Option market making :trading and risk analysis for the financial and commodity option markets
- 作者: Baird, Allen Jan.
- 出版: New York : Wiley c1993.
- 稽核項: xiii, 201 p. :ill. ;24 cm.
- 叢書名: Wiley finance editions
- 標題: Options (Finance) , Commodity exchanges United States. , Options (Finance) United States. , Commodity exchanges
- ISBN: 0471578320 , 9780471578321
- 附註: Includes bibliographical references (p. 191-194) and index.
- 系統號: 005035102
- 資料類型: 圖書
- 讀者標籤: 需登入
- 引用網址: 複製連結
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.
來源: Google Book
來源: Google Book
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