Option Market Making:Trading and Risk Analysis for the Financial and Commodity Option Markets (Wiley Finance)

Option Market Making:Trading and Risk Analysis for the Financial and Commodity Option Markets (Wiley Finance)
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作者:
出版社: Wiley
1992-10
版次: 1
ISBN: 9780471578321
定价: 751.10
装帧: 精装
开本: 其他
纸张: 其他
页数: 224页
正文语种: 英语
丛书: Wiley Finance
  • Approachestradingfromtheviewpointofmarketmakersandtheparttheyplayinpricing,valuingandplacingpositions.Coversoptionvolatilityandpricing,riskanalysis,spreads,strategiesandtacticsfortheoptionstrader,focusingonhowtoworksuccessfullywithmarketmakers.Featuresaspecialsectiononsyntheticoptionsandtheroleofsyntheticoptionsmarketmaking(aroleofincreasingimportanceonthetradingfloor).Containsnumerousgraphs,chartsandtables.
  • 内容简介:
    Approachestradingfromtheviewpointofmarketmakersandtheparttheyplayinpricing,valuingandplacingpositions.Coversoptionvolatilityandpricing,riskanalysis,spreads,strategiesandtacticsfortheoptionstrader,focusingonhowtoworksuccessfullywithmarketmakers.Featuresaspecialsectiononsyntheticoptionsandtheroleofsyntheticoptionsmarketmaking(aroleofincreasingimportanceonthetradingfloor).Containsnumerousgraphs,chartsandtables.
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