Dimensions
160 x 235 x 24mm
An accessible guide to vital financial models that cover options pricing, trading, and position sizing
Written by quantitative options trader Euan Sinclair, Volatility Trading helps readers measure volatility in order to gain an edge in their everyday option trading endeavors. No other book on the market addresses this topic in such a straightforward and accessible manner. Chapters include information on: truly understanding the Black Scholes equation in order to profitably trade; hedging risk so that it's seen as realized volatility; measuring results through a number of trade evaluation techniques; and the psychological issues facing both novice and experienced traders. A companion CD-ROM is also included with this book, offering traders valuable spreadsheets and other resources.
Euan Sinclair, PhD (Chicago, IL) is an option trader with over ten years of experience trading options professionally. He specializes in design and implementation of quantitative trading strategies.
