04201cam a2200781 i 4500 ocn821067816 OCoLC 20171113110800.0 m o d cr ||||||||||| 121211s2013 nju ob 001 0 eng 2012049619 9781118416723 (epub) 1118416724 (epub) 9781118420447 (pdf) 1118420446 (pdf) 9781118574874 (mobipocket) 1118574877 (mobipocket) 9781118662724 (electronic bk.) 1118662725 (electronic bk.) 9781118347133 (cloth/website) EB00066814 Recorded Books AU@ 000052915982 AU@ 000053299723 CHNEW 000609343 CHVBK 303149027 DEBBG BV041634481 DEBBG BV042739410 DKDLA 820120-katalog:000651618 NZ1 15340555 DEBBG BV041876490 (OCoLC)821067816 (OCoLC)860332498 (OCoLC)865010260 (OCoLC)966263972 A8C72258-58A1-4F60-BC3C-C0776D9C86D4 OverDrive, Inc. http://www.overdrive.com DLC eng rda pn DLC E7B TEFOD DG1 N$T CUS NOC OCLCF IAI YDXCP NLE LLB RECBK TEFOD OCLCQ COO LOA pcc MAIN HG6024.A3 BUS 036000 bisacsh 332.64/5 23 Sinclair, Euan, 1969- Volatility trading / Euan Sinclair. [electronic resource] Second edition. Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] 1 online resource. text txt rdacontent computer c rdamedia online resource cr rdacarrier Wiley trading series Includes bibliographical references and index. Option 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. 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. Print version record and CIP data provided by publisher. Options (Finance) Hedging (Finance) Futures. Financial futures. BUSINESS & ECONOMICS Investments & Securities General. bisacsh Financial futures. fast (OCoLC)fst00924630 Futures. fast (OCoLC)fst00936752 Hedging (Finance) fast (OCoLC)fst00954458 Options (Finance) fast (OCoLC)fst01046893 Electronic books. Electronic books. local Print version: Sinclair, Euan, 1969- Volatility trading. Second edition. Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] 9781118347133 (DLC) 2012047062 Wiley trading series. http://onlinelibrary.wiley.com/book/10.1002/9781118662724 Wiley Online Library ddc BK 206294 206294