000 | 04201cam a2200781 i 4500 | ||
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001 | ocn821067816 | ||
003 | OCoLC | ||
005 | 20171113110800.0 | ||
006 | m o d | ||
007 | cr ||||||||||| | ||
008 | 121211s2013 nju ob 001 0 eng | ||
010 | _a 2012049619 | ||
020 |
_a9781118416723 _q(epub) |
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020 |
_a1118416724 _q(epub) |
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020 |
_a9781118420447 _q(pdf) |
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020 |
_a1118420446 _q(pdf) |
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020 |
_a9781118574874 _q(mobipocket) |
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020 |
_a1118574877 _q(mobipocket) |
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020 |
_a9781118662724 _q(electronic bk.) |
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020 |
_a1118662725 _q(electronic bk.) |
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020 |
_z9781118347133 _q(cloth/website) |
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028 | 0 | 1 |
_aEB00066814 _bRecorded Books |
029 | 1 |
_aAU@ _b000052915982 |
|
029 | 1 |
_aAU@ _b000053299723 |
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_aCHNEW _b000609343 |
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_aNZ1 _b15340555 |
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_aDEBBG _bBV041876490 |
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035 |
_a(OCoLC)821067816 _z(OCoLC)860332498 _z(OCoLC)865010260 _z(OCoLC)966263972 |
||
037 |
_aA8C72258-58A1-4F60-BC3C-C0776D9C86D4 _bOverDrive, Inc. _nhttp://www.overdrive.com |
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040 |
_aDLC _beng _erda _epn _cDLC _dE7B _dTEFOD _dDG1 _dN$T _dCUS _dNOC _dOCLCF _dIAI _dYDXCP _dNLE _dLLB _dRECBK _dTEFOD _dOCLCQ _dCOO _dLOA |
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042 | _apcc | ||
049 | _aMAIN | ||
050 | 0 | 0 | _aHG6024.A3 |
072 | 7 |
_aBUS _x036000 _2bisacsh |
|
082 | 0 | 0 |
_a332.64/5 _223 |
100 | 1 |
_aSinclair, Euan, _d1969- |
|
245 | 1 | 0 |
_aVolatility trading / _cEuan Sinclair. _h[electronic resource] |
250 | _aSecond edition. | ||
264 | 1 |
_aHoboken, New Jersey : _bJohn Wiley & Sons, Inc., _c[2013] |
|
300 | _a1 online resource. | ||
336 |
_atext _btxt _2rdacontent |
||
337 |
_acomputer _bc _2rdamedia |
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338 |
_aonline resource _bcr _2rdacarrier |
||
490 | 1 | _aWiley trading series | |
504 | _aIncludes bibliographical references and index. | ||
505 | 2 | _aOption 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. | |
520 | _aPopular 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. | ||
588 | 0 | _aPrint version record and CIP data provided by publisher. | |
650 | 0 | _aOptions (Finance) | |
650 | 0 | _aHedging (Finance) | |
650 | 0 | _aFutures. | |
650 | 0 | _aFinancial futures. | |
650 | 7 |
_aBUSINESS & ECONOMICS _xInvestments & Securities _xGeneral. _2bisacsh |
|
650 | 7 |
_aFinancial futures. _2fast _0(OCoLC)fst00924630 |
|
650 | 7 |
_aFutures. _2fast _0(OCoLC)fst00936752 |
|
650 | 7 |
_aHedging (Finance) _2fast _0(OCoLC)fst00954458 |
|
650 | 7 |
_aOptions (Finance) _2fast _0(OCoLC)fst01046893 |
|
655 | 4 | _aElectronic books. | |
655 | 7 |
_aElectronic books. _2local |
|
776 | 0 | 8 |
_iPrint version: _aSinclair, Euan, 1969- _tVolatility trading. _bSecond edition. _dHoboken, New Jersey : John Wiley & Sons, Inc., [2013] _z9781118347133 _w(DLC) 2012047062 |
830 | 0 | _aWiley trading series. | |
856 | 4 | 0 |
_uhttp://onlinelibrary.wiley.com/book/10.1002/9781118662724 _zWiley Online Library |
942 |
_2ddc _cBK |
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999 |
_c206294 _d206294 |