Kevin B. Connolly used to be Head of Quantitative Research at JamesCapel & Co. He then joined Cresvale International AssetManagement as Director responsible for instituting scientific riskmanagement for Cresvale's principal Japanese warrants market-makingsection. He is currently undertaking research into complexvolatility trading for Refco Overseas Ltd, and is setting up salesand trading systems for Japanese warrants and convertible bonds forIndependent Capital Corporation. He also lectures at CityUniversity Business School and London Guildhall University, UK.

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• An Introduction to the Concept of Volatility Trading. A Review of Some Basic Concepts. The Price Profile of Derivatives before Expiry. The Simple Long Volatility Trades. The Short Volatility Trade. Using Put Options in Volatility Trade. Managing Combinations of Options. More Complex Aspects of Volatility Trading. Appendix. Index.

Kevin B. Connolly used to be Head of Quantitative Research at JamesCapel & Co. He then joined Cresvale International AssetManagement as Director responsible for instituting scientific riskmanagement for Cresvale's principal Japanese warrants market-makingsection. He is currently undertaking research into complexvolatility trading for Refco Overseas Ltd, and is setting up salesand trading systems for Japanese warrants and convertible bonds forIndependent Capital Corporation. He also lectures at CityUniversity Business School and London Guildhall University, UK.

Select Guide Rating

• An Introduction to the Concept of Volatility Trading. A Review of Some Basic Concepts. The Price Profile of Derivatives before Expiry. The Simple Long Volatility Trades. The Short Volatility Trade. Using Put Options in Volatility Trade. Managing Combinations of Options. More Complex Aspects of Volatility Trading. Appendix. Index.