Option Market Making

副标题: Trading and Risk Analysis for the Financial and Commodity Option Markets (Wiley Finance)

ISBN: 9780471578321

出版社: Wiley

出版年: 1992-10-16

页数: 224

定价: USD 80.00

装帧: Hardcover

内容简介

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.