EUAN SINCLAIR is an option trader with fifteen years' experience. He specializes in the design and implementation of quantitative trading strategies. Sinclair is currently a proprietary option trader for Bluefin Trading, where he trades based on quantitative models of his own design. He holds a PhD in theoretical physics from the University of Bristol.