Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets
Baird, Allen Jan
0471578320
ISBN 13: 9780471578321
Hardcover

Option Market Making: Trading and Risk Analysis for the Financial and Commodity Option Markets

92
ING9780471578321
Special order direct from the distributor

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.
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