Option Trading. Pricing and Volatility Strategies and Technique by Euan Sinclair

Option Trading. Pricing and Volatility Strategies and Technique by Euan Sinclair

An A to Z options trading guide for the new millennium and the new economy

Written by professional trader and quantitative analyst Euan Sinclair, Option Trading is a comprehensive guide to this discipline covering everything from historical background, contract types, and market structure to volatility measurement, forecasting, and hedging techniques. Also

This comprehensive guide presents the detail and practical information that professional option traders need, whether they’re using options to hedge, manage money, arbitrage, or engage in structured finance deals. It contains information essential to anyone in this field, including option pricing and price forecasting, the Greeks, implied volatility, volatility measurement and forecasting, and specific option strategies. Also

• Explains how to break down a typical position, and repair positions Also
• Other titles by Sinclair:Volatility Trading
• Addresses the various concerns of the professional options trader Also

Get Option Trading. Pricing and Volatility Strategies and Technique by Euan Sinclair on Traderknow.com

Option trading will continue to be an important part of the financial landscape. This book will show you how to make the most of these profitable products, no matter what the market does. Also

Table of Contents

Preface.

Professional Trading. Also

The Role of Mathematics.

The Structure of this Book. Also

Acknowledgments.

Chapter 1 History.

Summary. Also

Chapter 2 Introduction to Options.

Options.

Specifications for an Option Contract. Also

Uses of Options.

Market Structure. Also

Summary.

Chapter 3 Arbitrage Bounds for Option Prices.

American Options Compared to European Options. Also

Absolute Maximum and Minimum Values.

Summary. Also

Chapter 4 Pricing Models.

General Modeling Principles. Also

Choice of Dependent Variables.

The Binomial Model. Also

The Black-Scholes-Merton (BSM) Model.

Summary. Also

Chapter 5 The Solution of the Black-Scholes-Merton (BSM) Equation.

Delta.

Gamma.  Also

Theta.

Vega. Also

Summary.

Get Option Trading. Pricing and Volatility Strategies and Technique by Euan Sinclair on Traderknow.com

Chapter 6 Option Strategies.

Forecasting and Strategy Selection.

The Strategies. Also

Summary.

Chapter 7 Volatility Estimation.

Defining and Measuring Volatility. Also

Forecasting Volatility.

Volatility in Context. Also

Summary.

Chapter 8 Implied Volatility.

The Implied Volatility Curve. Also

Parameterizing and Measuring the Implied Volatility Curve.

The Implied Volatility Curve as a Function of Expiration. Also

Implied Volatility Dynamics.

Summary. Also

Chapter 9 General Principles of Trading and Hedging.

Edge.

Hedging. Also

Trade Sizing and Leverage.

Scalability and Breadth. Also

Summary.

Chapter 10 Market Making Techniques.

Market Structure. Also

Market Making.

Trading Based on Order-Book Information. Also

Summary.

Chapter 11 Volatility Trading.

Hedging.

Hedging in Practice. Also

The P/L Distribution of Hedged Option Positions.

Summary. Also

Chapter 12 Expiration Trading.

Pinning.

Pin Risk. Also

Forward Risk.

Exercising the Wrong Options. Also

Irrelevance of the Greeks.

Expiring at a Short Strike. Also

Summary.

Chapter 13 Risk Management.

Example of Position Repair. Also

Inventory.

Delta. Also

Gamma.

Vega. Also

Correlation.

Rho. Also

Stock Risk: Dividends and Buy-in Risk.

The Early Exercise of Options. Also

Summary.

Conclusion. Also

Appendix A Distributions.

Example.

Moments and the “Shape” of Distributions. Also

Appendix B Correlation.

Glossary.

Index. Also

Author Information

EUAN SINCLAIR is an option trader with fifteen years of professional trading experience. Also 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. Sinclair is also the author of the Wiley title Volatility Trading. Also

Also Get Option Trading. Pricing and Volatility Strategies and Technique by Euan Sinclair on Traderknow.com

Visit more course:  FOREX TRADING COURSE

The same course:  Bill Williams Eduard Altmann SMB Simpler Trading Van Tharp Atlas Api Training Trading Template Sunil Mangwani Sunil Mangwani Frank Paul . Also  Market Delta Tradingacademy Simplertrading Urbanforex. Also  Candlechartscom Dan Sheridan Pipsociety  Atlas Api Training TopTradeTools Todd Mitchell Jerry Singh OpenTrader Alexandertrading Daytradingzones

Please contact email: [email protected] If you have any question.