Volatility Trading

Volatility Trading - Wiley Trading Series

Second edition

Hardback (10 May 2013)

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Publisher's Synopsis

Popular guide to options pricing and position sizing for quant traders

In this second edition of this bestselling book, Sinclair offers a quantitative model for measuring volatility in order to gain an edge in everyday option trading endeavors. With an accessible, straightforward approach, he guides traders through the basics of option pricing, volatility measurement, hedging, money management, and trade evaluation. This new edition includes new chapters on the dynamics of realized and implied volatilities, trading the variance premium and using options to trade special situations in equity markets.

  • Filled with volatility models including brand new option trades for quant traders
  • Options trader Euan Sinclair specializes in the design and implementation of quantitative trading strategies

Volatility Trading, Second Edition + Website outlines strategies for defining a true edge in the market using options to trade volatility profitably.

Book information

ISBN: 9781118347133
Publisher: Wiley
Imprint: John Wiley & Sons, Inc.
Pub date:
Edition: Second edition
DEWEY: 332.645
DEWEY edition: 23
Language: English
Sales rank: 2407
Number of pages: xx, 291
Weight: 608g
Height: 161mm
Width: 238mm
Spine width: 31mm