Option Market Making – Trading and Risk Analysis For the Financial and Commodity Option Markets

Trading and Risk Analysis for the Financial and Commodity Option Markets

Gebonden Engels 1992 9780471578321
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

Approaches trading from the viewpoint of market makers and the part they play in pricing, valuing and placing positions. Covers option volatility and pricing, risk analysis, spreads, strategies and tactics for the options trader, focusing on how to work successfully with market makers. Features a special section on synthetic options and the role of synthetic options market making (a role of increasing importance on the trading floor). Contains numerous graphs, charts and tables.

Specificaties

ISBN13:9780471578321
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:224

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Inhoudsopgave

Economics of Option Market Making.
<br />
<br /> Options.
<br />
<br /> Option Risks.
<br />
<br /> Position Risk Profiles.
<br />
<br /> Synthetic Option Market Making.
<br />
<br /> Calendar Spread Risk.
<br />
<br /> On Strategy.
<br />
<br /> Market–Making Tactics.
<br />
<br /> Observations from the Floor.
<br />
<br /> Appendix.
<br />
<br /> References and Suggested Reading.
<br />
<br /> Index.

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        Option Market Making – Trading and Risk Analysis For the Financial and Commodity Option Markets