Option Market Making

Trading and Risk Analysis for the Financial and Commodity Option Markets

AvAllen Jan Baird

Inbunden, Engelska, 1992

Del 21 i serien Wiley Finance

842 kr

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Beskrivning

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.

Produktinformation

Utgivningsdatum:1992-11-16
Mått:159 x 249 x 19 mm
Vikt:463 g
Format:Inbunden
Språk:Engelska
Serie:Wiley Finance
Antal sidor:224
Förlag:John Wiley & Sons Inc
ISBN:9780471578321

Utforska kategorier

Finansiering inom Ekonomi och Ledarskap

Mer om författaren

Allen Jan Baird, PhD, is a director of equity trading responsible for training and managing proprietary traders as well as trading firm capital. He was a member of the New York Board of Trade where he was an options market maker for thirteen years. He has taught at the New York Institute of Finance and is the author of Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets (Wiley). He is a graduate of the University of California at Berkeley and holds a PhD from the University of Pennsylvania. He can be reached at allenjanbaird@hotmail.com.

Innehållsförteckning

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