TY  - BOOK
AU  - Sinclair, Euan,
TI  - Volatility trading
T2  - Wiley trading series
SN  - 9781118416
AV  - HG6024.A3 
U1  - 332.64/5 23
PY  - 2013///]
CY  - Hoboken, New Jersey
PB  - John Wiley & Sons, Inc.
KW  - Options (Finance)
KW  - Hedging (Finance)
KW  - Futures
KW  - Financial futures
KW  - BUSINESS & ECONOMICS
KW  - Investments & Securities
KW  - General
KW  - bisacsh
KW  - fast
KW  - Electronic books
KW  - local
N1  - 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
N2  - 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
UR  - http://onlinelibrary.wiley.com/book/10.1002/9781118662724
ER  -