ISBN: | 9780470497104 (cloth) |
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ISBN: | 0470497106 (cloth) |
编目源: | DLC DLC BTCTA YDXCP UKM C#P CDX BWX |
个人名称: | Sinclair, Euan,1969- |
题名: | Option trading : pricing and volatility strategies and techniques / Euan Sinclair. |
索书号: | F830.9/S616E |
出版发行项: | Hoboken, N.J. : Wiley, c2010. |
载体形态: | xix, 298 p. : ill. ; 24 cm. |
一般附注: | Includes index. |
格式化内容附注: | History -- Introduction to options -- Arbitrage bounds for option prices -- Pricing models -- The solution of the Black-Scholes-Merton (BSM) equation -- Option strategies -- Volatility estimation -- Implied volatility -- General principles of trading and hedging -- Market making techniques -- Volatility trading -- Expiration trading -- Risk management. |